Partial and Conditional Expectations in Markov Decision Processes with Integer Weights

Publikation: Beitrag in Buch/Konferenzbericht/Sammelband/GutachtenBeitrag in KonferenzbandBeigetragenBegutachtung

Abstract

The paper addresses two variants of the stochastic shortest path problem (“optimize the accumulated weight until reaching a goal state”) in Markov decision processes (MDPs) with integer weights. The first variant optimizes partial expected accumulated weights, where paths not leading to a goal state are assigned weight 0, while the second variant considers conditional expected accumulated weights, where the probability mass is redistributed to paths reaching the goal. Both variants constitute useful approaches to the analysis of systems without guarantees on the occurrence of an event of interest (reaching a goal state), but have only been studied in structures with non-negative weights. Our main results are as follows. There are polynomial-time algorithms to check the finiteness of the supremum of the partial or conditional expectations in MDPs with arbitrary integer weights. If finite, then optimal weight-based deterministic schedulers exist. In contrast to the setting of non-negative weights, optimal schedulers can need infinite memory and their value can be irrational. However, the optimal value can be approximated up to an absolute error of ϵ in time exponential in the size of the MDP and polynomial in log(1/ϵ).

Details

OriginalspracheEnglisch
TitelFoundations of Software Science and Computation Structures
Redakteure/-innenMikołaj Bojańczyk, Alex Simpson
Herausgeber (Verlag)Springer, Berlin [u. a.]
Seiten436–452
ISBN (Print)978-3-030-17126-1
PublikationsstatusVeröffentlicht - 2019
Peer-Review-StatusJa

Publikationsreihe

ReiheLecture Notes in Computer Science, Volume 11425
ISSN0302-9743

Konferenz

TitelFoundations of Software Science and Computation Structures 2019
KurztitelFoSSaCS’19
Veranstaltungsnummer
Dauer6 - 11 April 2019
Webseite
BekanntheitsgradInternationale Veranstaltung
Ort
StadtPrag
LandTschechische Republik

Externe IDs

ORCID /0000-0002-5321-9343/work/142236714

Schlagworte

Schlagwörter

  • partial and conditional expectations, Markov cecision processes, integer weights

Bibliotheksschlagworte