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This paper provides a relaxation of the sufficient conditions, and also an extension of the structural results for Partially Observed Markov Decision Processes (POMDPs) given in Lovejoy (1987). Sufficient conditions are provided so that the…

最优化与控制 · 数学 2015-11-17 Vikram Krishnamurthy , Udit Pareek

This paper provides conditions on the observation probability distribution in Bayesian localization and optimal filtering so that the conditional mean estimate satisfies convex stochastic dominance. Convex dominance allows us to compare the…

系统与控制 · 计算机科学 2019-10-29 Vikram Krishnamurthy

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

系统与控制 · 计算机科学 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

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

In the theory of Partially Observed Markov Decision Processes (POMDPs), existence of optimal policies have in general been established via converting the original partially observed stochastic control problem to a fully observed one on the…

最优化与控制 · 数学 2022-01-11 Ali Devran Kara , Serdar Yuksel

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

最优化与控制 · 数学 2024-12-20 Serdar Yüksel

This paper describes sufficient conditions for the existence of optimal policies for Partially Observable Markov Decision Processes (POMDPs) with Borel state, observation, and action sets and with the expected total costs. Action sets may…

最优化与控制 · 数学 2014-07-02 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

This paper is devoted to fair optimization in Multiobjective Markov Decision Processes (MOMDPs). A MOMDP is an extension of the MDP model for planning under uncertainty while trying to optimize several reward functions simultaneously. This…

人工智能 · 计算机科学 2013-09-27 Patrice Perny , Paul Weng , Judy Goldsmith , Josiah Hanna

Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs…

人工智能 · 计算机科学 2020-01-22 Mohamadreza Ahmadi , Rangoli Sharan , Joel W. Burdick

Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in which states of the system are observable only indirectly, via a…

人工智能 · 计算机科学 2011-06-02 M. Hauskrecht

Autonomous systems often have logical constraints arising, for example, from safety, operational, or regulatory requirements. Such constraints can be expressed using temporal logic specifications. The system state is often partially…

人工智能 · 计算机科学 2024-06-21 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

This article provides a short review of some structural results in controlled sensing when the problem is formulated as a partially observed Markov decision process. In particular, monotone value functions, Blackwell dominance and quickest…

系统与控制 · 计算机科学 2017-01-03 Vikram Krishnamurthy

Within the framework of probably approximately correct Markov decision processes (PAC-MDP), much theoretical work has focused on methods to attain near optimality after a relatively long period of learning and exploration. However,…

人工智能 · 计算机科学 2016-04-06 Kenji Kawaguchi

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

机器学习 · 统计学 2026-04-21 Kaito Ariu , Po-An Wang , Alexandre Proutiere , Kenshi Abe

Partially Observable Markov Decision Processes (POMDPs) are systems in which one agent interacts with a stochastic environment, and receives only partial information about the current state. In a multi-environment POMDP (MEPOMDP), the…

人工智能 · 计算机科学 2026-05-11 Léonard Brice , Filip Cano , Krishnendu Chatterjee , Thomas A. Henzinger , Stefanie Muroya

Finding optimal policies for Partially Observable Markov Decision Processes (POMDPs) is challenging due to their uncountable state spaces when transformed into fully observable Markov Decision Processes (MDPs) using belief states.…

最优化与控制 · 数学 2024-09-09 Yunus Emre Demirci , Ali Devran Kara , Serdar Yüksel

We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to study POMDPs requires rigorous approximation methods for…

最优化与控制 · 数学 2025-01-20 Ali Devran Kara , Erhan Bayraktar , Serdar Yuksel

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…

最优化与控制 · 数学 2008-12-20 Seid Bahlali

In many practical settings control decisions must be made under partial/imperfect information about the evolution of a relevant state variable. Partially Observable Markov Decision Processes (POMDPs) is a relatively well-developed framework…

机器学习 · 计算机科学 2021-12-30 Yanling Chang , Alfredo Garcia , Zhide Wang , Lu Sun

Structural results impose sufficient conditions on the model parameters of a Markov decision process (MDP) so that the optimal policy is an increasing function of the underlying state. The classical assumptions for MDP structural results…

系统与控制 · 电气工程与系统科学 2023-03-07 Vikram Krishnamurthy
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