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We consider the task of estimating a structural model of dynamic decisions by a human agent based upon the observable history of implemented actions and visited states. This problem has an inherent nested structure: in the inner problem, an…

机器学习 · 计算机科学 2024-03-04 Siliang Zeng , Mingyi Hong , Alfredo Garcia

We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…

机器学习 · 统计学 2025-11-18 Shengbo Wang , Jason Meng , Nian Si , Jose Blanchet , Zhengyuan Zhou

In this paper, we consider the problem of deploying a robot from a specification given as a temporal logic statement about some properties satisfied by the regions of a large, partitioned environment. We assume that the robot has noisy…

机器人学 · 计算机科学 2012-02-24 Xu Chu Ding , Jing Wang , Morteza Lahijanian , Ioannis Ch. Paschalidis , Calin A. Belta

We consider a distributed setup for reinforcement learning, where each agent has a copy of the same Markov Decision Process but transitions are sampled from the corresponding Markov chain independently by each agent. We show that in this…

机器学习 · 计算机科学 2024-06-04 Haoxing Tian , Ioannis Ch. Paschalidis , Alex Olshevsky

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

机器学习 · 计算机科学 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier

In this paper, we study a continuous-time discounted jump Markov decision process with both controlled actions and observations. The observation is only available for a discrete set of time instances. At each time of observation, one has to…

最优化与控制 · 数学 2019-07-16 Yunhan Huang , Veeraruna Kavitha , Quanyan Zhu

The focus of this paper is directed towards optimal control of multi-agent systems consisting of one leader and a number of followers in the presence of noise. The dynamics of every agent is assumed to be linear, and the performance index…

最优化与控制 · 数学 2020-12-02 Jalal Arabneydi , Mohammad M. Baharloo , Amir G. Aghdam

We propose a solution to a time-varying variant of Markov Decision Processes which can be used to address decision-theoretic planning problems for autonomous systems operating in unstructured outdoor environments. We explore the time…

机器人学 · 计算机科学 2019-05-28 Junhong Xu , Kai Yin , Lantao Liu

We consider a discounted cost constrained Markov decision process (CMDP) policy optimization problem, in which an agent seeks to maximize a discounted cumulative reward subject to a number of constraints on discounted cumulative utilities.…

最优化与控制 · 数学 2024-11-21 Sihan Zeng , Thinh T. Doan , Justin Romberg

The problem of offline reinforcement learning focuses on learning a good policy from a log of environment interactions. Past efforts for developing algorithms in this area have revolved around introducing constraints to online reinforcement…

机器学习 · 计算机科学 2022-04-27 Ian Char , Viraj Mehta , Adam Villaflor , John M. Dolan , Jeff Schneider

Controlling the stochastic dynamics of biological populations is a challenge that arises across various biological contexts. However, these dynamics are inherently nonlinear and involve a discrete state space, i.e., the number of molecules,…

种群与进化 · 定量生物学 2025-10-21 Shuhei A. Horiguchi , Tetsuya J. Kobayashi

In the design of probabilistic timed systems, bounded requirements concerning behaviour that occurs within a given time, energy, or more generally cost budget are of central importance. Traditionally, such requirements have been…

计算机科学中的逻辑 · 计算机科学 2016-05-19 Ernst Moritz Hahn , Arnd Hartmanns

This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…

系统与控制 · 电气工程与系统科学 2022-08-18 Anastasis Georgiou , Furqan Tahir , Imad M. Jaimoukha , Simos A. Evangelou

In this paper, we propose a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal…

最优化与控制 · 数学 2022-12-20 Amir-Salar Esteki , Solmaz S. Kia

We propose a scalable, distributed algorithm for the optimal transport of large-scale multi-agent systems. We formulate the problem as one of steering the collective towards a target probability measure while minimizing the total cost of…

最优化与控制 · 数学 2024-09-10 Vishaal Krishnan , Sonia Martínez

Online planning for partially observable Markov decision processes (POMDPs) provides efficient techniques for robot decision-making under uncertainty. However, existing methods fall short of preventing safety violations in dynamic…

机器人学 · 计算机科学 2024-09-10 Shili Sheng , Pian Yu , David Parker , Marta Kwiatkowska , Lu Feng

This paper presents sufficient conditions for the existence of stationary optimal policies for average-cost Markov Decision Processes with Borel state and action sets and with weakly continuous transition probabilities. The one-step cost…

最优化与控制 · 数学 2012-02-21 Eugene A. Feinberg , Pavlo O. Kasyanov , Nina V. Zadoianchuk

We propose a distributed control and coordination strategy for multi-agent systems where each agent has a local task specified as a Linear Temporal Logic (LTL) formula and at the same time is subject to relative-distance constraints with…

多智能体系统 · 计算机科学 2014-11-03 Meng Guo , Jana Tumova , Dimos V. Dimarogonas

Reinforcement Learning (RL) based methods have seen their paramount successes in solving serial decision-making and control problems in recent years. For conventional RL formulations, Markov Decision Process (MDP) and state-action-value…

机器学习 · 计算机科学 2020-06-09 Ziyao Zhang , Liang Ma , Kin K. Leung , Konstantinos Poularakis , Mudhakar Srivatsa

Recent work has addressed using formulas in linear temporal logic (LTL) as specifications for agents planning in Markov Decision Processes (MDPs). We consider the inverse problem: inferring an LTL specification from demonstrated behavior…

系统与控制 · 计算机科学 2017-11-02 Daniel Kasenberg , Matthias Scheutz