Quantitative Analysis of $ω$-Regular Robust MDPs
Read the original on Hugging Face Trending Papers →The Flow has not summarised this story yet — read it at Hugging Face Trending Papers.
The Flow has not summarised this story yet — read it at Hugging Face Trending Papers.
arXiv:2601. 23229v2 Announce Type: replace Abstract: Markov decision processes (MDPs) are a fundamental model in sequential decision making.
arXiv:2608.24986v2 Announce Type: replace Abstract: Robust POMDPs (RPOMDPs) generalize classical POMDPs to the setting where exact transition probabilities are not known -- rather, they are only know...
Sequential decision-making in real-world applications often involves uncertainty about the environment's model. Uncertain Markov decision processes (UMDPs) represent the possible environments as a set of MDPs with shared states and actions but potentially different transition probabilities and rewards.
arXiv:2608. 02509v1 Announce Type: cross Abstract: Sequential decision-making in real-world applications often involves uncertainty about the environment's model.
The paper presents linear programming formulations and strongly polynomial algorithms for robust Markov decision processes (RMDPs) with rational polyhedral state-action rectangular uncertainty in rewards and transitions. By encoding a finite sequence of robust policy-iteration steps, a single LP is constructed whose optimal solutions recover the robust optimal value and all optimal stationary randomized policies. The authors provide a general complexity analysis of robust policy iteration, improving known bounds for α1 and α1∞ RMDPs and establishing new strongly polynomial bounds for general interval, weighted α1, and Wasserstein RMDPs, as well as turn‑based stochastic games with these uncertainty sets.
arXiv:2506. 07040v4 Announce Type: replace-cross Abstract: We study model-free methods for distributionally robust infinite-horizon average-reward Markov decision processes (MDPs).