相关论文: Kernel-based diffusion approximated Markov decisio…

We present a novel simulation-free framework for training continuous-time diffusion processes over very general objective functions. Existing methods typically involve either prescribing the optimal diffusion process -- which only works for…

Dynamic Programming suffers from the curse of dimensionality due to large state and action spaces, a challenge further compounded by uncertainties in the environment. To mitigate these issue, we explore an off-policy based Temporal…

Decision-making stands as a pivotal component in the realm of autonomous vehicles (AVs), playing a crucial role in navigating the intricacies of autonomous driving. Amidst the evolving landscape of data-driven methodologies, enhancing…

We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…

Representing, comparing, and measuring the distance between probability distributions is a key task in computational statistics and machine learning. The choice of representation and the associated distance determine properties of the…

We propose Kernel Predictive Control (KPC), a learning-based predictive control strategy that enjoys deterministic guarantees of safety. Noise-corrupted samples of the unknown system dynamics are used to learn several models through the…

In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

A novel strategy that combines a given collection of $\pi$-reversible Markov kernels is proposed. At each Markov transition, one of the available kernels is selected via a state-dependent probability distribution. In contrast to random-scan…

Koopman-based modeling and model predictive control have been a promising alternative for optimal control of nonlinear processes. Good Koopman modeling performance significantly depends on an appropriate nonlinear mapping from the original…

Transfer operators such as Perron-Frobenius or Koopman operator play a key role in modeling and analysis of complex dynamical systems, which allow linear representations of nonlinear dynamics by transforming the original state variables to…

Despite the advances in probabilistic model checking, the scalability of the verification methods remains limited. In particular, the state space often becomes extremely large when instantiating parameterized Markov decision processes…

In many real-world decision problems there is partially observed, hidden or latent information that remains fixed throughout an interaction. Such decision problems can be modeled as Latent Markov Decision Processes (LMDPs), where a latent…

Missions for autonomous systems often require agents to visit multiple targets in complex operating conditions. This work considers the problem of visiting a set of targets in minimum time by a team of non-communicating agents in a Markov…

We introduce a framework to approximate a Markov Decision Process that stands on two pillars: state aggregation -- as the algorithmic infrastructure; and central-limit-theorem-type approximations -- as the mathematical underpinning of…

We present new algorithms for computing and approximating bisimulation metrics in Markov Decision Processes (MDPs). Bisimulation metrics are an elegant formalism that capture behavioral equivalence between states and provide strong…

We consider an auto-scaling technique in a cloud system where virtual machines hosted on a physical node are turned on and off depending on the queue's occupation (or thresholds), in order to minimise a global cost integrating both energy…

This study addresses the problem of selecting dynamically, at each time instance, the ``optimal'' p-norm to combat outliers in linear adaptive filtering without any knowledge on the potentially time-varying probability distribution function…