Simple Strategies in Multi-Objective MDPs

Abstract

We consider the verification of multiple expected reward objectives at once on Markov decision processes (MDPs). This enables a trade-off analysis among multiple objectives by obtaining the Pareto front. We focus on strategies that are easy to employ and implement. That is, strategies that are pure (no randomization) and have bounded memory. We show that checking whether a point is achievable by a pure stationary strategy is NP-complete, even for two objectives, and we provide an MILP encoding to solve the corresponding problem. The bounded memory case can be reduced to the stationary one by a product construction. Experimental results using Storm and Gurobi show the feasibility of our algorithms.

Publication
Tools and Algorithms for the Construction and Analysis of Systems - 26th International Conference, TACAS 2020, Held as Part of the European Joint Conferences on Theory and Practice of Software, ETAPS 2020, Dublin, Ireland, April 25-30, 2020