Sciweavers

Share
CORR
2010
Springer

Finite Optimal Control for Time-Bounded Reachability in CTMDPs and Continuous-Time Markov Games

11 years 5 months ago
Finite Optimal Control for Time-Bounded Reachability in CTMDPs and Continuous-Time Markov Games
We establish the existence of optimal scheduling strategies for time-bounded reachability in continuous-time Markov decision processes, and of co-optimal strategies for continuous-time Markov games. Furthermore, we show that optimal control does not only exist, but has a surprisingly simple structure: The optimal schedulers from our proofs are deterministic and timed-positional, and the bounded time can be divided into a finite number of intervals, in which the optimal strategies are positional. That is, we demonstrate the existence of finite optimal control. Finally, we show that these pleasant properties of Markov decision processes extend to the more general class of continuous-time Markov games, and that both early and late schedulers show this behaviour.
Markus Rabe, Sven Schewe
Added 09 Dec 2010
Updated 09 Dec 2010
Type Journal
Year 2010
Where CORR
Authors Markus Rabe, Sven Schewe
Comments (0)
books