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This paper studies discrete-time average-cost infinite-horizon Markov decision processes (MDPs) with Borel state and action sets. It introduces new sufficient conditions for { the} validity of optimality inequalities and optimality…

Optimization and Control · Mathematics 2025-01-28 Eugene A. Feinberg , Pavlo O. Kasyanov , Liliia S. Paliichuk

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

Probability · Mathematics 2025-09-23 Nicole Bäuerle , Sebastian Höfer

We study countably infinite Markov decision processes (MDPs) with real-valued transition rewards. Every infinite run induces the following sequences of payoffs: 1. Point payoff (the sequence of directly seen transition rewards), 2. Mean…

Computational Complexity · Computer Science 2023-06-22 Richard Mayr , Eric Munday

Two-player quantitative zero-sum games provide a natural framework to synthesize controllers with performance guarantees for reactive systems within an uncontrollable environment. Classical settings include mean-payoff games, where the…

Logic in Computer Science · Computer Science 2016-07-11 Patricia Bouyer , Nicolas Markey , Mickael Randour , Kim G. Larsen , Simon Laursen

In a mean-payoff parity game, one of the two players aims both to achieve a qualitative parity objective and to minimize a quantitative long-term average of payoffs (aka. mean payoff). The game is zero-sum and hence the aim of the other…

Computer Science and Game Theory · Computer Science 2020-01-15 Laure Daviaud , Marcin Jurdzinski , Ranko Lazic

We consider average-cost Markov decision processes (MDPs) with Borel state and action spaces and universally measurable policies. For the nonnegative cost model and an unbounded cost model, we introduce a set of conditions under which we…

Optimization and Control · Mathematics 2019-01-14 Huizhen Yu

We consider average-cost Markov decision processes (MDPs) with Borel state and action spaces and universally measurable policies. For the nonnegative cost model and an unbounded cost model with a Lyapunov-type stability character, we…

Optimization and Control · Mathematics 2020-12-17 Huizhen Yu

We introduce synchronizing objectives for Markov decision processes (MDP). Intuitively, a synchronizing objective requires that eventually, at every step there is a state which concentrates almost all the probability mass. In particular, it…

Logic in Computer Science · Computer Science 2011-02-22 Laurent Doyen , Thierry Massart , Mahsa Shirmohammadi

We consider Markov decision processes (MDP) as generators of sequences of probability distributions over states. A probability distribution is p-synchronizing if the probability mass is at least p in a single state, or in a given set of…

Formal Languages and Automata Theory · Computer Science 2018-03-28 Laurent Doyen , Thierry Massart , Mahsa Shirmohammadi

We consider the problem of computing minimum and maximum probabilities of satisfying an $\omega$-regular property in a bounded-parameter Markov decision process (BMDP). BMDP arise from Markov decision processes (MDP) by allowing for…

Logic in Computer Science · Computer Science 2022-07-28 Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

Sufficient conditions are identified under which the value function and the optimal strategy of a Markov decision process (MDP) are even and quasi-convex in the state. The key idea behind these conditions is the following. First, sufficient…

Optimization and Control · Mathematics 2017-09-12 Jhelum Chakravorty , Aditya Mahajan

Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…

Artificial Intelligence · Computer Science 2020-02-28 Tomas Brazdil , Krishnendu Chatterjee , Petr Novotny , Jiri Vahala

Graph games provide the foundation for modeling and synthesizing reactive processes. In the synthesis of stochastic reactive processes, the traditional model is perfect-information stochastic games, where some transitions of the game graph…

Logic in Computer Science · Computer Science 2016-04-22 Krishnendu Chatterjee , Laurent Doyen

We consider partially observable Markov decision processes (POMDPs) with {\omega}-regular conditions specified as parity objectives. The class of {\omega}-regular languages extends regular languages to infinite strings and provides a robust…

Logic in Computer Science · Computer Science 2013-09-12 Krishnendu Chatterjee , Martin Chmelik , Mathieu Tracol

We consider Markov decision processes (MDPs) with $\omega$-regular specifications given as parity objectives. We consider the problem of computing the set of almost-sure winning vertices from where the objective can be ensured with…

Logic in Computer Science · Computer Science 2014-11-20 Krishnendu Chatterjee , Manas Joglekar , Nisarg Shah

Fairness has emerged as an important concern in automated decision-making in recent years, especially when these decisions affect human welfare. In this work, we study fairness in temporally extended decision-making settings, specifically…

Artificial Intelligence · Computer Science 2022-02-10 Ganesh Ghalme , Vineet Nair , Vishakha Patil , Yilun Zhou

This paper provides conditions under which total-cost and average-cost Markov decision processes (MDPs) can be reduced to discounted ones. Results are given for transient total-cost MDPs with tran- sition rates whose values may be greater…

Optimization and Control · Mathematics 2017-05-04 Eugene A. Feinberg , Jefferson Huang

We consider partially observable Markov decision processes (POMDPs) with a set of target states and positive integer costs associated with every transition. The traditional optimization objective (stochastic shortest path) asks to minimize…

Artificial Intelligence · Computer Science 2016-05-12 Tomáš Brázdil , Krishnendu Chatterjee , Martin Chmelík , Anchit Gupta , Petr Novotný

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action. By active control, a player can bring its state to a resetting point. All players are…

Optimization and Control · Mathematics 2017-01-25 Minyi Huang , Yan Ma