中文
相关论文

相关论文: Solving infinite-horizon POMDPs with memoryless st…

200 篇论文

This article provides an introductory tutorial on structural results in partially observed Markov decision processes (POMDPs). Typically, computing the optimal policy of a POMDP is computationally intractable. We use lattice program- ming…

最优化与控制 · 数学 2015-12-15 Vikram Krishnamurthy

Planning plays an important role in the broad class of decision theory. Planning has drawn much attention in recent work in the robotics and sequential decision making areas. Recently, Reinforcement Learning (RL), as an agent-environment…

人工智能 · 计算机科学 2016-08-18 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…

机器学习 · 计算机科学 2025-03-21 Soumyajit Guin , Shalabh Bhatnagar

We are interested in risk constraints for infinite horizon discrete time Markov decision processes (MDPs). Starting with average reward MDPs, we show that increasing concave stochastic dominance constraints on the empirical distribution of…

最优化与控制 · 数学 2012-06-21 William B. Haskell , Rahul Jain

We consider partially observable Markov decision processes (POMDPs) with a set of target states and every transition is associated with an integer cost. The optimization objective we study asks to minimize the expected total cost till the…

人工智能 · 计算机科学 2014-11-17 Krishnendu Chatterjee , Martin Chmelík , Raghav Gupta , Ayush Kanodia

We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…

机器学习 · 计算机科学 2026-05-06 Cyrille Kone , Kevin Jamieson

We address the problem of finding an optimal policy in a Markov decision process under a restricted policy class defined by the convex hull of a set of base policies. This problem is of great interest in applications in which a number of…

机器学习 · 计算机科学 2018-02-28 Ershad Banijamali , Yasin Abbasi-Yadkori , Mohammad Ghavamzadeh , Nikos Vlassis

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

机器学习 · 计算机科学 2024-10-04 Zakaria Mhammedi

We consider the batch (off-line) policy learning problem in the infinite horizon Markov Decision Process. Motivated by mobile health applications, we focus on learning a policy that maximizes the long-term average reward. We propose a…

统计理论 · 数学 2022-09-20 Peng Liao , Zhengling Qi , Runzhe Wan , Predrag Klasnja , Susan Murphy

We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…

机器学习 · 计算机科学 2024-12-24 Han Zhong , Zhongren Chen , Zhuoran Yang , Zhaoran Wang , Csaba Szepesvári

We consider partially observable Markov decision processes (POMDPs) with a set of target states and positive integer costs associated with every transition. The traditional optimization objective (stochastic shortest path) asks to minimize…

人工智能 · 计算机科学 2016-05-12 Tomáš Brázdil , Krishnendu Chatterjee , Martin Chmelík , Anchit Gupta , Petr Novotný

We are interested in enabling autonomous agents to learn and reason about systems with hidden states, such as locking mechanisms. We cast this problem as learning the parameters of a discrete Partially Observable Markov Decision Process…

机器学习 · 计算机科学 2026-02-04 Seiji Shaw , Travis Manderson , Chad Kessens , Nicholas Roy

We consider infinite-horizon stationary $\gamma$-discounted Markov Decision Processes, for which it is known that there exists a stationary optimal policy. Using Value and Policy Iteration with some error $\epsilon$ at each iteration, it is…

机器学习 · 计算机科学 2012-11-30 Bruno Scherrer , Boris Lesner

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

We introduce a mesh-type approach for tackling discrete-time, finite-horizon Markov Decision Processes (MDPs) characterized by state and action spaces that are general, encompassing both finite and infinite (yet suitably regular) subsets of…

最优化与控制 · 数学 2024-07-02 Denis Belomestny , John Schoenmakers

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

最优化与控制 · 数学 2020-05-01 Martin A. Sehr , Robert R. Bitmead

We study the problem of synthesizing a controller that maximizes the entropy of a partially observable Markov decision process (POMDP) subject to a constraint on the expected total reward. Such a controller minimizes the predictability of a…

最优化与控制 · 数学 2019-09-16 Michael Hibbard , Yagiz Savas , Bo Wu , Takashi Tanaka , Ufuk Topcu

We consider the problem of computing optimal policies in average-reward Markov decision processes. This classical problem can be formulated as a linear program directly amenable to saddle-point optimization methods, albeit with a number of…

最优化与控制 · 数学 2020-01-13 Joan Bas-Serrano , Gergely Neu

Optimally solving decentralized decision-making problems modeled as Dec-POMDPs is known to be NEXP-complete. These optimal solutions are policies based on the entire history of observations and actions of an agent. However, some…

多智能体系统 · 计算机科学 2026-04-13 Amit Sinha , Matthieu Geist , Aditya Mahajan

Reactive (memoryless) policies are sufficient in completely observable Markov decision processes (MDPs), but some kind of memory is usually necessary for optimal control of a partially observable MDP. Policies with finite memory can be…

人工智能 · 计算机科学 2013-01-30 Nicolas Meuleau , Leonid Peshkin , Kee-Eung Kim , Leslie Pack Kaelbling