Mixing Any Cocktail with Limited Ingredients: On the Structure of Payoff Sets in Multi-Objective POMDPs and its Impact on Randomised Strategies

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Hauptverfasser: Main, James C. A., Randour, Mickael
Format: Preprint
Veröffentlicht: 2025
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author Main, James C. A.
Randour, Mickael
author_facet Main, James C. A.
Randour, Mickael
contents We consider multi-dimensional payoff functions in partially observable Markov decision processes. We study the structure of the set of expected payoff vectors of all strategies (policies) and study what kind are needed to achieve a given expected payoff vector. In general, pure strategies (i.e., not resorting to randomisation) do not suffice for this problem. We prove that for any payoff for which the expectation is well-defined under all strategies, it is sufficient to mix (i.e., randomly select a pure strategy at the start of a play and committing to it for the rest of the play) finitely many pure strategies to approximate any expected payoff vector up to any precision. Furthermore, for any payoff for which the expected payoff is finite under all strategies, any expected payoff can be obtained exactly by mixing finitely many strategies.
format Preprint
id arxiv_https___arxiv_org_abs_2502_18296
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Mixing Any Cocktail with Limited Ingredients: On the Structure of Payoff Sets in Multi-Objective POMDPs and its Impact on Randomised Strategies
Main, James C. A.
Randour, Mickael
Computer Science and Game Theory
Artificial Intelligence
Formal Languages and Automata Theory
Logic in Computer Science
Probability
We consider multi-dimensional payoff functions in partially observable Markov decision processes. We study the structure of the set of expected payoff vectors of all strategies (policies) and study what kind are needed to achieve a given expected payoff vector. In general, pure strategies (i.e., not resorting to randomisation) do not suffice for this problem. We prove that for any payoff for which the expectation is well-defined under all strategies, it is sufficient to mix (i.e., randomly select a pure strategy at the start of a play and committing to it for the rest of the play) finitely many pure strategies to approximate any expected payoff vector up to any precision. Furthermore, for any payoff for which the expected payoff is finite under all strategies, any expected payoff can be obtained exactly by mixing finitely many strategies.
title Mixing Any Cocktail with Limited Ingredients: On the Structure of Payoff Sets in Multi-Objective POMDPs and its Impact on Randomised Strategies
topic Computer Science and Game Theory
Artificial Intelligence
Formal Languages and Automata Theory
Logic in Computer Science
Probability
url https://arxiv.org/abs/2502.18296