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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…

计算机科学中的逻辑 · 计算机科学 2020-02-26 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

The complex interconnections between heterogeneous critical infrastructure sectors make the system of systems (SoS) vulnerable to natural or human-made disasters and lead to cascading failures both within and across sectors. Hence, the…

系统与控制 · 计算机科学 2018-09-10 Linan Huang , Juntao Chen , Quanyan Zhu

Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…

机器学习 · 统计学 2012-05-22 Marek Petrik

We introduce a framework for approximate analysis of Markov decision processes (MDP) with bounded-, unbounded-, and infinite-horizon properties. The main idea is to identify a "core" of an MDP, i.e., a subsystem where we provably remain…

系统与控制 · 电气工程与系统科学 2023-06-22 Jan Křetínský , Tobias Meggendorfer

This paper presents a decentralized, online planning approach for scalable maneuver planning for large constellations. While decentralized, rule-based strategies have facilitated efficient scaling, optimal decision-making algorithms for…

机器人学 · 计算机科学 2025-01-07 William Kuhl , Jun Wang , Duncan Eddy , Mykel Kochenderfer

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…

最优化与控制 · 数学 2019-06-24 Merve Merakli , Simge Kucukyavuz

Energy Markov Decision Processes (EMDPs) are finite-state Markov decision processes where each transition is assigned an integer counter update and a rational payoff. An EMDP configuration is a pair s(n), where s is a control state and n is…

计算机科学中的逻辑 · 计算机科学 2016-07-05 Tomáš Brázdil , Antonín Kučera , Petr Novotný

We propose a distributionally robust return-risk model for Markov decision processes (MDPs) under risk and reward ambiguity. The proposed model optimizes the weighted average of mean and percentile performances, and it covers the…

机器学习 · 计算机科学 2023-01-05 Haolin Ruan , Zhi Chen , Chin Pang Ho

Faced with the complexities of managing natural gas-dependent power system amid the surge of renewable integration and load unpredictability, this study explores strategies for navigating emergency transitions to costlier secondary fuels.…

系统与控制 · 电气工程与系统科学 2024-09-18 Laurent Pagnier , Criston Hyett , Robert Ferrando , Igal Goldshtein , Jean Alisse , Lilah Saban , Michael Chertkov

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

统计理论 · 数学 2021-11-11 Zhengling Qi , Peng Liao

We develop a Markov decision process (MDP) framework to autonomously make guidance decisions for satellite collision avoidance maneuver (CAM) and a reinforcement learning policy gradient (RL-PG) algorithm to enable direct optimization of…

机器学习 · 计算机科学 2025-12-12 Francesca Ferrara , Lander W. Schillinger Arana , Florian Dörfler , Sarah H. Q. Li

In this study, the feed rate optimization model based on a Markov Decision Process (MDP) was introduced for spiral drilling process. Firstly, the experimental data on spiral drilling was taken from literature for different axial force…

系统与控制 · 计算机科学 2016-01-01 Yedige Tlegenov , Wong Yoke San , Hong Geok Soon

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

Moving Target Defense (MTD) is an emerging game-changing defense strategy in cybersecurity with the goal of strengthening defenders and conversely puzzling adversaries in a network environment. The successful deployment of an MTD system can…

系统与控制 · 计算机科学 2019-05-23 Jianjun Zheng , Akbar Siami Namin

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…

性能 · 计算机科学 2017-09-08 Jan Křetínský , Tobias Meggendorfer

Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…

机器学习 · 统计学 2023-09-13 Wenhao Yang , Han Wang , Tadashi Kozuno , Scott M. Jordan , Zhihua Zhang

We consider power allocation for an access-controlled transmitter with energy harvesting capability based on causal observations of the channel fading state. We assume that the system operates in a time-slotted fashion and the channel gain…

信息论 · 计算机科学 2017-08-04 Zhe Wang , Vaneet Aggarwal , Xiaodong Wang

Planning based on long and short term time series forecasts is a common practice across many industries. In this context, temporal aggregation and reconciliation techniques have been useful in improving forecasts, reducing model…

机器学习 · 计算机科学 2022-01-31 Himanshi Charotia , Abhishek Garg , Gaurav Dhama , Naman Maheshwari

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

Electricity distribution networks (DNs) in many regions are increasingly subjected to disruptions caused by tropical storms. Distributed Energy Resources (DERs) can act as temporary supply sources to sustain "microgrids" resulting from…

计算工程、金融与科学 · 计算机科学 2018-10-05 Derek Chang , Devendra Shelar , Saurabh Amin