Partial and Conditional Expectations in Markov Decision Processes with Integer Weights
The presented work addresses two variants of the stochastic shortest path problem in Markov decision processes (MDPs) with integer weights. The first variant optimizes partial expected accumulated weights, where paths not leading to a goal state are assigned weight 0, while the second variant considers conditional expected accumulated weights, where the probability mass is redistributed to paths reaching the goal. Both variants constitute useful approaches to the analysis of systems without guarantees on the occurrence of an event of interest. Our main results are as follows. There are polynomial-time algorithms to check the finiteness of the supremum of the partial or conditional expectations. If finite, then optimal weight-based deterministic schedulers exist. In contrast to the setting of non-negative weights, optimal schedulers can need infinite memory and their value can be irrational. However, the optimal value can be approximated up to an absolute error of eps in time exponential in the size of the MDP and polynomial in log(1/eps).