Document Open Access Logo

Efficient Approximation of Optimal Control for Continuous-Time Markov Games

Authors John Fearnley, Markus Rabe, Sven Schewe, Lijun Zhang



PDF
Thumbnail PDF

File

LIPIcs.FSTTCS.2011.399.pdf
  • Filesize: 0.56 MB
  • 12 pages

Document Identifiers

Author Details

John Fearnley
Markus Rabe
Sven Schewe
Lijun Zhang

Cite AsGet BibTex

John Fearnley, Markus Rabe, Sven Schewe, and Lijun Zhang. Efficient Approximation of Optimal Control for Continuous-Time Markov Games. In IARCS Annual Conference on Foundations of Software Technology and Theoretical Computer Science (FSTTCS 2011). Leibniz International Proceedings in Informatics (LIPIcs), Volume 13, pp. 399-410, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2011)
https://doi.org/10.4230/LIPIcs.FSTTCS.2011.399

Abstract

We study the time-bounded reachability problem for continuous time Markov decision processes (CTMDPs) and games (CTMGs). Existing techniques for this problem use discretization techniques to break time into discrete intervals, and optimal control is approximated for each interval separately. Current techniques provide an accuracy of O(\epsilon^2) on each interval, which leads to an infeasibly large number of intervals. We propose a sequence of approximations that achieve accuracies of O(\epsilon^3), O(\epsilon^4), and O(\epsilon^5), that allow us to drastically reduce the number of intervals that are considered. For CTMDPs, the resulting algorithms are comparable to the heuristic approach given by Buckholz and Schulz, while also being theoretically justified. All of our results generalise to CTMGs, where our results yield the first practically implementable algorithms for this problem. We also provide positional strategies for both players that achieve similar error bounds.
Keywords
  • Continuous time Markov decision processes and games
  • discretisation

Metrics

  • Access Statistics
  • Total Accesses (updated on a weekly basis)
    0
    PDF Downloads
Questions / Remarks / Feedback
X

Feedback for Dagstuhl Publishing


Thanks for your feedback!

Feedback submitted

Could not send message

Please try again later or send an E-mail