Abstract
We marry continuous time Markov decision processes (CTMDPs) with stochastic timed automata into a model with joint expressive power. This extension is very natural, as the two original models already share exponentially distributed sojourn times in locations. It enriches CTMDPs with timing constraints, or symmetrically, stochastic timed automata with one conscious player. Our model maintains the existence of optimal control known for CTMDPs. This also holds for a richer model with two players, which extends continuous time Markov games. But we have to sacrifice the existence of simple schedulers: polyhedral regions are insufficient to obtain optimal control even in the single-player case.
This work was supported by the Engineering and Physical Science Research Council grant EP/H046623/1 ‘Synthesis and Verification in Markov Game Structures’ and a Leverhulme Trust Visiting Fellowship.
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Bertrand, N., Schewe, S. (2012). Playing Optimally on Timed Automata with Random Delays. In: Jurdziński, M., Ničković, D. (eds) Formal Modeling and Analysis of Timed Systems. FORMATS 2012. Lecture Notes in Computer Science, vol 7595. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-33365-1_5
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