Research in efficient methods for solving infinite-horizon MDPs has so far concentrated primarily on discounted MDPs and the more general stochastic shortest path problems (SSPs). These are MDPs with 1) an optimal value function V*that is the unique solution of Bellman equation and 2) optimal policies that are the greedy policies w.r.t. V*. This paper’s main contribution is the description of a new class of MDPs, that have well-defined optimal solutions that do not comply with either 1 or 2 above. We call our new class Generalized Stochastic Shortest Path (GSSP) problems. GSSP allows more general reward structure than SSP and subsumes several established MDP types including SSP, positive-bounded, negative, and discounted-reward models. While existing efficient heuristic search algorithms like LAO*and LRTDP are not guaranteed to converge to the optimal value function for GSSPs, we present a new heuristic-search-based family of algorithms, FRET (Find, Revise, Eliminate Traps). A preliminary empirical evaluation shows that FRET solves GSSPs much more efficiently than Value Iteration.<\/p>\n","protected":false},"excerpt":{"rendered":"
Research in efficient methods for solving infinite-horizon MDPs has so far concentrated primarily on discounted MDPs and the more general stochastic shortest path problems (SSPs). These are MDPs with 1) an optimal value function V*that is the unique solution of Bellman equation and 2) optimal policies that are the greedy policies w.r.t. V*. This paper’s […]<\/p>\n","protected":false},"featured_media":0,"template":"","meta":{"msr-url-field":"","msr-podcast-episode":"","msrModifiedDate":"","msrModifiedDateEnabled":false,"ep_exclude_from_search":false,"_classifai_error":"","footnotes":""},"msr-content-type":[3],"msr-research-highlight":[],"research-area":[13556],"msr-publication-type":[193716],"msr-product-type":[],"msr-focus-area":[],"msr-platform":[],"msr-download-source":[],"msr-locale":[268875],"msr-post-option":[],"msr-field-of-study":[],"msr-conference":[],"msr-journal":[],"msr-impact-theme":[],"msr-pillar":[],"class_list":["post-340973","msr-research-item","type-msr-research-item","status-publish","hentry","msr-research-area-artificial-intelligence","msr-locale-en_us"],"msr_publishername":"AAAI Press","msr_edition":"","msr_affiliation":"","msr_published_date":"2011-6-11","msr_host":"","msr_duration":"","msr_version":"","msr_speaker":"","msr_other_contributors":"","msr_booktitle":"","msr_pages_string":"","msr_chapter":"","msr_isbn":"","msr_journal":"","msr_volume":"","msr_number":"","msr_editors":"","msr_series":"","msr_issue":"","msr_organization":"","msr_how_published":"","msr_notes":"","msr_highlight_text":"","msr_release_tracker_id":"","msr_original_fields_of_study":"","msr_download_urls":"","msr_external_url":"","msr_secondary_video_url":"","msr_longbiography":"","msr_microsoftintellectualproperty":1,"msr_main_download":"340976","msr_publicationurl":"","msr_doi":"","msr_publication_uploader":[{"type":"file","viewUrl":"https:\/\/www.microsoft.com\/en-us\/research\/wp-content\/uploads\/2016\/12\/HSGSSP.pdf","id":"340976","title":"hsgssp","label_id":"243109","label":0}],"msr_related_uploader":"","msr_attachments":[],"msr-author-ordering":[{"type":"user_nicename","value":"Andrey Kolobov","user_id":30910,"rest_url":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/microsoft-research\/v1\/researchers?person=Andrey Kolobov"},{"type":"text","value":"Mausam","user_id":0,"rest_url":false},{"type":"text","value":"Daniel S. 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