Many multi-agent systems (MASs) are situated in stochastic environments. Some such systems that are based on the partially observable Markov decision process (POMDP) do not take the benevolence of other agents for granted. We propose a new POMDP-based framework which is general enough for the specification of a variety of stochastic MAS domains involving the impact of agents on each other's reputations. A unique feature of this framework is that actions are specified as either undirected (regular) or directed (towards a particular agent), and a new directed transition function is provided for modeling the effects of reputation in interactions. Assuming that an agent must maintain a good enough reputation to survive in the network, a planning algorithm is developed for an agent to select optimal actions in stochastic MASs. Preliminary evaluation is provided via an example specification and by determining the algorithm's complexity.

The Hidden Markov Model or HMM is all about learning sequences. A lot of the data that would be very useful for us to model is in sequences. Stock prices are sequences of prices. Language is a sequence of words. Credit scoring involves sequences of borrowing and repaying money, and we can use those sequences to predict whether or not you're going to default.

Abstract--In recent years, reinforcement learning has achieved many remarkable successes due to the growing adoption of deep learning techniques and the rapid growth in computing power . Nevertheless, it is well-known that flat reinforcement learning algorithms are often not able to learn well and data-efficient in tasks having hierarchical structures, e.g. Hierarchical reinforcement learning is a principled approach that is able to tackle these challenging tasks. On the other hand, many real-world tasks usually have only partial observability in which state measurements are often imperfect and partially observable. The problems of RL in such settings can be formulated as a partially observable Markov decision process (POMDP). In this paper, we study hierarchical RL in POMDP in which the tasks have only partial observability and possess hierarchical properties. We propose a hierarchical deep reinforcement learning approach for learning in hierarchical POMDP . The deep hierarchical RL algorithm is proposed to apply to both MDP and POMDP learning. We evaluate the proposed algorithm on various challenging hierarchical POMDP . Reinforcement Learning (RL) [1] is a subfield of machine learning focused on learning a policy in order to maximize total cumulative reward in an unknown environment. RL is divided into two approaches: value-based approach and policy-based approach [15]. A typical value-based approach tries to obtain an optimal policy by finding optimal value functions. The value functions are updated using the immediate reward and the discounted value of the next state. Some methods based on this approach are Q-learning, SARSA, and TD-learning [1]. In contrast, the policy-based approach directly learns a parameterized policy that maximizes the cumulative discounted reward.

Modeling and verifying real-world cyber-physical systems is challenging, which is especially so for complex systems where manually modeling is infeasible. In this work, we report our experience on combining model learning and abstraction refinement to analyze a challenging system, i.e., a real-world Secure Water Treatment system (SWaT). Given a set of safety requirements, the objective is to either show that the system is safe with a high probability (so that a system shutdown is rarely triggered due to safety violation) or not. As the system is too complicated to be manually modeled, we apply latest automatic model learning techniques to construct a set of Markov chains through abstraction and refinement, based on two long system execution logs (one for training and the other for testing). For each probabilistic safety property, we either report it does not hold with a certain level of probabilistic confidence, or report that it holds by showing the evidence in the form of an abstract Markov chain. The Markov chains can subsequently be implemented as runtime monitors in SWaT.

Planning robust executions under uncertainty is a fundamental challenge for building autonomous robots. Partially Observable Markov Decision Processes (POMDPs) provide a standard framework for modeling uncertainty in many applications. In this work, we study POMDPs with safe-reachability objectives, which require that with a probability above some threshold, a goal state is eventually reached while keeping the probability of visiting unsafe states below some threshold. This POMDP formulation is different from the traditional POMDP models with optimality objectives and we show that in some cases, POMDPs with safe-reachability objectives can provide a better guarantee of both safety and reachability than the existing POMDP models through an example. A key algorithmic problem for POMDPs is policy synthesis, which requires reasoning over a vast space of beliefs (probability distributions). To address this challenge, we introduce the notion of a goal-constrained belief space, which only contains beliefs reachable from the initial belief under desired executions that can achieve the given safe-reachability objective. Our method compactly represents this space over a bounded horizon using symbolic constraints, and employs an incremental Satisfiability Modulo Theories (SMT) solver to efficiently search for a valid policy over it. We evaluate our method using a case study involving a partially observable robotic domain with uncertain obstacles. The results show that our method can synthesize policies over large belief spaces with a small number of SMT solver calls by focusing on the goal-constrained belief space.

