Trading performance for stability in Markov decision processes
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- 作者：Tomá ; &scaron ; Brá ; zdila ; xbrazdil@fi.muni.cz" class="auth_mail" title="E-mail the corresponding author ; Krishnendu Chatterjeeb ; krish.chat@gmail.com" class="auth_mail" title="E-mail the corresponding author ; Vojtěch Forejtc ; vojfor@cs.ox.ac.uk" class="auth_mail" title="E-mail the corresponding author ; Antoní ; n Kučeraa ; tony@fi.muni.cz" class="auth_mail" title="E-mail the corresponding author
- 关键词：Markov decision processes ; Mean payoff ; Stability ; Stochastic systems ; Controller synthesis
- 刊名：Journal of Computer and System Sciences
- 出版年：2017
- 出版时间：March 2017
- 年：2017
- 卷：84
- 期：Complete
- 页码：144-170
- 全文大小：692 K
文摘
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We show that optimizing mean payoff and stability requires memory and randomization.
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We show how to reduce existence of optimal strategies to a constrained problem.
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We give a complexity classification for the problem of finding an optimal strategy.