Real-world decision problems often involve multiple competing objectives. The Stochastic Shortest Path (SSP) with lexicographic preferences over multiple costs offers an expressive formulation for many practical problems. However, the existing solution methods either lack optimality guarantees or require costly computations over the entire state space. We propose the first heuristic algorithm for this problem, based on the heuristic algorithm for Constrained SSPs. Our experiments show that our heuristic search algorithm can compute optimal policies while avoiding a large portion of the state space. We further analyze the theoretical properties of the problem, showing the conditions under which SSPs with lexicographic preferences have a proper optimal policy.
Heuristic Search for SSPs with Lexicographic Preferences over Multiple Costs
Shuwa Miura,Kyle Hollins Wray,S. Zilberstein
Published 2022 in Symposium on Combinatorial Search
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- Publication year
2022
- Venue
Symposium on Combinatorial Search
- Publication date
2022-07-17
- Fields of study
Mathematics, Computer Science
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