相关论文: A Markov Decision Process for Variable Selection i…

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

We develop an optimization framework for identifying ideal Mixed Binary Linear Programs (MBLP) which is linear when using known input data and nonconvex quadratic over parametric input data. These techniques are applied to various…

Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…

Planning in hybrid systems with both discrete and continuous control variables is important for dealing with real-world applications such as extra-planetary exploration and multi-vehicle transportation systems. Meanwhile, generating…

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…

This work focuses on support vector machine (SVM) with feature selection. A MILP formulation is proposed for the problem. The choice of suitable features to construct the separating hyperplanes has been modelled in this formulation by…

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…

We introduce a new formulation of the Hidden Parameter Markov Decision Process (HiP-MDP), a framework for modeling families of related tasks using low-dimensional latent embeddings. Our new framework correctly models the joint uncertainty…

Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

We consider the Markov Decision Process (MDP) of selecting a subset of items at each step, termed the Select-MDP (S-MDP). The large state and action spaces of S-MDPs make them intractable to solve with typical reinforcement learning (RL)…

Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…

Partially Observable Markov Decision Processes (POMDPs) offer a promising world representation for autonomous agents, as they can model both transitional and perceptual uncertainties. Calculating the optimal solution to POMDP problems can…

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

Cutting planes are crucial in solving mixed integer linear programs (MILP) as they facilitate bound improvements on the optimal solution. Modern MILP solvers rely on a variety of separators to generate a diverse set of cutting planes by…

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Finding high-quality solutions to mixed-integer linear programming problems (MILPs) is of great importance for many practical applications. In this respect, the refinement heuristic local branching (LB) has been proposed to produce…

Many real-world decision-making problems face the off-dynamics challenge: the agent learns a policy in a source domain and deploys it in a target domain with different state transitions. The distributionally robust Markov decision process…

Although many real-world stochastic planning problems are more naturally formulated by hybrid models with both discrete and continuous variables, current state-of-the-art methods cannot adequately address these problems. We present the…