Reachability in Continuous-Time Markov Reward Decision Processes

Christel BaierChristel Baier, Boudewijn R. HaverkortBoudewijn R. Haverkort, Holger HermannsHolger Hermanns, Joost-Pieter KatoenJoost-Pieter Katoen

Christel Baier, Boudewijn R. Haverkort, Holger Hermanns, Joost-Pieter Katoen
Reachability in Continuous-Time Markov Reward Decision Processes
In Logic and Automata: History and Perspectives, volume 2 of Texts in Logic and Games, 53--72. Amsterdam University Press, 2008

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KurzfassungAbstract
Continuous-time Markov decision processes (CTMDPs) are widely used for the control of queueing systems, epidemic and manufacturing processes. Various results on optimal schedulers for discounted and average reward optimality criteria in CTMDPs are known, but the typical game-theoretic winning objectives have received scant attention so far. This paper studies various sorts of reachability objectives for CTMDPs. The central result is that for any CTMDP, reward reachability objectives are dual to timed ones.
Forschungsgruppe:Research Group: Algebraische und logische Grundlagen der InformatikAlgebraic and Logical Foundations of Computer Science

@incollection{BHHK2008,
  author    = {Christel Baier and Boudewijn R. Haverkort and Holger Hermanns and
               Joost-Pieter Katoen},
  title     = {Reachability in Continuous-Time Markov Reward Decision Processes},
  booktitle = {Logic and Automata: History and Perspectives},
  series    = {Texts in Logic and Games},
  volume    = {2},
  publisher = {Amsterdam University Press},
  year      = {2008},
  pages     = {53--72}
}