中文
相关论文

相关论文: Efficient Approximation of Optimal Control for Mar…

200 篇论文

We develop a model-free approach to optimally control stochastic, Markovian systems subject to a reach-avoid constraint. Specifically, the state trajectory must remain within a safe set while reaching a target set within a finite time…

最优化与控制 · 数学 2025-09-30 Tingting Ni , Maryam Kamgarpour

In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…

最优化与控制 · 数学 2021-10-05 Lianzi Jiang

We provide a framework for speeding up algorithms for time-bounded reachability analysis of continuous-time Markov decision processes. The principle is to find a small, but almost equivalent subsystem of the original system and only analyse…

系统与控制 · 计算机科学 2018-07-26 Pranav Ashok , Yuliya Butkova , Holger Hermanns , Jan Křetínský

Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at future stages at various states which are visited according to…

最优化与控制 · 数学 2022-12-19 Hoang Nam Nguyen , Abdel Lisser , Vikas Vikram Singh

The objective of this work is to study continuous-time Markov decision processes on a general Borel state space with both impulsive and continuous controls for the infinite-time horizon discounted cost. The continuous-time controlled…

最优化与控制 · 数学 2019-08-17 François Dufour , Alexei Piunovskiy

The maximization of reach-avoid probabilities for stochastic systems is a central topic in the control literature. Yet, the available methods are either restricted to low-dimensional systems or suffer from conservative approximations. To…

最优化与控制 · 数学 2026-01-26 Niklas Schmid , Jaeyoun Choi , Oswin So , Chuchu Fan

In this paper, we develop a method to automatically generate a control policy for a dynamical system modeled as a Markov Decision Process (MDP). The control specification is given as a Linear Temporal Logic (LTL) formula over a set of…

机器人学 · 计算机科学 2011-03-24 Xu Chu Ding , Stephen L. Smith , Calin Belta , Daniela Rus

In this paper we provide faster algorithms for approximately solving discounted Markov Decision Processes in multiple parameter regimes. Given a discounted Markov Decision Process (DMDP) with $|S|$ states, $|A|$ actions, discount factor…

数据结构与算法 · 计算机科学 2020-12-24 Aaron Sidford , Mengdi Wang , Xian Wu , Yinyu Ye

This paper introduces a novel abstraction-based framework for controller synthesis of nonlinear discrete-time stochastic systems. The focus is on probabilistic reach-avoid specifications. The framework is based on abstracting a stochastic…

系统与控制 · 电气工程与系统科学 2025-03-10 Frederik Baymler Mathiesen , Sofie Haesaert , Luca Laurenti

We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…

机器学习 · 计算机科学 2024-06-13 Fan Chen , Constantinos Daskalakis , Noah Golowich , Alexander Rakhlin

In this review/tutorial article, we present recent progress on optimal control of partially observed Markov Decision Processes (POMDPs). We first present regularity and continuity conditions for POMDPs and their belief-MDP reductions, where…

最优化与控制 · 数学 2025-01-03 Ali Devran Kara , Serdar Yuksel

The solution convergence of Markov Decision Processes (MDPs) can be accelerated by prioritized sweeping of states ranked by their potential impacts to other states. In this paper, we present new heuristics to speed up the solution…

人工智能 · 计算机科学 2019-01-07 Shoubhik Debnath , Lantao Liu , Gaurav Sukhatme

We consider the problem of finding a control policy for a Markov Decision Process (MDP) to maximize the probability of reaching some states while avoiding some other states. This problem is motivated by applications in robotics, where such…

We consider the maximal reach-avoid probability to a target in finite horizon for semi-Markov decision processes with time-varying obstacles. Since the variance of the obstacle set, the model \eqref{Model} is non-homogeneous. To overcome…

概率论 · 数学 2025-05-06 Yanyun Li , Xianping Guo

We consider finite model approximations of discrete-time partially observed Markov decision processes (POMDPs) under the discounted cost criterion. After converting the original partially observed stochastic control problem to a fully…

系统与控制 · 计算机科学 2017-10-20 Naci Saldi , Serdar Yüksel , Tamás Linder

Partially observable Markov Decision Processes (POMDPs) are a standard model for agents making decisions in uncertain environments. Most work on POMDPs focuses on synthesizing strategies based on the available capabilities. However, system…

人工智能 · 计算机科学 2024-07-12 Alyzia-Maria Konsta , Alberto Lluch Lafuente , Christoph Matheja

This work proposes a decision-making framework for partially observable systems in continuous time with discrete state and action spaces. As optimal decision-making becomes intractable for large state spaces we employ approximation methods…

机器学习 · 计算机科学 2024-03-01 Yannick Eich , Bastian Alt , Heinz Koeppl

We study synthesis problems with constraints in partially observable Markov decision processes (POMDPs), where the objective is to compute a strategy for an agent that is guaranteed to satisfy certain safety and performance specifications.…

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

系统与控制 · 电气工程与系统科学 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

We present a dynamic programming-based solution to the problem of maximizing the probability of attaining a target set before hitting a cemetery set for a discrete-time Markov control process. Under mild hypotheses we establish that there…

最优化与控制 · 数学 2011-01-18 Debasish Chatterjee , Eugenio Cinquemani , John Lygeros