# Partial and Conditional Expectations in Markov Decision Processes with Integer Weights

## TL;DR

This paper studies two variants of stochastic shortest path problems in Markov decision processes with integer weights, providing polynomial algorithms for finiteness checks, existence of optimal deterministic schedulers, and approximation methods.

## Contribution

It introduces polynomial-time algorithms for finiteness checks and shows the existence of optimal deterministic schedulers in MDPs with arbitrary integer weights.

## Key findings

- Polynomial-time algorithms for finiteness of expectations
- Existence of optimal deterministic schedulers with infinite memory
- Approximation of optimal values within epsilon in exponential time

## Abstract

The paper addresses two variants of the stochastic shortest path problem ('optimize the accumulated weight until reaching a goal state') 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 (reaching a goal state), but have only been studied in structures with non-negative weights. Our main results are as follows. There are polynomial-time algorithms to check the finiteness of the supremum of the partial or conditional expectations in MDPs with arbitrary integer weights. 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 $\epsilon$ in time exponential in the size of the MDP and polynomial in $\log(1/\epsilon)$.