Motivated by the successful application of the theory of regular languages to formal verification of finite-state systems, there is a renewed interest in developing a theory of analyzable functions from strings to numerical values that can provide a foundation for analyzing quantitative properties of finitestate systems. In this paper, we propose a deterministic model for associating costs with strings that is parameterized by operations of interest (such as addition, scaling, and min), a notion of regularity that provides a yardstick to measure expressiveness, and study decision problems and theoretical properties of resulting classes of cost functions. Our definition of regularity relies on the theory of string-to-tree transducers, and allows associating costs with events that are conditional upon regular properties of future events. Our model of cost register automata allows computation of regular functions using multiple “write-only” registers whose values can be combined using the allowed set of operations. We show that classical shortest-path algorithms as well as algorithms designed for computing discounted costs, can be adopted for solving the min-cost problems for the more general classes of functions specified in our model. Cost register automata with min and increment give a deterministic model that is equivalent to weighted automata, an extensively studied nondeterministic model, and this connection results in new insights and new open problems.
In @cite_28 , the authors introduce weighted logic for infinite words. In order to address convergence of the weighted sum, the authors assume discounting along later edges in a path ( , future discounting). Extending the results of this paper to discounted weighted computations over infinite words remains open.
@cite_28
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We introduce a weighted logic with discounting and we establish the Buchi-Elgot theorem for weighted automata over finite words and arbitrary commutative semirings. Then we investigate Buchi and Muller automata with discounting over the max-plus and the min-plus semiring. We show their expressive equivalence with weighted MSO-sentences with discounting. In this case our logic has a purely syntactic definition. For the finite case, we obtain a purely syntactically defined weighted logic if the underlying semiring is additively locally finite. A possibly immortal agent tries to maximise its summed discounted rewards over time, where discounting is used to avoid infinite utilities and encourage the agent to value current rewards more than future ones. Some commonly used discount functions lead to time-inconsistent behavior where the agent changes its plan over time. These inconsistencies can lead to very poor behavior. We generalise the usual discounted utility model to one where the discount function changes with the age of the agent. We then give a simple characterisation of time- (in)consistent discount functions and show the existence of a rational policy for an agent that knows its discount function is time-inconsistent. In this paper, we give the first constant-factor approximation algorithm for the rooted Orienteering problem, as well as a new problem that we call the Discounted-Reward traveling salesman problem (TSP), motivated by robot navigation. In both problems, we are given a graph with lengths on edges and rewards on nodes, and a start node @math . In the Orienteering problem, the goal is to find a path starting at @math that maximizes the reward collected, subject to a hard limit on the total length of the path. In the Discounted-Reward TSP, instead of a length limit we are given a discount factor @math , and the goal is to maximize the total discounted reward collected, where the reward for a node reached at time @math is discounted by @math . This problem is motivated by an approximation to a planning problem in the Markov decision process (MDP) framework under the commonly employed infinite horizon discounted reward optimality criterion. The approximation arises from a need to deal with exponentially large state spaces that emerge when trying to model one-time events and nonrepeatable rewards (such as for package deliveries). We also consider tree and multiple-path variants of these problems and provide approximations for those as well. Although the unrooted Orienteering problem, where there is no fixed start node @math , has been known to be approximable using algorithms for related problems such as @math -TSP (in which the amount of reward to be collected is fixed and the total length is approximately minimized), ours is the first to approximate the rooted question, solving an open problem in [E. M. Arkin, J. S. B. Mitchell, and G. Narasimhan, Proceedings of the @math th ACM Symposium on Computational Geometry, 1998, pp. 307-316] and [B. Awerbuch, Y. Azar, A. Blum, and S. Vempala, SIAM J. Comput., 28 (1998), pp. 254-262]. We complement our approximation result for Orienteering by showing that the problem is APX-hard. The authors develop a theory characterizing optimal stopping times for discrete-time ergodic Markov processes with discounted rewards. The theory differs from prior work by its view of per-stage and terminal reward functions as elements of a certain Hilbert space. In addition to a streamlined analysis establishing existence and uniqueness of a solution to Bellman's equation, this approach provides an elegant framework for the study of approximate solutions. In particular, the authors propose a stochastic approximation algorithm that tunes weights of a linear combination of basis functions in order to approximate a value function. They prove that this algorithm converges (almost surely) and that the limit of convergence has some desirable properties. The utility of the approximation method is illustrated via a computational case study involving the pricing of a path dependent financial derivative security that gives rise to an optimal stopping problem with a 100-dimensional state space.