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Related papers: Unifying Two Views on Multiple Mean-Payoff Objecti…

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We study Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) functions. We consider two different objectives, namely, expectation and satisfaction objectives. Given an MDP with k limit-average functions, in the…

Computer Science and Game Theory · Computer Science 2015-07-01 Tomáš Brázdil , Václav Brožek , Krishnendu Chatterjee , Vojtěch Forejt , Antonín Kučera

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

The window mean-payoff objective strengthens the classical mean-payoff objective by computing the mean-payoff over a finite window that slides along an infinite path. Two variants have been considered: in one variant, the maximum window…

Computer Science and Game Theory · Computer Science 2025-01-10 Pranshu Gaba , Shibashis Guha

We formalize the problem of maximizing the mean-payoff value with high probability while satisfying a parity objective in a Markov decision process (MDP) with unknown probabilistic transition function and unknown reward function. Assuming…

Artificial Intelligence · Computer Science 2018-08-24 Jan Křetínský , Guillermo A. Pérez , Jean-François Raskin

A standard objective in partially-observable Markov decision processes (POMDPs) is to find a policy that maximizes the expected discounted-sum payoff. However, such policies may still permit unlikely but highly undesirable outcomes, which…

Artificial Intelligence · Computer Science 2017-01-31 Krishnendu Chatterjee , Petr Novotný , Guillermo A. Pérez , Jean-François Raskin , Đorđe Žikelić

We consider Markov Decision Processes (MDPs) with mean-payoff parity and energy parity objectives. In system design, the parity objective is used to encode \omega-regular specifications, and the mean-payoff and energy objectives can be used…

Computer Science and Game Theory · Computer Science 2011-04-18 Krishnendu Chatterjee , Laurent Doyen

We study and provide efficient algorithms for multi-objective model checking problems for Markov Decision Processes (MDPs). Given an MDP, M, and given multiple linear-time (\omega -regular or LTL) properties \varphi\_i, and probabilities…

Logic in Computer Science · Computer Science 2015-07-01 Kousha Etessami , Marta Kwiatkowska , Moshe Y. Vardi , Mihalis Yannakakis

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…

Performance · Computer Science 2017-09-08 Jan Křetínský , Tobias Meggendorfer

Markov automata combine non-determinism, probabilistic branching, and exponentially distributed delays. This compositional variant of continuous-time Markov decision processes is used in reliability engineering, performance evaluation and…

Logic in Computer Science · Computer Science 2017-05-11 Tim Quatmann , Sebastian Junges , Joost-Pieter Katoen

We consider lexicographic bi-objective problems on Markov Decision Processes (MDPs), where we optimize one objective while guaranteeing optimality of another. We propose a two-stage technique for solving such problems when the objectives…

Computer Science and Game Theory · Computer Science 2023-08-17 Damien Busatto-Gaston , Debraj Chakraborty , Anirban Majumdar , Sayan Mukherjee , Guillermo A. Pérez , Jean-François Raskin

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. Total…

Artificial Intelligence · Computer Science 2021-07-13 Richard Mayr , Eric Munday

Partially-observable Markov decision processes (POMDPs) with discounted-sum payoff are a standard framework to model a wide range of problems related to decision making under uncertainty. Traditionally, the goal has been to obtain policies…

Artificial Intelligence · Computer Science 2018-05-01 Krishnendu Chatterjee , Adrián Elgyütt , Petr Novotný , Owen Rouillé

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

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

In this paper, we study a mean-variance optimization problem in an infinite horizon discrete time discounted Markov decision process (MDP). The objective is to minimize the variance of system rewards with the constraint of mean performance.…

Optimization and Control · Mathematics 2017-08-24 Li Xia

Given rationals $\alpha$ and $\beta$, the sure-almost-sure problem for a quantitative objective $\varphi$ in a Markov decision process (MDP) asks if one can simultaneously ensure that all outcomes of the MDP have $\varphi$-value at least…

Computer Science and Game Theory · Computer Science 2026-05-13 Pranshu Gaba , Shibashis Guha

This paper studies the risk-averse mean-variance optimization in infinite-horizon discounted Markov decision processes (MDPs). The involved variance metric concerns reward variability during the whole process, and future deviations are…

Optimization and Control · Mathematics 2022-01-19 Shuai Ma , Xiaoteng Ma , Li Xia

We consider multiple-environment Markov decision processes (MEMDP), which consist of a finite set of MDPs over the same state space, representing different scenarios of transition structure and probability. The value of a strategy is the…

Logic in Computer Science · Computer Science 2025-04-23 Krishnendu Chatterjee , Laurent Doyen , Jean-François Raskin , Ocan Sankur

We consider the verification of multiple expected reward objectives at once on Markov decision processes (MDPs). This enables a trade-off analysis among multiple objectives by obtaining the Pareto front. We focus on strategies that are easy…

Logic in Computer Science · Computer Science 2020-02-18 Florent Delgrange , Joost-Pieter Katoen , Tim Quatmann , Mickael Randour

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
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