We study the expected value of the window mean-payoff measure in Markov decision processes (MDPs) and Markov chains (MCs). The window mean-payoff measure strengthens the classical mean-payoff measure by measuring the mean-payoff over a window of bounded length that slides along an infinite path. This measure ensures better stability properties than the classical mean-payoff. Window mean-payoff has been introduced previously for two-player zero-sum games. As in the case of games, we study several variants of this definition: the measure can be defined to be prefix-independent or not, and for a fixed window length or for a window length that is left parametric. For fixed window length, we provide polynomial time algorithms for the prefix-independent version for both MDPs and MCs. When the length is left parametric, the problem of computing the expected value on MDPs is as hard as computing the mean-payoff value in two-player zero-sum games, a problem for which it is not known if it can be solved in polynomial time. For the prefix-dependent version, surprisingly, the expected window mean-payoff value cannot be computed in polynomial time unless P=PSPACE. For the parametric case and the prefix-dependent case, we manage to obtain algorithms with better complexities for MCs.
@InProceedings{bordais_et_al:LIPIcs.FSTTCS.2019.32, author = {Bordais, Benjamin and Guha, Shibashis and Raskin, Jean-Fran\c{c}ois}, title = {{Expected Window Mean-Payoff}}, booktitle = {39th IARCS Annual Conference on Foundations of Software Technology and Theoretical Computer Science (FSTTCS 2019)}, pages = {32:1--32:15}, series = {Leibniz International Proceedings in Informatics (LIPIcs)}, ISBN = {978-3-95977-131-3}, ISSN = {1868-8969}, year = {2019}, volume = {150}, editor = {Chattopadhyay, Arkadev and Gastin, Paul}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.FSTTCS.2019.32}, URN = {urn:nbn:de:0030-drops-115940}, doi = {10.4230/LIPIcs.FSTTCS.2019.32}, annote = {Keywords: mean-payoff, Markov decision processes, synthesis} }