On reachability of Markov chains: A long-run average approach
Mauricio Junca, Daniel Ávila · DIAL (Catholic University of Leuven) · 2021
We consider a Markov control model in discrete time with countable both state space and action space. Using the value function of a suitable long-run average reward problem, we study various reachability/controllability problems. First, we characterize the domain of attraction and escape set of the system, and a generalization called p-domain of attraction, using the aforementioned value function. Next, we solve the problem of maximizing the probability of reaching a set $A$ while avoiding a set B. Finally, we consider a constrained version of the previous problem where we ask for the probability of reaching the set $B$ to be bounded. In the finite case, we use linear programming formulations to solve these problem