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Main Authors: Klaška, David, Kučera, Antonín, Kůr, Vojtěch, Musil, Vít, Řehák, Vojtěch
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2412.13369
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author Klaška, David
Kučera, Antonín
Kůr, Vojtěch
Musil, Vít
Řehák, Vojtěch
author_facet Klaška, David
Kučera, Antonín
Kůr, Vojtěch
Musil, Vít
Řehák, Vojtěch
contents The long-run average payoff per transition (mean payoff) is the main tool for specifying the performance and dependability properties of discrete systems. The problem of constructing a controller (strategy) simultaneously optimizing several mean payoffs has been deeply studied for stochastic and game-theoretic models. One common issue of the constructed controllers is the instability of the mean payoffs, measured by the deviations of the average rewards per transition computed in a finite "window" sliding along a run. Unfortunately, the problem of simultaneously optimizing the mean payoffs under local stability constraints is computationally hard, and the existing works do not provide a practically usable algorithm even for non-stochastic models such as two-player games. In this paper, we design and evaluate the first efficient and scalable solution to this problem applicable to Markov decision processes.
format Preprint
id arxiv_https___arxiv_org_abs_2412_13369
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Multiple Mean-Payoff Optimization under Local Stability Constraints
Klaška, David
Kučera, Antonín
Kůr, Vojtěch
Musil, Vít
Řehák, Vojtěch
Artificial Intelligence
The long-run average payoff per transition (mean payoff) is the main tool for specifying the performance and dependability properties of discrete systems. The problem of constructing a controller (strategy) simultaneously optimizing several mean payoffs has been deeply studied for stochastic and game-theoretic models. One common issue of the constructed controllers is the instability of the mean payoffs, measured by the deviations of the average rewards per transition computed in a finite "window" sliding along a run. Unfortunately, the problem of simultaneously optimizing the mean payoffs under local stability constraints is computationally hard, and the existing works do not provide a practically usable algorithm even for non-stochastic models such as two-player games. In this paper, we design and evaluate the first efficient and scalable solution to this problem applicable to Markov decision processes.
title Multiple Mean-Payoff Optimization under Local Stability Constraints
topic Artificial Intelligence
url https://arxiv.org/abs/2412.13369