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Published Articles >> Table of Contents >> Abstract
Second International Conference on the Quantitative Evaluation of Systems (QEST'05)
pp. 54-62
An approximation algorithm for labelled Markov processes: towards realistic approximation
Alexandre Bouchard-Cote, McGill University Montreal, Quebec, Canada
Norm Ferns, McGill University Montreal, Quebec, Canada
Prakash Panangaden,, McGill University Montreal, Quebec, Canada
Doina Precup, McGill University Montreal, Quebec, Canada
Full Article Text:
 
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/QEST.2005.4
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| Abstract |
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Approximation 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 aMonte-Carlobased
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.
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 Additional Information
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Citation:
Alexandre Bouchard-Cote, Norm Ferns, Prakash Panangaden,, Doina Precup,
"An approximation algorithm for labelled Markov processes: towards realistic approximation,"
qest,
pp. 54-62,
Second International Conference on the Quantitative Evaluation of Systems (QEST'05),
2005
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