BRÁZDIL, Tomáš, Krishnendu CHATTERJEE, Vojtěch FOREJT and Antonín KUČERA. Trading performance for stability in Markov decision processes. Journal of Computer and System Sciences. SAN DIEGO: Elsevier, 2017, vol. 84, No 2017, p. 144-170. ISSN 0022-0000. Available from: https://dx.doi.org/10.1016/j.jcss.2016.09.009. |
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@article{1366042, author = {Brázdil, Tomáš and Chatterjee, Krishnendu and Forejt, Vojtěch and Kučera, Antonín}, article_location = {SAN DIEGO}, article_number = {2017}, doi = {http://dx.doi.org/10.1016/j.jcss.2016.09.009}, keywords = {Markov decision processes; Mean payoff; Stability; Stochastic systems; Controller synthesis}, language = {eng}, issn = {0022-0000}, journal = {Journal of Computer and System Sciences}, title = {Trading performance for stability in Markov decision processes}, volume = {84}, year = {2017} }
TY - JOUR ID - 1366042 AU - Brázdil, Tomáš - Chatterjee, Krishnendu - Forejt, Vojtěch - Kučera, Antonín PY - 2017 TI - Trading performance for stability in Markov decision processes JF - Journal of Computer and System Sciences VL - 84 IS - 2017 SP - 144-170 EP - 144-170 PB - Elsevier SN - 00220000 KW - Markov decision processes KW - Mean payoff KW - Stability KW - Stochastic systems KW - Controller synthesis N2 - We study controller synthesis problems for finite-state Markov decision processes, where the objective is to optimize the expected mean-payoff performance and stability (also known as variability in the literature). We argue that the basic notion of expressing the stability using the statistical variance of the mean payoff is sometimes insufficient, and propose an alternative definition. We show that a strategy ensuring both the expected mean payoff and the variance below given bounds requires randomization and memory, under both the above definitions. We then show that the problem of finding such a strategy can be expressed as a set of constraints. ER -
BRÁZDIL, Tomáš, Krishnendu CHATTERJEE, Vojtěch FOREJT and Antonín KUČERA. Trading performance for stability in Markov decision processes. \textit{Journal of Computer and System Sciences}. SAN DIEGO: Elsevier, 2017, vol.~84, No~2017, p.~144-170. ISSN~0022-0000. Available from: https://dx.doi.org/10.1016/j.jcss.2016.09.009.
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