Efficient approximation of optimal control for continuous-time Markov games

DOI10.1016/J.IC.2015.12.002MaRDI QIDQ259052zbMATHOpenAlexFDO

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

Publication date 10 March 2016

Published in Information and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ic.2015.12.002

zbMATH Keywords

optimal controlcontinuous-time Markov decision processes and gamesdiscretisation

Mathematics Subject Classification ID

Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87) Markov and semi-Markov decision processes (90C40) Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
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• Efficient computation of time-bounded reachability probabilities in uniform continuous-time Markov decision processes
• Finite State Continuous Time Markov Decision Processes with a Finite Planning Horizon
• Finite optimal control for time-bounded reachability in CTMDPs and continuous-time Markov games
• Finite state continuous time Markov decision processes with an infinite planning horizon
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• On the semantics of Markov automata
• Optimal Control of a Continuous-Time Markov Chain with Periodic Transition Probabilities
• Optimal continuous time Markov decisions
• Optimal time-abstract schedulers for CTMDPs and continuous-time Markov games
• Sliding Window Abstraction for Infinite Markov Chains
• Solving Ordinary Differential Equations I
• Towards Performance Prediction of Compositional Models in Industrial GALS Designs

Cited in

(10)

• Continuous-time stochastic games with time-bounded reachability
• An Accelerated Value/Policy Iteration Scheme for Optimal Control Problems and Games
• Optimal decisions for continuous time Markov decision processes over finite planning horizons
• Strategy synthesis for zero-sum neuro-symbolic concurrent stochastic games
• Approximate Time Bounded Reachability for CTMCs and CTMDPs: A Lyapunov Approach
• Optimal continuous time Markov decisions
• Optimal time-abstract schedulers for CTMDPs and Markov games
• A uniformization-based algorithm for continuous-time stochastic games model checking
• Attracting sets of discrete-time Markovian jump delay systems with stochastic disturbances via impulsive control
• Efficient approximation of optimal control for continuous-time Markov games

Describes a project that uses

Uses Software

• MRMC
• CADP

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