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It is well known that for any finite state Markov decision process (MDP) there is a memoryless deterministic policy that maximizes the expected reward. For partially observable Markov decision processes (POMDPs), optimal memoryless policies…

最优化与控制 · 数学 2016-02-16 Guido Montufar , Keyan Ghazi-Zahedi , Nihat Ay

The fixed-horizon constrained Markov Decision Process (C-MDP) is a well-known model for planning in stochastic environments under operating constraints. Chance-Constrained MDP (CC-MDP) is a variant that allows bounding the probability of…

人工智能 · 计算机科学 2023-04-19 Majid Khonji

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

机器人学 · 计算机科学 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

We introduce Multi-Environment Markov Decision Processes (MEMDPs) which are MDPs with a set of probabilistic transition functions. The goal in a MEMDP is to synthesize a single controller with guaranteed performances against all…

计算机科学中的逻辑 · 计算机科学 2014-12-04 Jean-François Raskin , Ocan Sankur

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

机器学习 · 计算机科学 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…

计算机科学中的逻辑 · 计算机科学 2018-06-14 Sebastian Arming , Ezio Bartocci , Krishnendu Chatterjee , Joost-Pieter Katoen , Ana Sokolova

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

We study the problem of refining satisfiability bounds for partially-known stochastic systems against planning specifications defined using syntactically co-safe Linear Temporal Logic (scLTL). We propose an abstraction-based approach that…

系统与控制 · 电气工程与系统科学 2022-05-30 Jesse Jiang , Ye Zhao , Samuel Coogan

This work tackles the problem of robust zero-shot planning in non-stationary stochastic environments. We study Markov Decision Processes (MDPs) evolving over time and consider Model-Based Reinforcement Learning algorithms in this setting.…

机器学习 · 计算机科学 2020-01-16 Erwan Lecarpentier , Emmanuel Rachelson

In this paper, we study planning in stochastic systems, modeled as Markov decision processes (MDPs), with preferences over temporally extended goals. Prior work on temporal planning with preferences assumes that the user preferences form a…

机器人学 · 计算机科学 2023-03-09 Hazhar Rahmani , Abhishek N. Kulkarni , Jie Fu

Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…

系统与控制 · 电气工程与系统科学 2021-03-03 Ugo Rosolia , Mohamadreza Ahmadi , Richard M. Murray , Aaron D. Ames

Markov decision processes (MDPs) with rewards are a widespread and well-studied model for systems that make both probabilistic and nondeterministic choices. A fundamental result about MDPs is that their minimal and maximal expected rewards…

计算机科学中的逻辑 · 计算机科学 2024-11-26 Kevin Batz , Benjamin Lucien Kaminski , Christoph Matheja , Tobias Winkler

We consider the problem of learning the optimal policy for infinite-horizon Markov decision processes (MDPs). For this purpose, some variant of Stochastic Mirror Descent is proposed for convex programming problems with Lipschitz-continuous…

最优化与控制 · 数学 2022-03-01 Daniil Tiapkin , Alexander Gasnikov

We study the minimization of a spectral risk measure of the total discounted cost generated by a Markov Decision Process (MDP) over a finite or infinite planning horizon. The MDP is assumed to have Borel state and action spaces and the cost…

最优化与控制 · 数学 2025-10-16 Nicole Bäuerle , Alexander Glauner

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

机器学习 · 计算机科学 2026-04-09 David P. Morton , Oscar Dowson , Bernardo K. Pagnoncelli

We propose a method of approximating multivariate Gaussian probabilities using dynamic programming. We show that solving the optimization problem associated with a class of discrete-time finite horizon Markov decision processes with…

最优化与控制 · 数学 2018-02-08 Morgan Jones , Matthew M. Peet

Preferences play a key role in determining what goals/constraints to satisfy when not all constraints can be satisfied simultaneously. In this paper, we study how to synthesize preference satisfying plans in stochastic systems, modeled as…

人工智能 · 计算机科学 2022-10-06 Abhishek N. Kulkarni , Jie Fu

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

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

Partially Observable Markov Decision Processes (POMDPs) are powerful models for sequential decision making under transition and observation uncertainties. This paper studies the challenging yet important problem in POMDPs known as the…

人工智能 · 计算机科学 2024-06-06 Qi Heng Ho , Martin S. Feather , Federico Rossi , Zachary N. Sunberg , Morteza Lahijanian