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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 decision processes can be viewed as transformers of probability distributions. While this view is useful from a practical standpoint to reason about trajectories of distributions, basic reachability and safety problems are known to…

Logic in Computer Science · Computer Science 2023-05-29 S. Akshay , Krishnendu Chatterjee , Tobias Meggendorfer , Đorđe Žikelić

Graph games are fundamental in strategic reasoning of multi-agent systems and their environments. We study a new family of graph games which combine stochastic environmental uncertainties and auction-based interactions among the agents,…

Computer Science and Game Theory · Computer Science 2024-12-30 Guy Avni , Martin Kurečka , Kaushik Mallik , Petr Novotný , Suman Sadhukhan

Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

Artificial Intelligence · Computer Science 2024-12-16 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

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 study deterministic games of infinite duration played on graphs and focus on the strategy complexity of quantitative objectives. Such games are known to admit optimal memoryless strategies over finite graphs, but require infinite-memory…

Computer Science and Game Theory · Computer Science 2024-06-26 Sougata Bose , Rasmus Ibsen-Jensen , David Purser , Patrick Totzke , Pierre Vandenhove

We consider finite-state Markov decision processes with the combined Energy-MeanPayoff objective. The controller tries to avoid running out of energy while simultaneously attaining a strictly positive mean payoff in a second dimension. We…

Computer Science and Game Theory · Computer Science 2025-10-13 Mohan Dantam , Richard Mayr

We consider discrete-time Markov decision processes in which the decision maker is interested in long but finite horizons. First we consider reachability objective: the decision maker's goal is to reach a specific target state with the…

Optimization and Control · Mathematics 2019-11-14 Galit Ashkenazi-Golan , János Flesch , Arkadi Predtetchinski , Eilon Solan

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Machine Learning · Computer Science 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

We study infinite-horizon Markov decision processes (MDPs) where the decision maker evaluates each of her strategies by aggregating the infinite stream of expected stage-rewards. The crucial feature of our approach is that the aggregation…

Optimization and Control · Mathematics 2026-03-05 János Flesch , Arkadi Predtetchinski , William D Sudderth , Xavier Venel

Computing optimal conditional reachability probabilities in Markov decision processes (MDPs) is tractable by a reduction to reachability probabilities. Yet, this reduction yields cyclic, challenging MDPs that are often notoriously hard to…

Logic in Computer Science · Computer Science 2026-05-14 Milan Češka , Sebastian Junges , Luko van der Maas , Filip Macák , Tim Quatmann

Verification of infinite-state Markov chains is still a challenge despite several fruitful numerical or statistical approaches. For decisive Markov chains, there is a simple numerical algorithm that frames the reachability probability as…

Logic in Computer Science · Computer Science 2024-09-30 Benoît Barbot , Patricia Bouyer , Serge Haddad

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) describe sequential decision-making processes; MDP policies return for every state in that process an advised action. Classical algorithms can efficiently compute policies that are optimal with respect to,…

Logic in Computer Science · Computer Science 2025-05-23 Roman Andriushchenko , Milan Češka , Sebastian Junges , Filip Macák

This note describes sufficient conditions under which total-cost and average-cost Markov decision processes (MDPs) with general state and action spaces, and with weakly continuous transition probabilities, can be reduced to discounted MDPs.…

Optimization and Control · Mathematics 2017-11-21 Eugene A. Feinberg , Jefferson Huang

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

Decisiveness of infinite Markov chains with respect to some (finite or infinite) target set of states is a key property that allows to compute the reachability probability of this set up to an arbitrary precision. Most of the existing works…

Formal Languages and Automata Theory · Computer Science 2023-06-01 Alain Finkel , Serge Haddad , Lina Ye

We consider the control of a Markov decision process (MDP) that undergoes an abrupt change in its transition kernel (mode). We formulate the problem of minimizing regret under control-switching based on mode change detection, compared to a…

Systems and Control · Electrical Eng. & Systems 2022-10-11 Nathan Dahlin , Subhonmesh Bose , Venugopal V. Veeravalli

We introduce Multi-Environment Markov Decision Processes (MEMDPs) which are MDPs with a set of probabilistic transition functions. The goal in a MEMDP is to synthesize a single controller with guaranteed performances against all…

Logic in Computer Science · Computer Science 2014-12-04 Jean-François Raskin , Ocan Sankur

Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…

Artificial Intelligence · Computer Science 2024-12-11 Marnix Suilen , Thom Badings , Eline M. Bovy , David Parker , Nils Jansen