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Synthesising verifiably correct controllers for dynamical systems is crucial for safety-critical problems. To achieve this, it is important to account for uncertainty in a robust manner, while at the same time it is often of interest to…

In this paper, we consider a continuous-time Markov decision process (CTMDP) in Borel spaces, where the certainty equivalent with respect to the exponential utility of the total undiscounted cost is to be minimized. The cost rate is…

Interval Markov Decision Processes (IMDPs) are finite-state uncertain Markov models, where the transition probabilities belong to intervals. Recently, there has been a surge of research on employing IMDPs as abstractions of stochastic…

In multi-period stochastic optimization problems, the future optimal decision is a random variable whose distribution depends on the parameters of the optimization problem. We analyze how the expected value of this random variable changes…

This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rates may be unbounded, the reward and costs are admitted to be…

Controlling stochastic systems with unknown dynamics and under complex specifications is specially challenging in safety-critical settings, where performance guarantees are essential. We propose a data-driven policy synthesis framework that…

Energy management strategies (EMSs) are the most significant components in hybrid electric vehicles (HEVs) because they decide the potential of energy conservation and emission reduction. This work presents a transferred EMS for a parallel…

Computing optimal conditional reachability probabilities in Markov decision processes (MDPs) is tractable by a reduction to reachability probabilities. Yet, this reduction yields cyclic, challenging MDPs that are often notoriously hard to…

We study discrete-time discounted constrained Markov decision processes (CMDPs) on Borel spaces with unbounded reward functions. In our approach the transition probability functions are weakly or set-wise continuous. The reward functions…

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

The polling system with switch-over durations is a useful model with several practical applications. It is classified as a Discrete Event Dynamic System (DEDS) for which no one agreed upon modelling approach exists. Furthermore, DEDS are…

Deterministic Markov Decision Processes (DMDPs) are a mathematical framework for decision-making where the outcomes and future possible actions are deterministically determined by the current action taken. DMDPs can be viewed as a finite…

This paper studies parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a finite set of parameters. Fixing values for all parameters…

For a countable-state Markov decision process we introduce an embedding which produces a finite-state Markov decision process. The finite-state embedded process has the same optimal cost, and moreover, it has the same dynamics as the…

This paper studies economic model predictive Control (EMPC) schemes, where the stage cost depends only on control inputs. Such problems arise in applications like water distribution networks and differ from standard EMPC since multiple…

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

In this work, we study the optimal configuration of the physical layer in wireless networks by means of Semi-Markov Decision Process (SMDP) modeling. In particular, assume the physical layer is characterized by a set of potential operating…

Critical infrastructure systems such as electric power networks, water networks, and transportation systems play a major role in the welfare of any community. In the aftermath of disasters, their recovery is of paramount importance; orderly…

We consider average-cost Markov decision processes (MDPs) with Borel state spaces, countable, discrete action spaces, and strictly unbounded one-stage costs. For the minimum pair approach, we introduce a new majorization condition on the…

In classical Markov Decision Processes (MDPs), action costs and transition probabilities are assumed to be known, although an accurate estimation of these parameters is often not possible in practice. This study addresses MDPs under cost…