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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 the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Kush Grover , Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

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

We consider reinforcement learning in changing Markov Decision Processes where both the state-transition probabilities and the reward functions may vary over time. For this problem setting, we propose an algorithm using a sliding window…

Machine Learning · Computer Science 2018-05-28 Pratik Gajane , Ronald Ortner , Peter Auer

Mean-payoff games (MPGs) are infinite duration two-player zero-sum games played on weighted graphs. Under the hypothesis of perfect information, they admit memoryless optimal strategies for both players and can be solved in…

Logic in Computer Science · Computer Science 2015-04-14 Paul Hunter , Guillermo A. Pérez , Jean-François Raskin

This paper deals with the unconstrained and constrained cases for continuous-time Markov decision processes under the finite-horizon expected total cost criterion. The state space is denumerable and the transition and cost rates are allowed…

Optimization and Control · Mathematics 2014-08-26 Qingda Wei , Xian Chen

Multi-dimensional mean-payoff and energy games provide the mathematical foundation for the quantitative study of reactive systems, and play a central role in the emerging quantitative theory of verification and synthesis. In this work, we…

Computer Science and Game Theory · Computer Science 2014-11-04 Krishnendu Chatterjee , Mickael Randour , Jean-François Raskin

We propose a new method for optimistic planning in infinite-horizon discounted Markov decision processes based on the idea of adding regularization to the updates of an otherwise standard approximate value iteration procedure. This…

Machine Learning · Computer Science 2023-06-16 Antoine Moulin , Gergely Neu

Stochastic two-player games model systems with an environment that is both adversarial and stochastic. In this paper, we study the expected value of bounded quantitative prefix-independent objectives in the context of stochastic games. We…

Computer Science and Game Theory · Computer Science 2025-08-01 Laurent Doyen , Pranshu Gaba , Shibashis Guha

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia

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 consider two-player games played on weighted directed graphs with mean-payoff and total-payoff objectives, two classical quantitative objectives. While for single-dimensional games the complexity and memory bounds for both objectives…

Computer Science and Game Theory · Computer Science 2014-11-04 Krishnendu Chatterjee , Laurent Doyen , Mickael Randour , Jean-François Raskin

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

Logic in Computer Science · Computer Science 2020-02-26 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

The paper addresses two variants of the stochastic shortest path problem ('optimize the accumulated weight until reaching a goal state') in Markov decision processes (MDPs) with integer weights. The first variant optimizes partial expected…

Logic in Computer Science · Computer Science 2019-05-01 Jakob Piribauer , Christel Baier

We consider the batch (off-line) policy learning problem in the infinite horizon Markov Decision Process. Motivated by mobile health applications, we focus on learning a policy that maximizes the long-term average reward. We propose a…

Statistics Theory · Mathematics 2022-09-20 Peng Liao , Zhengling Qi , Runzhe Wan , Predrag Klasnja , Susan Murphy

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

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

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

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

We consider the problem of computing the value and an optimal strategy for minimizing the expected termination time in one-counter Markov decision processes. Since the value may be irrational and an optimal strategy may be rather…

Formal Languages and Automata Theory · Computer Science 2012-05-08 Tomáš Brázdil , Antonín Kučera , Petr Novotný , Dominik Wojtczak