Symbolic Dynamic Programming for Continuous State MDPs with Linear Program Transitions

Symbolic Dynamic Programming for Continuous State MDPs with Linear Program Transitions

Jihwan Jeong, Parth Jaggi, Scott Sanner

Proceedings of the Thirtieth International Joint Conference on Artificial Intelligence
Main Track. Pages 4083-4089. https://doi.org/10.24963/ijcai.2021/562

Recent advances in symbolic dynamic programming (SDP) have significantly broadened the class of MDPs for which exact closed-form value functions can be derived. However, no existing solution methods can solve complex discrete and continuous state MDPs where a linear program determines state transitions --- transitions that are often required in problems with underlying constrained flow dynamics arising in problems ranging from traffic signal control to telecommunications bandwidth planning. In this paper, we present a novel SDP solution method for MDPs with LP transitions and continuous piecewise linear dynamics by introducing a novel, fully symbolic argmax operator. On three diverse domains, we show the first automated exact closed-form SDP solution to these challenging problems and the significant advantages of our SDP approach over discretized approximations.
Keywords:
Planning and Scheduling: Markov Decisions Processes
Planning and Scheduling: Planning under Uncertainty
Uncertainty in AI: Markov Decision Processes