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Related papers: Bounds for Synchronizing Markov Decision Processes

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In this paper, we consider algorithms to decide the existence of strategies in MDPs for Boolean combinations of objectives. These objectives are omega-regular properties that need to be enforced either surely, almost surely, existentially,…

Logic in Computer Science · Computer Science 2020-04-30 Raphaël Berthon , Shibashis Guha , Jean-François Raskin

We present metrics for measuring the similarity of states in a finite Markov decision process (MDP). The formulation of our metrics is based on the notion of bisimulation for MDPs, with an aim towards solving discounted infinite horizon…

Artificial Intelligence · Computer Science 2012-07-19 Norman Ferns , Prakash Panangaden , Doina Precup

We study Markov decision processes and turn-based stochastic games with parity conditions. There are three qualitative winning criteria, namely, sure winning, which requires all paths must satisfy the condition, almost-sure winning, which…

Logic in Computer Science · Computer Science 2018-04-11 Krishnendu Chatterjee , Nir Piterman

Often one has a preference order among the different systems that satisfy a given specification. Under a probabilistic assumption about the possible inputs, such a preference order is naturally expressed by a weighted automaton, which…

Logic in Computer Science · Computer Science 2011-04-15 Krishnendu Chatterjee , Thomas A. Henzinger , Barbara Jobstmann , Rohit Singh

We consider partially observable Markov decision processes (POMDPs) with a set of target states and every transition is associated with an integer cost. The optimization objective we study asks to minimize the expected total cost till the…

Artificial Intelligence · Computer Science 2014-11-17 Krishnendu Chatterjee , Martin Chmelík , Raghav Gupta , Ayush Kanodia

We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomized or history-based policies can improve performance. We prove…

Machine Learning · Computer Science 2011-05-02 Shie Mannor , John Tsitsiklis

This paper deals with three major types of convergence of probability measures on metric spaces: weak convergence, setwise converges, and convergence in the total variation. First, it describes and compares necessary and sufficient…

Probability · Mathematics 2014-07-04 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

In the context of Markov decision processes running in continuous time, one of the most intriguing challenges is the efficient approximation of finite horizon reachability objectives. A multitude of sophisticated model checking algorithms…

Systems and Control · Computer Science 2015-08-03 Yuliya Butkova , Hassan Hatefi , Holger Hermanns , Jan Krcal

We consider two important time scales---the Markov and cryptic orders---that monitor how an observer synchronizes to a finitary stochastic process. We show how to compute these orders exactly and that they are most efficiently calculated…

Chaotic Dynamics · Physics 2014-04-23 Ryan G. James , John R. Mahoney , Christopher J. Ellison , James P. Crutchfield

We consider a discrete-time Markov decision process with Borel state and action spaces. The performance criterion is to maximize a total expected {utility determined by unbounded return function. It is shown the existence of optimal…

Probability · Mathematics 2018-10-08 François Dufour , Alexandre Genadot

Consider a complete communication network of $n$ nodes, where the nodes receive a common clock pulse. We study the synchronous $c$-counting problem: given any starting state and up to $f$ faulty nodes with arbitrary behaviour, the task is…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-03-24 Christoph Lenzen , Joel Rybicki , Jukka Suomela

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

In the Markov decision process model, policies are usually evaluated by expected cumulative rewards. As this decision criterion is not always suitable, we propose in this paper an algorithm for computing a policy optimal for the quantile…

Artificial Intelligence · Computer Science 2016-12-02 Hugo Gilbert , Paul Weng , Yan Xu

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

We study Markov decision processes (MDPs) with a countably infinite number of states. The $\limsup$ (resp. $\liminf$) threshold objective is to maximize the probability that the $\limsup$ (resp. $\liminf$) of the infinite sequence of…

Optimization and Control · Mathematics 2024-09-19 Richard Mayr , Eric Munday

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

The synthesis problem for partially observable Markov decision processes (POMDPs) is to compute a policy that satisfies a given specification. Such policies have to take the full execution history of a POMDP into account, rendering the…

Artificial Intelligence · Computer Science 2020-07-20 Leonore Winterer , Ralf Wimmer , Nils Jansen , Bernd Becker

An important question for a probabilistic program is whether the probability mass of all its diverging runs is zero, that is that it terminates "almost surely". Proving that can be hard, and this paper presents a new method for doing so; it…

Programming Languages · Computer Science 2017-12-27 Annabelle McIver , Carroll Morgan , Benjamin Lucien Kaminski , Joost-Pieter Katoen

Recently two approximate Newton methods were proposed for the optimisation of Markov Decision Processes. While these methods were shown to have desirable properties, such as a guarantee that the preconditioner is negative-semidefinite when…

Optimization and Control · Mathematics 2015-08-05 Thomas Furmston , Guy Lever

We consider the problem of minimizing a certainty equivalent of the total or discounted cost over a finite and an infinite time horizon which is generated by a Partially Observable Markov Decision Process (POMDP). The certainty equivalent…

Probability · Mathematics 2021-07-21 Nicole Bäuerle , Ulrich Rieder