Computing minimum and maximum reachability times in probabilistic systems

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This work considers the classes of stochastic shortest path problems in which the costs are all non-negative or all non-positive. The paper presents efficient methods for solving those two problems based on algorithms to transform the original problems into problems that satisfy the required assumptions. The methods lead to the computation of the minimum probability of reaching a target set and the computation of the minimum expected time to reach the set. For the entire collection see [Zbl 0921.00028].




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