A Lyapunov shortest-path characterization for Markov decision processes

  • Authors:
  • Julio Clempner;Jesus Medel

  • Affiliations:
  • National Polytechnic Institute, Center for Applied Science and High Technology Research, Center for Computing Research, Mexico City, Mexico;National Polytechnic Institute, Center for Applied Science and High Technology Research, Center for Computing Research, Mexico City, Mexico

  • Venue:
  • MATH'08 Proceedings of the American Conference on Applied Mathematics
  • Year:
  • 2008

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Abstract

In this paper we introduce a modeling paradigm for developing decision process representation for shortest-path problems. Whereas, in previous work attention was restricted to tracking the net using Bellman's equation as a utility function, this work uses a Lyapunov-like function. In this sense, we are changing the traditional cost function by a trajectory-tracking function which is also an optimal cost-to-target function for tracking the net. The main point of the Markov decision process is its ability to represent the system-dynamic and trajectory-dynamic properties of a decision process. Within the system-dynamic properties framework we prove new notions of equilibrium and stability. In the trajectory-dynamic properties framework, we optimize the value of the trajectory-function used for path planning via a Lyapunov-like function, obtaining as a result new characterizations for final decision points (optimum points) and stability. Moreover, we show that the system-dynamic and Lyapunov trajectory-dynamic properties of equilibrium, stability and final decision points (optimum points) meet under certain restrictions.