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Sequential decisions in volatile, high-stakes settings require more than maximizing expected return; they require principled uncertainty management. This paper presents the Uncertainty-Aware Markov Decision Process (UAMDP), a unified…

机器学习 · 计算机科学 2025-12-19 Michal Koren , Or Peretz , Tai Dinh , Philip S. Yu

For constrained linear systems with bounded disturbances and parametric uncertainty, we propose a robust adaptive model predictive control strategy with online parameter estimation. Constraints enforcing persistently exciting closed loop…

最优化与控制 · 数学 2023-03-08 Xiaonan Lu , Mark Cannon

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

最优化与控制 · 数学 2015-11-24 Yin-Lam Chow , Marco Pavone

We consider finite-horizon Markov Decision Processes where parameters, such as transition probabilities, are unknown and estimated from data. The popular distributionally robust approach to addressing the parameter uncertainty can sometimes…

系统与控制 · 电气工程与系统科学 2022-10-07 Yifan Lin , Yuxuan Ren , Enlu Zhou

Decision making under uncertainty is at the heart of any autonomous system acting with imperfect information. The cost of solving the decision making problem is exponential in the action and observation spaces, thus rendering it unfeasible…

人工智能 · 计算机科学 2024-06-18 Tom Yotam , Vadim Indelman

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

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

机器学习 · 计算机科学 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

We tackle average-reward infinite-horizon POMDPs with an unknown transition model but a known observation model, a setting that has been previously addressed in two limiting ways: (i) frequentist methods relying on suboptimal stochastic…

机器学习 · 计算机科学 2025-09-09 Alessio Russo , Alberto Maria Metelli , Marcello Restelli

Many safety-critical control systems must operate under latent uncertainty that sensors cannot directly resolve at decision time. Such uncertainty, arising from unknown physical properties, exogenous disturbances, or unobserved environment…

系统与控制 · 电气工程与系统科学 2026-04-07 Clinton Enwerem , John S. Baras , Calin Belta

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

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 consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the beginning of each decision period, but their realizations…

最优化与控制 · 数学 2020-12-09 Hideaki Nakao , Ruiwei Jiang , Siqian Shen

In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…

人工智能 · 计算机科学 2017-04-07 Yinlam Chow , Mohammad Ghavamzadeh , Lucas Janson , Marco Pavone

Rather than augmenting rewards with penalties for undesired behavior, Constrained Partially Observable Markov Decision Processes (CPOMDPs) plan safely by imposing inviolable hard constraint value budgets. Previous work performing online…

人工智能 · 计算机科学 2022-12-26 Arec Jamgochian , Anthony Corso , Mykel J. Kochenderfer

Taking into account future risk is essential for an autonomously operating robot to find online not only the best but also a safe action to execute. In this paper, we build upon the recently introduced formulation of probabilistic…

人工智能 · 计算机科学 2024-11-12 Andrey Zhitnikov , Vadim Indelman

One of the critical challenges in automated driving is ensuring safety of automated vehicles despite the unknown behavior of the other vehicles. Although motion prediction modules are able to generate a probability distribution associated…

系统与控制 · 电气工程与系统科学 2024-03-28 Luyao Zhang , George Pantazis , Shaohang Han , Sergio Grammatico

The Adversarial Markov Decision Process (AMDP) is a learning framework that deals with unknown and varying tasks in decision-making applications like robotics and recommendation systems. A major limitation of the AMDP formalism, however, is…

机器学习 · 统计学 2024-05-06 Sang Bin Moon , Abolfazl Hashemi

Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…

机器人学 · 计算机科学 2020-07-08 Dicong Qiu , Yibiao Zhao , Chris L. Baker

A crucial challenge to efficient and robust motion planning for autonomous vehicles is understanding the intentions of the surrounding agents. Ignoring the intentions of the other agents in dynamic environments can lead to risky or…

机器人学 · 计算机科学 2019-04-05 Xin Huang , Sungkweon Hong , Andreas Hofmann , Brian C. Williams

Planning robust executions under uncertainty is a fundamental challenge for building autonomous robots. Partially Observable Markov Decision Processes (POMDPs) provide a standard framework for modeling uncertainty in many applications. In…

机器人学 · 计算机科学 2018-05-10 Yue Wang , Swarat Chaudhuri , Lydia E. Kavraki