Wisniewski, Rafal;
Bujorianu, Manuela L;
(2023)
Probabilistic Safety Guarantees for Markov Decision Processes.
IEEE Transactions on Automatic Control
, 68
(12)
pp. 8095-8102.
10.1109/tac.2023.3291952.
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Abstract
This article aims to incorporate safety specifications into Markov decision processes. Explicitly, we address the minimization problem up to a stopping time with safety constraints. We establish a formalism leaning upon the evolution equation to achieve our goal. We show how to compute the safety function with dynamic programming. In the last part of this article, we develop several algorithms for safe stochastic optimization using linear and dynamic programming.
| Type: | Article |
|---|---|
| Title: | Probabilistic Safety Guarantees for Markov Decision Processes |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1109/tac.2023.3291952 |
| Publisher version: | http://dx.doi.org/10.1109/tac.2023.3291952 |
| Language: | English |
| Additional information: | Copyright © 2023 The Authors. This work is licensed under a Creative Commons Attribution 4.0 License. For more information, see http://creativecommons.org/licenses/by/4.0/. |
| Keywords: | Dynamic programming (DP), linear programming (LP), Markov decision processes (MDPs), safety |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science |
| URI: | https://discovery-pp.ucl.ac.uk/id/eprint/10188420 |
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