Risk Minimizing Strategies for Revenue Management Problems with Target Values [PDF]
, 2009 Consider a risk-averse decision maker in the setting of a single-leg dynamic revenue management problem. Instead on focusing on maximizing the expected revenue, the decision maker has the main objective of minimizing the risk of failing to achieve a ...
Meissner, J, Koenig, M
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Configurable Markov Decision Processes
CoRR, 2018 In many real-world problems, there is the possibility to configure, to a limited extent, some environmental parameters to improve the performance of a learning agent. In this paper, we propose a novel framework, Configurable Markov Decision Processes (Conf-MDPs), to model this new type of interaction with the environment.
Metelli, Alberto Maria +2 more
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Symbolic Magnifying Lens Abstraction in Markov Decision Processes [PDF]
, 2008 In this paper, we combine abstraction-refinement and symbolic techniques to fight the state-space explosion problem when model checking Markov decision processes (MDPs).
Luca de Alfaro +7 more
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Efficient qualitative analysis of classes of recursive markov decision processes and simple stochastic games [PDF]
, 2006 . Recursive Markov Decision Processes (RMDPs) and Recursive Simple Stochastic Games (RSSGs) are natural models for recursive systems involving both probabilistic and non-probabilistic actions.
Mihalis Yannakakis +3 more
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Another set of verifiable conditions for average Markov decision processes with Borel spaces [PDF]
, 2015 summary:In this paper we give a new set of verifiable conditions for the existence of average optimal stationary policies in discrete-time Markov decision processes with Borel spaces and unbounded reward/cost functions. More precisely, we provide another
Guo, Xianping, Zou, Xiaolong
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Reachability in Recursive Markov Decision Processes [PDF]
Information and Computation, 2006 A class of infinite-state Markov decision processes generated by stateless pushdown automata is considered. This class corresponds to 1 1/2-player games over graphs generated by BPA systems or (equivalently) 1-exit recursive state machines. An extended reachability objective is specified by two sets \(S\) and \(T\) of safe and terminal stack ...
Tomás Brázdil +3 more
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Learning Algorithms for Verification of Markov Decision Processes [PDF]
TheoretiCSWe present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive exploration of the ...
Tomáš Brázdil +8 more
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Accelerating Iterative Methods for Bounded Reachability Probabilities in Markov Decision Processes [PDF]
Computer and Knowledge Engineering, 2020 Probabilistic model checking is a formal method for verification of the quantitative and qualitative properties of computer systems with stochastic behaviors.
Mohammadsadegh Mohagheghi
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Foundations of probability-raising causality in Markov decision processes [PDF]
Logical Methods in Computer ScienceThis work introduces a novel cause-effect relation in Markov decision processes using the probability-raising principle. Initially, sets of states as causes and effects are considered, which is subsequently extended to regular path properties as effects ...
Christel Baier +2 more
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The complexity of synchronizing Markov decision processes [PDF]
Journal of Computer and System Sciences, 2019 arXiv admin note: substantial text overlap with arXiv:1402.2840, arXiv:1310 ...
Laurent Doyen 0001 +2 more
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