Stochastic Safest and Shortest Path Problems

Autor: Florent Teichteil-Königsbuch
Rok vydání: 2021
Předmět:
Zdroj: Proceedings of the AAAI Conference on Artificial Intelligence. 26:1825-1831
ISSN: 2374-3468
2159-5399
DOI: 10.1609/aaai.v26i1.8367
Popis: Optimal solutions to Stochastic Shortest Path Problems (SSPs) usually require that there exists at least one policy that reaches the goal with probability 1 from the initial state. This condition is very strong and prevents from solving many interesting problems, for instance where all possible policies reach some dead-end states with a positive probability. We introduce a more general and richer dual optimization criterion, which minimizes the average (undiscounted) cost of only paths leading to the goal among all policies that maximize the probability to reach the goal. We present policy update equations in the form of dynamic programming for this new dual criterion, which are different from the standard Bellman equations, but produce the same solution if there exists one policy leading to the goal with probability 1 from the initial state. We demonstrate that our equations converge in infinite horizon without any condition on the structure of the problem or on its policies, which actually extends the class of SSPs that can be solved. We experimentally show that our dual criterion provides well-founded solutions to SSPs that can not be solved by the standard criterion, and that using a discount factor with the latter certainly provides solution policies but which are not optimal considering our well-founded criterion.
Databáze: OpenAIRE