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An Anytime Algorithm for Reachability on Uncountable MDP

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Document pages: 29 pages

Abstract: We provide an algorithm for reachability on Markov decision processes withuncountable state and action spaces, which, under mild assumptions,approximates the optimal value to any desired precision. It is the first suchanytime algorithm, meaning that at any point in time it can return the currentapproximation with its precision. Moreover, it simultaneously is the firstalgorithm able to utilize emph{learning} approaches without sacrificingguarantees and it further allows for combination with existing heuristics.

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