Optimal Continuous Time Markov Decisions. Butkova, Y., Hatefi, H., Hermanns, H., & Krcal, J. arXiv:1507.02876 [cs], July, 2015. arXiv: 1507.02876
Optimal Continuous Time Markov Decisions [link]Paper  abstract   bibtex   
In the context of Markov decision processes running in continuous time, one of the most intriguing challenges is the efficient approximation of finite horizon reachability objectives. A multitude of sophisticated model checking algorithms have been proposed for this. However, no proper benchmarking has been performed thus far. This paper presents a novel and yet simple solution: an algorithm originally developed for a restricted subclass of models and a subclass of schedulers can be twisted so as to become competitive with the more sophisticated algorithms in full generality. As the second main contribution, we perform a comparative evaluation of the core algorithmic concepts on an extensive set of benchmarks varying over all key parameters: model size, amount of non-determinism, time horizon, and precision.
@article{butkova_optimal_2015,
	title = {Optimal {Continuous} {Time} {Markov} {Decisions}},
	url = {http://arxiv.org/abs/1507.02876},
	abstract = {In the context of Markov decision processes running in continuous time, one of the most intriguing challenges is the efficient approximation of finite horizon reachability objectives. A multitude of sophisticated model checking algorithms have been proposed for this. However, no proper benchmarking has been performed thus far. This paper presents a novel and yet simple solution: an algorithm originally developed for a restricted subclass of models and a subclass of schedulers can be twisted so as to become competitive with the more sophisticated algorithms in full generality. As the second main contribution, we perform a comparative evaluation of the core algorithmic concepts on an extensive set of benchmarks varying over all key parameters: model size, amount of non-determinism, time horizon, and precision.},
	urldate = {2015-08-05},
	journal = {arXiv:1507.02876 [cs]},
	author = {Butkova, Yuliya and Hatefi, Hassan and Hermanns, Holger and Krcal, Jan},
	month = jul,
	year = {2015},
	note = {arXiv: 1507.02876},
	keywords = {Computer Science - Systems and Control},
}

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