An approximation algorithm for labelled Markov processes: towards realistic approximation

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An approximation algorithm for labelled Markov processes: towards realistic approximation

TitleAn approximation algorithm for labelled Markov processes: towards realistic approximation
Publication TypeConference Paper
Year of Publication2005
AuthorsBouchard-Cote, A, Ferns, N, Panangaden, P, Precup, D
Conference NameSECOND INTERNATIONAL CONFERENCE ON THE QUANTITATIVE EVALUATION OF SYSTEMS, PROCEEDINGS
PublisherUniv Torino, Dipt Informat; Univ Piemonte Orientale, Dipt Informat; Politecnico Torino, Dipt Elettron
Conference Location10662 LOS VAQUEROS CIRCLE, PO BOX 3014, LOS ALAMITOS, CA 90720-1264 USA
ISBN Number0-7695-2427-3
AbstractApproximation techniques for labelled Markov processes on continuous state spaces were developed by Desharnais, Gupta, Jagadeesan and Panangaden. However, it has not been clear whether this scheme could be used in practice since it involves inverting a stochastic kernel. We describe a Monte-Carlo-based implementation scheme for this approximation algorithm. This is, to the best of our knowledge, the first implementation of this approximation scheme. The implementation involves some novel ideas about how to estimate infs using sampling and also replacing the explicit description of subsets of the state space by tests for membership. It is hoped that this work will enable more applications of continuous probabilistic LMP theory to emerge.
DOI10.1109/QEST.2005.4