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We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

最优化与控制 · 数学 2024-12-20 Serdar Yüksel

In this work, we contribute the first approach to solve infinite-horizon discounted general-utility Markov decision processes (GUMDPs) in the single-trial regime, i.e., when the agent's performance is evaluated based on a single trajectory.…

机器学习 · 计算机科学 2026-02-10 Pedro P. Santos , Alberto Sardinha , Francisco S. Melo

This paper considers the best policy identification (BPI) problem in online Constrained Markov Decision Processes (CMDPs). We are interested in algorithms that are model-free, have low regret, and identify an approximately optimal policy…

机器学习 · 计算机科学 2024-04-16 Zihan Zhou , Honghao Wei , Lei Ying

Models of many real-life applications, such as queuing models of communication networks or computing systems, have a countably infinite state-space. Algorithmic and learning procedures that have been developed to produce optimal policies…

系统与控制 · 电气工程与系统科学 2024-03-19 Saghar Adler , Vijay Subramanian

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…

最优化与控制 · 数学 2024-05-07 Sara Klein , Simon Weissmann , Leif Döring

We consider lexicographic bi-objective problems on Markov Decision Processes (MDPs), where we optimize one objective while guaranteeing optimality of another. We propose a two-stage technique for solving such problems when the objectives…

计算机科学与博弈论 · 计算机科学 2023-08-17 Damien Busatto-Gaston , Debraj Chakraborty , Anirban Majumdar , Sayan Mukherjee , Guillermo A. Pérez , Jean-François Raskin

This work provides a novel interpretation of Markov Decision Processes (MDP) from the online optimization viewpoint. In such an online optimization context, the policy of the MDP is viewed as the decision variable while the corresponding…

机器学习 · 计算机科学 2020-12-29 Tao Li , Guanze Peng , Quanyan Zhu

We propose novel classical and quantum online algorithms for learning finite-horizon and infinite-horizon average-reward Markov Decision Processes (MDPs). Our algorithms are based on a hybrid exploration-generative reinforcement learning…

机器学习 · 计算机科学 2025-08-12 Andris Ambainis , Joao F. Doriguello , Debbie Lim

We study infinite-horizon Discounted Markov Decision Processes (DMDPs) under a generative model. Motivated by the Algorithm with Advice framework Mitzenmacher and Vassilvitskii 2022, we propose a novel framework to investigate how a…

机器学习 · 计算机科学 2025-02-24 Lixing Lyu , Jiashuo Jiang , Wang Chi Cheung

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

系统与控制 · 计算机科学 2014-05-01 Jie Fu , Ufuk Topcu

We consider the problem of designing sample efficient learning algorithms for infinite horizon discounted reward Markov Decision Process. Specifically, we propose the Accelerated Natural Policy Gradient (ANPG) algorithm that utilizes an…

机器学习 · 计算机科学 2024-02-06 Washim Uddin Mondal , Vaneet Aggarwal

In this paper we consider the problem of computing an $\epsilon$-optimal policy of a discounted Markov Decision Process (DMDP) provided we can only access its transition function through a generative sampling model that given any…

最优化与控制 · 数学 2019-06-07 Aaron Sidford , Mengdi Wang , Xian Wu , Lin F. Yang , Yinyu Ye

We study the problem of zero-delay coding for the transmission of a Markov source over a noisy channel with feedback and present a reinforcement learning solution which is guaranteed to achieve near-optimality. To this end, we formulate the…

最优化与控制 · 数学 2025-10-07 Liam Cregg , Fady Alajaji , Serdar Yuksel

Robust Markov decision processes (RMDPs) provide a promising framework for computing reliable policies in the face of model errors. Many successful reinforcement learning algorithms build on variations of policy-gradient methods, but…

机器学习 · 计算机科学 2024-05-15 Qiuhao Wang , Chin Pang Ho , Marek Petrik

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

The Constrained Markov Decision Process (CMDP) formulation allows to solve safety-critical decision making tasks that are subject to constraints. While CMDPs have been extensively studied in the Reinforcement Learning literature, little…

机器学习 · 计算机科学 2024-10-29 Dinesh Parthasarathy , Georgios Kontes , Axel Plinge , Christopher Mutschler

Constrained discrete optimization problems are encountered in many areas of communication and machine learning. We consider the case where the objective function satisfies Bellman's optimality principle without the constraints on which we…

最优化与控制 · 数学 2021-05-14 I. Zakir Ahmed , Hamid Sadjadpour , Shahram Yousefi

In this paper, we consider an infinite horizon average reward Markov Decision Process (MDP). Distinguishing itself from existing works within this context, our approach harnesses the power of the general policy gradient-based algorithm,…

机器学习 · 计算机科学 2024-02-06 Qinbo Bai , Washim Uddin Mondal , Vaneet Aggarwal

We consider a class of optimization problems over stochastic variables where the algorithm can learn information about the value of any variable through a series of costly steps; we model this information acquisition process as a Markov…

数据结构与算法 · 计算机科学 2025-07-25 Shuchi Chawla , Dimitris Christou , Amit Harlev , Ziv Scully

We consider (stochastic) softmax policy gradient (PG) methods for bandits and tabular Markov decision processes (MDPs). While the PG objective is non-concave, recent research has used the objective's smoothness and gradient domination…

机器学习 · 计算机科学 2024-10-01 Michael Lu , Matin Aghaei , Anant Raj , Sharan Vaswani