Learning-Based Mean-Payoff Optimization in an Unknown MDP under Omega-Regular Constraints

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14330%2F18%3A00108291" target="_blank" >RIV/00216224:14330/18:00108291 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.4230/LIPIcs.CONCUR.2018.8" target="_blank" >http://dx.doi.org/10.4230/LIPIcs.CONCUR.2018.8</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.4230/LIPIcs.CONCUR.2018.8" target="_blank" >10.4230/LIPIcs.CONCUR.2018.8</a>

Result language

angličtina

Original language name

Learning-Based Mean-Payoff Optimization in an Unknown MDP under Omega-Regular Constraints

Original language description

We formalize the problem of maximizing the mean-payoff value with high probability while satisfying a parity objective in a Markov decision process (MDP) with unknown probabilistic transition function and unknown reward function. Assuming the support of the unknown transition function and a lower bound on the minimal transition probability are known in advance, we show that in MDPs consisting of a single end component, two combinations of guarantees on the parity and mean-payoff objectives can be achieved depending on how much memory one is willing to use. (i) For all epsilon and gamma we can construct an online-learning finite-memory strategy that almost-surely satisfies the parity objective and which achieves an epsilon-optimal mean payoff with probability at least 1 - gamma. (ii) Alternatively, for all epsilon and gamma there exists an online-learning infinite-memory strategy that satisfies the parity objective surely and which achieves an epsilon-optimal mean payoff with probability at least 1 - gamma. We extend the above results to MDPs consisting of more than one end component in a natural way. Finally, we show that the aforementioned guarantees are tight, i.e. there are MDPs for which stronger combinations of the guarantees cannot be ensured.

Czech name

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Czech description

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Type

D - Article in proceedings

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/GA18-11193S" target="_blank" >GA18-11193S: Algorithms for Infinite-State Discrete Systems and Games</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2018

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

29th International Conference on Concurrency Theory (CONCUR 2018)

ISBN

9783959770873

ISSN

1868-8969

e-ISSN

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Number of pages

18

Pages from-to

1-18

Publisher name

Schloss Dagstuhl--Leibniz-Zentrum fuer Informatik

Place of publication

Dagstuhl

Event location

Dagstuhl

Event date

Jan 1, 2018

Type of event by nationality

CST - Celostátní akce

UT code for WoS article

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