Trading performance for stability in Markov decision processes

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14330%2F17%3A00094587" target="_blank" >RIV/00216224:14330/17:00094587 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.jcss.2016.09.009" target="_blank" >http://dx.doi.org/10.1016/j.jcss.2016.09.009</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.jcss.2016.09.009" target="_blank" >10.1016/j.jcss.2016.09.009</a>

Result language
angličtina
Original language name
Trading performance for stability in Markov decision processes
Original language description
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.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project
<a href="/en/project/GA15-17564S" target="_blank" >GA15-17564S: Game Theory in Formal Analysis and Verification of Computer Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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