English

Maximal Cost-Bounded Reachability Probability on Continuous-Time Markov Decision Processes

Systems and Control 2014-01-20 v4

Abstract

In this paper, we consider multi-dimensional maximal cost-bounded reachability probability over continuous-time Markov decision processes (CTMDPs). Our major contributions are as follows. Firstly, we derive an integral characterization which states that the maximal cost-bounded reachability probability function is the least fixed point of a system of integral equations. Secondly, we prove that the maximal cost-bounded reachability probability can be attained by a measurable deterministic cost-positional scheduler. Thirdly, we provide a numerical approximation algorithm for maximal cost-bounded reachability probability. We present these results under the setting of both early and late schedulers.

Keywords

Cite

@article{arxiv.1310.2514,
  title  = {Maximal Cost-Bounded Reachability Probability on Continuous-Time Markov Decision Processes},
  author = {Hongfei Fu},
  journal= {arXiv preprint arXiv:1310.2514},
  year   = {2014}
}
R2 v1 2026-06-22T01:43:29.356Z