Detailed Information on Publication Record
2017
Trading performance for stability in Markov decision processes
BRÁZDIL, Tomáš, Krishnendu CHATTERJEE, Vojtěch FOREJT and Antonín KUČERABasic information
Original name
Trading performance for stability in Markov decision processes
Authors
BRÁZDIL, Tomáš (203 Czech Republic, belonging to the institution), Krishnendu CHATTERJEE (40 Austria), Vojtěch FOREJT (203 Czech Republic, belonging to the institution) and Antonín KUČERA (203 Czech Republic, guarantor, belonging to the institution)
Edition
Journal of Computer and System Sciences, SAN DIEGO, Elsevier, 2017, 0022-0000
Other information
Language
English
Type of outcome
Článek v odborném periodiku
Field of Study
10201 Computer sciences, information science, bioinformatics
Country of publisher
United States of America
Confidentiality degree
není předmětem státního či obchodního tajemství
Impact factor
Impact factor: 1.497
RIV identification code
RIV/00216224:14330/17:00094587
Organization unit
Faculty of Informatics
UT WoS
000388430000011
Keywords in English
Markov decision processes; Mean payoff; Stability; Stochastic systems; Controller synthesis
Tags
Tags
International impact, Reviewed
Změněno: 27/4/2018 10:34, RNDr. Pavel Šmerk, Ph.D.
Abstract
V originále
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.
Links
| GA15-17564S, research and development project |
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