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We consider concurrent stochastic games played on graphs with reachability and safety objectives. These games can be solved by value iteration as well as strategy iteration, each of them yielding a sequence of under-approximations of the…

Computer Science and Game Theory · Computer Science 2019-09-19 Julia Eisentraut , Jan Křetínský , Alexej Rotar

Markov decision processes (MDPs) provide a standard framework for sequential decision making under uncertainty. However, MDPs do not take uncertainty in transition probabilities into account. Robust Markov decision processes (RMDPs) address…

Artificial Intelligence · Computer Science 2024-05-01 Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Mehrdad Karrabi , Petr Novotný , Đorđe Žikelić

This work provides a novel interpretation of Markov Decision Processes (MDP) from the online optimization viewpoint. In such an online optimization context, the policy of the MDP is viewed as the decision variable while the corresponding…

Machine Learning · Computer Science 2020-12-29 Tao Li , Guanze Peng , Quanyan Zhu

This paper studies the finite-time horizon Markov games where the agents' dynamics are decoupled but the rewards can possibly be coupled across agents. The policy class is restricted to local policies where agents make decisions using their…

Computer Science and Game Theory · Computer Science 2023-04-11 Runyu Zhang , Yuyang Zhang , Rohit Konda , Bryce Ferguson , Jason Marden , Na Li

We consider concurrent games played on graphs. At every round of a game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…

Computer Science and Game Theory · Computer Science 2012-07-03 Krishnendu Chatterjee , Luca de Alfaro , Thomas A. Henzinger

When reasoning about the strategic capabilities of an agent, it is important to consider the nature of its adversaries. In the particular context of controller synthesis for quantitative specifications, the usual problem is to devise a…

Computer Science and Game Theory · Computer Science 2014-04-04 Véronique Bruyère , Emmanuel Filiot , Mickael Randour , Jean-François Raskin

Markov decision processes (MDPs) with rewards are a widespread and well-studied model for systems that make both probabilistic and nondeterministic choices. A fundamental result about MDPs is that their minimal and maximal expected rewards…

Logic in Computer Science · Computer Science 2024-11-26 Kevin Batz , Benjamin Lucien Kaminski , Christoph Matheja , Tobias Winkler

Markov decision processes (MDPs) and simple stochastic games (SSGs) provide a rich mathematical framework to study many important problems related to probabilistic systems. MDPs and SSGs with finite-horizon objectives, where the goal is to…

Computer Science and Game Theory · Computer Science 2012-09-18 Krishnendu Chatterjee , Rasmus Ibsen-Jensen

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Long-run average rewards provide a mathematically elegant formalism for expressing long term performance. Value iteration (VI)…

Systems and Control · Computer Science 2017-09-01 Pranav Ashok , Krishnendu Chatterjee , Przemyslaw Daca , Jan Křetínský , Tobias Meggendorfer

We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

Machine Learning · Statistics 2021-10-26 Aymen Al Marjani , Aurélien Garivier , Alexandre Proutiere

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

This paper considers the discounted criterion of nonzero-sum decentralized stochastic games with prospect players. The state and action spaces are finite. The state transition probability is nonstationary. Each player independently controls…

Optimization and Control · Mathematics 2024-05-16 Yiting Wu , Junyu Zhang

Model checking undiscounted reachability and expected-reward properties on Markov decision processes (MDPs) is key for the verification of systems that act under uncertainty. Popular algorithms are policy iteration and variants of value…

Logic in Computer Science · Computer Science 2023-01-25 Arnd Hartmanns , Sebastian Junges , Tim Quatmann , Maximilian Weininger

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

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 (minimize…

Optimization and Control · Mathematics 2015-07-08 Mahmoud El Chamie , Behcet Acikmese

Deterministic Markov Decision Processes (DMDPs) are a mathematical framework for decision-making where the outcomes and future possible actions are deterministically determined by the current action taken. DMDPs can be viewed as a finite…

Artificial Intelligence · Computer Science 2025-06-17 Ali Asadi , Krishnendu Chatterjee , Jakob de Raaij

We introduce two-level discounted games played by two players on a perfect-information stochastic game graph. The upper level game is a discounted game and the lower level game is an undiscounted reachability game. Two-level games model…

Logic in Computer Science · Computer Science 2010-06-09 Krishnendu Chatterjee , Rupak Majumdar

This paper investigates backdoor attack planning in stochastic control systems modeled as Markov Decision Processes (MDPs). A backdoor attack involves an adversary deploying a policy that performs well in the original MDP to pass testing,…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Xinyi Wei , Shuo Han , Ahmed H. Hemida , Charles A. Kamhoua , Jie Fu

We characterize the reachability probabilities in stochastic directed graphs by means of reinforcement learning methods. In particular, we show that the dynamics of the transition probabilities in a stochastic digraph can be modeled via a…

Artificial Intelligence · Computer Science 2022-02-28 Corrado Possieri , Mattia Frasca , Alessandro Rizzo

A classic solution technique for Markov decision processes (MDP) and stochastic games (SG) is value iteration (VI). Due to its good practical performance, this approximative approach is typically preferred over exact techniques, even though…

Artificial Intelligence · Computer Science 2023-04-21 Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger