7,402 research outputs found
Solving Factored MDPs with Hybrid State and Action Variables
Efficient representations and solutions for large decision problems with
continuous and discrete variables are among the most important challenges faced
by the designers of automated decision support systems. In this paper, we
describe a novel hybrid factored Markov decision process (MDP) model that
allows for a compact representation of these problems, and a new hybrid
approximate linear programming (HALP) framework that permits their efficient
solutions. The central idea of HALP is to approximate the optimal value
function by a linear combination of basis functions and optimize its weights by
linear programming. We analyze both theoretical and computational aspects of
this approach, and demonstrate its scale-up potential on several hybrid
optimization problems
Symblicit algorithms for optimal strategy synthesis in monotonic Markov decision processes
When treating Markov decision processes (MDPs) with large state spaces, using
explicit representations quickly becomes unfeasible. Lately, Wimmer et al. have
proposed a so-called symblicit algorithm for the synthesis of optimal
strategies in MDPs, in the quantitative setting of expected mean-payoff. This
algorithm, based on the strategy iteration algorithm of Howard and Veinott,
efficiently combines symbolic and explicit data structures, and uses binary
decision diagrams as symbolic representation. The aim of this paper is to show
that the new data structure of pseudo-antichains (an extension of antichains)
provides another interesting alternative, especially for the class of monotonic
MDPs. We design efficient pseudo-antichain based symblicit algorithms (with
open source implementations) for two quantitative settings: the expected
mean-payoff and the stochastic shortest path. For two practical applications
coming from automated planning and LTL synthesis, we report promising
experimental results w.r.t. both the run time and the memory consumption.Comment: In Proceedings SYNT 2014, arXiv:1407.493
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