Multilinear and Integer Programming for Markov Decision Processes with Imprecise Probabilities

Markov Decision Processes (MDPs) are extensively used to encode sequences of decisions with probabilistic effects. Markov Decision Processes with Imprecise Probabilities (MDPIPs) encode sequences of decisions whose effects are modeled using sets of probability distributions. In this paper we examine the computation of Γ-maximin policies for MDPIPs using multilinear and integer programming. We discuss the application of our algorithms to “factored” models and to a recent proposal, Markov Decision Processes with Set-valued Transitions (MDPSTs), that unifies the fields of probabilistic and “nondeterministic” planning in artificial intelligence research. 

Anytime Algorithms for Solving Possibilistic MDPs and Hybrid MDPs

The ability of an agent to make quick, rational decisions in an uncertain environment is paramount for its applicability in realistic settings. Markov Decision Processes (MDP) provide such a framework, but can only model uncertainty that can be expressed as probabilities. Possibilistic counterparts of MDPs allow to model imprecise beliefs, yet they cannot accurately represent probabilistic sources of uncertainty and they lack the efficient online solvers found in the probabilistic MDP community. In this paper we advance the state of the art in three important ways. Firstly, we propose the first online planner for possibilistic MDP by adapting the Monte-Carlo Tree Search (MCTS) algorithm. A key component is the development of efficient search structures to sample possibility distributions based on the DPY transformation as introduced by Dubois, Prade, and Yager. Secondly, we introduce a hybrid MDP model that allows us to express both possibilistic and probabilistic uncertainty, where the hybrid model is a proper extension of both probabilistic and possibilistic MDPs. Thirdly, we demonstrate that MCTS algorithms can readily be applied to solve such hybrid models.

A new statistical framework for the quantification of covariate associations with species distributions

Identifying processes that shape species geographical ranges is a prerequisite for understanding environmental change. Currently, species distribution modelling methods do not offer credible statistical tests of the relative influence of climate factors and typically ignore other processes (e.g. biotic interactions and dispersal limitation). We use a hierarchical model fitted with Markov Chain Monte Carlo to combine ecologically plausible niche structures using regression splines to describe unimodal but potentially skewed response terms. We apply spatially explicit error terms that account for (and may help identify) missing variables. Using three example distributions of European bird species, we map model results to show sensitivity to change in each covariate. We show that the overall strength of climatic association differs between species and that each species has considerable spatial variation in both the strength of the climatic association and the sensitivity to climate change. Our methods are widely applicable to many species distribution modelling problems and enable accurate assessment of the statistical importance of biotic and abiotic influences on distributions.

Complete framework for efficient characterisation of non-Markovian processes

A non-Markovian process is one that retains `memory' of its past. A systematic understanding of these processes is necessary to fully describe and harness a vast range of complex phenomena; however, no such general characterisation currently exists. This long-standing problem has hindered advances in understanding physical, chemical and biological processes, where often dubious theoretical assumptions are made to render a dynamical description tractable. Moreover, the methods currently available to treat non-Markovian quantum dynamics are plagued with unphysical results, like non-positive dynamics. Here we develop an operational framework to characterise arbitrary non-Markovian quantum processes. We demonstrate the universality of our framework and how the characterisation can be rendered efficient, before formulating a necessary and sufficient condition for quantum Markov processes. Finally, we stress how our framework enables the actual systematic analysis of non-Markovian processes, the understanding of their typicality, and the development of new master equations for the effective description of memory-bearing open-system evolution.