The long-run average payoff per transition (mean payoff) is the main tool for specifying the performance and dependability properties of discrete systems. The problem of constructing a controller (strategy) simultaneously optimizing several mean payoffs has been deeply studied for stochastic and game-theoretic models. One common issue of the constructed controllers is the instability of the mean payoffs, measured by the deviations of the average rewards per transition computed in a finite "window" sliding along a run. Unfortunately, the problem of simultaneously optimizing the mean payoffs under local stability constraints is computationally hard, and the existing works do not provide a practically usable algorithm even for non-stochastic models such as two-player games. In this paper, we design and evaluate the first efficient and scalable solution to this problem applicable to Markov decision processes.

The steady-state synthesis aims to construct a policy for a given MDP D such that the long-run average frequencies of visits to the vertices of D satisfy given numerical constraints. This problem is solvable in polynomial time, and memoryless policies are sufficient for approximating an arbitrary frequency vector achievable by a general (infinite-memory) policy. We study the steady-state synthesis problem for multiagent systems, where multiple autonomous agents jointly strive to achieve a suitable frequency vector. We show that the problem for multiple agents is computationally hard (PSPACE or NP hard, depending on the variant), and memoryless strategy profiles are insufficient for approximating achievable frequency vectors. Furthermore, we prove that even evaluating the frequency vector achieved by a given memoryless profile is computationally hard. This reveals a severe barrier to constructing an efficient synthesis algorithm, even for memoryless profiles. Nevertheless, we design an efficient and scalable synthesis algorithm for a subclass of full memoryless profiles, and we evaluate this algorithm on a large class of randomly generated instances. The experimental results demonstrate a significant improvement against a naive algorithm based on strategy sharing.

Long-run average optimization problems for Markov decision processes (MDPs) require constructing policies with optimal steady-state behavior, i.e., optimal limit frequency of visits to the states. However, such policies may suffer from local instability in the sense that the frequency of states visited in a bounded time horizon along a run differs significantly from the limit frequency. In this work, we propose an efficient algorithmic solution to this problem.