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Detection-averse optimal and receding-horizon control for Markov decision processes. (English) Zbl 1453.93243
Summary: In this paper, we consider a Markov decision process (MDP) in which the ego agent intends to hide its state from detection by an adversary while pursuing a nominal objective. After formulating the detection-averse MDP problem, we first describe a value iteration (VI) approach to exactly solve it. To overcome the “curse of dimensionality” and thus gain scalability to larger-sized problems, we then propose a receding-horizon optimization (RHO) approach to compute approximate solutions. Numerical examples are reported to illustrate and compare the VI and RHO approaches, and show the potential of the proposed problem formulation for practical applications.
93E20 Optimal stochastic control
90C40 Markov and semi-Markov decision processes
Full Text: DOI
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