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@inproceedings{1649042,
author = {Kelmendi, Edon and Krämer, Julia and Křetínský, Jan and Weininger, Maximilian},
address = {Cham},
booktitle = {Computer Aided Verification (CAV 2018)},
doi = {http://dx.doi.org/10.1007/978-3-319-96145-3_36},
keywords = {Value Iteration; Simple Stochastic Games; Stopping Criterion; Learning},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Cham},
isbn = {978-3-319-96144-6},
pages = {623-642},
publisher = {Springer},
title = {Value Iteration for Simple Stochastic Games: Stopping Criterion and Learning Algorithm},
year = {2018}
}
TY - JOUR
ID - 1649042
AU - Kelmendi, Edon - Krämer, Julia - Křetínský, Jan - Weininger, Maximilian
PY - 2018
TI - Value Iteration for Simple Stochastic Games: Stopping Criterion and Learning Algorithm
PB - Springer
CY - Cham
SN - 9783319961446
KW - Value Iteration
KW - Simple Stochastic Games
KW - Stopping Criterion
KW - Learning
N2 - Simple stochastic games can be solved by value iteration (VI), which yields a sequence of under-approximations of the value of the game. This sequence is guaranteed to converge to the value only in the limit. Since no stopping criterion is known, this technique does not provide any guarantees on its results. We provide the first stopping criterion for VI on simple stochastic games. It is achieved by additionally computing a convergent sequence of over-approximations of the value, relying on an analysis of the game graph. Consequently, VI becomes an anytime algorithm returning the approximation of the value and the current error bound. As another consequence, we can provide a simulation-based asynchronous VI algorithm, which yields the same guarantees, but without necessarily exploring the whole game graph.
ER -
KELMENDI, Edon, Julia KRÄMER, Jan KŘETÍNSKÝ and Maximilian WEININGER. Value Iteration for Simple Stochastic Games: Stopping Criterion and Learning Algorithm. In \textit{Computer Aided Verification (CAV 2018)}. Cham: Springer, 2018, p.~623-642. ISBN~978-3-319-96144-6. Available from: https://dx.doi.org/10.1007/978-3-319-96145-3\_{}36.
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