Final published version
Licence: CC BY: Creative Commons Attribution 4.0 International License
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
}
TY - GEN
T1 - Of Cores: A Partial-Exploration Framework for Markov Decision Processes.
AU - Kretínský, Jan
AU - Meggendorfer, Tobias
N1 - DBLP License: DBLP's bibliographic metadata records provided through http://dblp.org/ are distributed under a Creative Commons CC0 1.0 Universal Public Domain Dedication. Although the bibliographic metadata records are provided consistent with CC0 1.0 Dedication, the content described by the metadata records is not. Content may be subject to copyright, rights of privacy, rights of publicity and other restrictions.
PY - 2019/8/1
Y1 - 2019/8/1
N2 - We introduce a framework for approximate analysis of Markov decision processes (MDP) with bounded-, unbounded-, and infinite-horizon properties. The main idea is to identify a “core” of an MDP, i.e., a subsystem where we provably remain with high probability, and to avoid computation on the less relevant rest of the state space. Although we identify the core using simulations and statistical techniques, it allows for rigorous error bounds in the analysis. Consequently, we obtain efficient analysis algorithms based on partial exploration for various settings, including the challenging case of strongly connected systems.
AB - We introduce a framework for approximate analysis of Markov decision processes (MDP) with bounded-, unbounded-, and infinite-horizon properties. The main idea is to identify a “core” of an MDP, i.e., a subsystem where we provably remain with high probability, and to avoid computation on the less relevant rest of the state space. Although we identify the core using simulations and statistical techniques, it allows for rigorous error bounds in the analysis. Consequently, we obtain efficient analysis algorithms based on partial exploration for various settings, including the challenging case of strongly connected systems.
KW - Approximation
KW - Markov decision processes
KW - Reachability
U2 - 10.4230/LIPIcs.CONCUR.2019.5
DO - 10.4230/LIPIcs.CONCUR.2019.5
M3 - Conference contribution/Paper
T3 - Leibniz International Proceedings in Informatics, LIPIcs
SP - 1
EP - 17
BT - 30th International Conference on Concurrency Theory, CONCUR 2019
A2 - Fokkink, Wan
A2 - van Glabbeek, Rob
ER -