Partial and Conditional Expectations in Markov Decision Processes with Integer Weights

Research output: Contribution to book/Conference proceedings/Anthology/ReportConference contributionContributedpeer-review

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

Original languageEnglish
Title of host publicationFoundations of Software Science and Computation Structures
EditorsMikołaj Bojańczyk, Alex Simpson
PublisherSpringer, Berlin [u. a.]
Pages436–452
ISBN (print)978-3-030-17126-1
Publication statusPublished - 2019
Peer-reviewedYes

Publication series

SeriesLecture Notes in Computer Science, Volume 11425
ISSN0302-9743

Conference

TitleFoundations of Software Science and Computation Structures 2019
Abbreviated titleFoSSaCS’19
Conference number
Duration6 - 11 April 2019
Website
Degree of recognitionInternational event
Location
CityPrag
CountryCzech Republic

External IDs

ORCID /0000-0002-5321-9343/work/142236714
Scopus 85064910623
ORCID /0000-0003-4829-0476/work/165453936

Keywords

Keywords

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

Library keywords