In this paper, we consider an adversarial scenario where one agent seeks to achieve an objective and its adversary seeks to learn the agent's intentions and prevent the agent from achieving its objective. The agent has an incentive to try to deceive the adversary about its intentions, while at the same time working to achieve its objective. The primary contribution of this paper is to introduce a mathematically rigorous framework for the notion of deception within the context of optimal control. The central notion introduced in the paper is that of a belief-induced reward: a reward dependent not only on the agent's state and action, but also adversary's beliefs. Design of an optimal deceptive strategy then becomes a question of optimal control design on the product of the agent's state space and the adversary's belief space. The proposed framework allows for deception to be defined in an arbitrary control system endowed with a reward function, as well as with additional specifications limiting the agent's control policy. In addition to defining deception, we discuss design of optimally deceptive strategies under uncertainties in agent's knowledge about the adversary's learning process. In the latter part of the paper, we focus on a setting where the agent's behavior is governed by a Markov decision process, and show that the design of optimally deceptive strategies under lack of knowledge about the adversary naturally reduces to previously discussed problems in control design on partially observable or uncertain Markov decision processes. Finally, we present two examples of deceptive strategies: a "cops and robbers" scenario and an example where an agent may use camouflage while moving. We show that optimally deceptive strategies in such examples follow the intuitive idea of how to deceive an adversary in the above settings.

The fundamental frequency (F0) contour of speech is a key aspect to represent speech prosody that finds use in speech and spoken language analysis such as voice conversion and speech synthesis as well as speaker and language identification. This work proposes new methods to estimate the F0 contour of speech using deep neural networks (DNNs) and recurrent neural networks (RNNs). They are trained using supervised learning with the ground truth of F0 contours. The latest prior research addresses this problem first as a frame-by-frame-classification problem followed by sequence tracking using deep neural network hidden Markov model (DNN-HMM) hybrid architecture. This study, however, tackles the problem as a regression problem instead, in order to obtain F0 contours with higher frequency resolution from clean and noisy speech. Experiments using PTDB-TUG corpus contaminated with additive noise (NOISEX-92) show the proposed method improves gross pitch error (GPE) by more than 25 % at signal-to-noise ratios (SNRs) between -10 dB and +10 dB as compared with one of the most noise-robust F0 trackers, PEFAC. Furthermore, the performance on fine pitch error (FPE) is improved by approximately 20 % against a state-of-the-art DNN-HMM-based approach.

Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done in deep RL to handle partially observable environments. We propose a new architecture called Action-specific Deep Recurrent Q-Network (ADRQN) to enhance learning performance in partially observable domains. Actions are encoded by a fully connected layer and coupled with a convolutional observation to form an action-observation pair. The time series of action-observation pairs are then integrated by an LSTM layer that learns latent states based on which a fully connected layer computes Q-values as in conventional Deep Q-Networks (DQNs). We demonstrate the effectiveness of our new architecture in several partially observable domains, including flickering Atari games.

We present a model for exact recursive Bayesian filtering based on lifted multiset states. Combining multisets with lifting makes it possible to simultaneously exploit multiple strategies for reducing inference complexity when compared to list-based grounded state representations. The core idea is to borrow the concept of Maximally Parallel Multiset Rewriting Systems and to enhance it by concepts from Rao-Blackwellization and Lifted Inference, giving a representation of state distributions that enables efficient inference. In worlds where the random variables that define the system state are exchangeable -- where the identity of entities does not matter -- it automatically uses a representation that abstracts from ordering (achieving an exponential reduction in complexity) -- and it automatically adapts when observations or system dynamics destroy exchangeability by breaking symmetry.

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on approximation techniques to solve MDPs with large state space and/or action space. However, most of these classical solution approaches and their approximation techniques still take much computation time to converge and usually must be re-computed if the reward function is changed. This paper introduces a novel alternative approach for exactly and efficiently solving deterministic, continuous MDPs with sparse reward sources. When the environment is such that the "distance" between states can be determined in constant time, e.g. grid world, our algorithm offers $O( |R|^2 \times |A|^2 \times |S|)$, where $|R|$ is the number of reward sources, $|A|$ is the number of actions, and $|S|$ is the number of states. Memory complexity for the algorithm is $O( |S| + |R| \times |A|)$. This new approach opens new avenues for boosting computational performance for certain classes of MDPs and is of tremendous value for MDP applications such as robotics and unmanned systems. This paper describes the algorithm and presents numerical experiment results to demonstrate its powerful computational performance. We also provide rigorous mathematical description of the approach.