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@inproceedings{1130508,
author = {Brázdil, Tomáš and Chatterjee, Krishnendu and Forejt, Vojtěch and Kučera, Antonín},
address = {London},
booktitle = {Proceedings of 28th Annual ACM/IEEE Symposium on Logic in Computer Science (LICS 2013)},
doi = {http://dx.doi.org/10.1109/LICS.2013.39},
keywords = {Markov decision processes; optimization},
howpublished = {paměťový nosič},
language = {eng},
location = {London},
isbn = {978-1-4799-0413-6},
pages = {331-340},
publisher = {IEEE Computer Society},
title = {Trading Performance for Stability in Markov Decision Processes},
year = {2013}
}
TY - JOUR
ID - 1130508
AU - Brázdil, Tomáš - Chatterjee, Krishnendu - Forejt, Vojtěch - Kučera, Antonín
PY - 2013
TI - Trading Performance for Stability in Markov Decision Processes
PB - IEEE Computer Society
CY - London
SN - 9781479904136
KW - Markov decision processes
KW - optimization
N2 - We study the complexity of central controller synthesis problems for finite-state Markov decision processes, where the objective is to optimize both the expected mean-payoff performance of the system and its stability. We argue that the basic theoretical notion of expressing the stability in terms of the variance of the mean-payoff (called global variance in our paper) is not always sufficient, since it ignores possible instabilities on respective runs. For this reason we propose alernative definitions of stability, which we call local and hybrid variance, and which express how rewards on each run deviate from the run's own mean-payoff and from the expected mean-payoff, respectively.
ER -
BRÁZDIL, Tomáš, Krishnendu CHATTERJEE, Vojtěch FOREJT and Antonín KUČERA. Trading Performance for Stability in Markov Decision Processes. In \textit{Proceedings of 28th Annual ACM/IEEE Symposium on Logic in Computer Science (LICS 2013)}. London: IEEE Computer Society, 2013, p.~331-340. ISBN~978-1-4799-0413-6. Available from: https://dx.doi.org/10.1109/LICS.2013.39.
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