AIApr 21, 2022
Sample-Based Bounds for Coherent Risk Measures: Applications to Policy Synthesis and VerificationPrithvi Akella, Anushri Dixit, Mohamadreza Ahmadi et al.
The dramatic increase of autonomous systems subject to variable environments has given rise to the pressing need to consider risk in both the synthesis and verification of policies for these systems. This paper aims to address a few problems regarding risk-aware verification and policy synthesis, by first developing a sample-based method to bound the risk measure evaluation of a random variable whose distribution is unknown. These bounds permit us to generate high-confidence verification statements for a large class of robotic systems. Second, we develop a sample-based method to determine solutions to non-convex optimization problems that outperform a large fraction of the decision space of possible solutions. Both sample-based approaches then permit us to rapidly synthesize risk-aware policies that are guaranteed to achieve a minimum level of system performance. To showcase our approach in simulation, we verify a cooperative multi-agent system and develop a risk-aware controller that outperforms the system's baseline controller. We also mention how our approach can be extended to account for any $g$-entropic risk measure - the subset of coherent risk measures on which we focus.
SYApr 11, 2018
Privacy Verification in POMDPs via Barrier CertificatesMohamadreza Ahmadi, Bo Wu, Hai Lin et al.
Privacy is an increasing concern in cyber-physical systems that operates over a shared network. In this paper, we propose a method for privacy verification of cyber- physical systems modeled by Markov decision processes (MDPs) and partially-observable Markov decision processes (POMDPs) based on barrier certificates. To this end, we consider an opacity-based notion of privacy, which is characterized by the beliefs in system states. We show that the belief update equations can be represented as discrete-time switched systems, for which we propose a set of conditions for privacy verification in terms of barrier certificates. We further demonstrate that, for MDPs and for POMDPs, privacy verification can be computationally implemented by solving a set of semi-definite programs and sum-of-squares programs, respectively. The method is illustrated by an application to privacy verification of an inventory management system.
SYJul 10, 2018
Verification of Uncertain POMDPs Using Barrier CertificatesMohamadreza Ahmadi, Murat Cubuktepe, Nils Jansen et al.
We consider a class of partially observable Markov decision processes (POMDPs) with uncertain transition and/or observation probabilities. The uncertainty takes the form of probability intervals. Such uncertain POMDPs can be used, for example, to model autonomous agents with sensors with limited accuracy, or agents undergoing a sudden component failure, or structural damage [1]. Given an uncertain POMDP representation of the autonomous agent, our goal is to propose a method for checking whether the system will satisfy an optimal performance, while not violating a safety requirement (e.g. fuel level, velocity, and etc.). To this end, we cast the POMDP problem into a switched system scenario. We then take advantage of this switched system characterization and propose a method based on barrier certificates for optimality and/or safety verification. We then show that the verification task can be carried out computationally by sum-of-squares programming. We illustrate the efficacy of our method by applying it to a Mars rover exploration example.
SYAug 2, 2019
Barrier Certificates for Assured Machine TeachingMohamadreza Ahmadi, Bo Wu, Yuxin Chen et al.
Machine teaching can be viewed as optimal control for learning. Given a learner's model, machine teaching aims to determine the optimal training data to steer the learner towards a target hypothesis. In this paper, we are interested in providing assurances for machine teaching algorithms using control theory. In particular, we study a well-established learner's model in the machine teaching literature that is captured by the local preference over a version space. We interpret the problem of teaching a preference-based learner as solving a partially observable Markov decision process (POMDP). We then show that the POMDP formulation can be cast as a special hybrid system, i.e., a discrete-time switched system. Subsequently, we use barrier certificates to verify set-theoric properties of this special hybrid system. We show how the computation of the barrier certificate can be decomposed and numerically implemented as the solution to a sum-of-squares (SOS) program. For illustration, we show how the proposed framework based on control theory can be used to verify the teaching performance of two well-known machine teaching methods.
AISep 9, 2021
Risk-Averse Decision Making Under UncertaintyMohamadreza Ahmadi, Ugo Rosolia, Michel D. Ingham et al.
A large class of decision making under uncertainty problems can be described via Markov decision processes (MDPs) or partially observable MDPs (POMDPs), with application to artificial intelligence and operations research, among others. Traditionally, policy synthesis techniques are proposed such that a total expected cost or reward is minimized or maximized. However, optimality in the total expected cost sense is only reasonable if system behavior in the large number of runs is of interest, which has limited the use of such policies in practical mission-critical scenarios, wherein large deviations from the expected behavior may lead to mission failure. In this paper, we consider the problem of designing policies for MDPs and POMDPs with objectives and constraints in terms of dynamic coherent risk measures, which we refer to as the constrained risk-averse problem. For MDPs, we reformulate the problem into a infsup problem via the Lagrangian framework and propose an optimization-based method to synthesize Markovian policies. For MDPs, we demonstrate that the formulated optimization problems are in the form of difference convex programs (DCPs) and can be solved by the disciplined convex-concave programming (DCCP) framework. We show that these results generalize linear programs for constrained MDPs with total discounted expected costs and constraints. For POMDPs, we show that, if the coherent risk measures can be defined as a Markov risk transition mapping, an infinite-dimensional optimization can be used to design Markovian belief-based policies. For stochastic finite-state controllers (FSCs), we show that the latter optimization simplifies to a (finite-dimensional) DCP and can be solved by the DCCP framework. We incorporate these DCPs in a policy iteration algorithm to design risk-averse FSCs for POMDPs.
SYMar 26, 2021
Risk-Averse Stochastic Shortest Path PlanningMohamadreza Ahmadi, Anushri Dixit, Joel W. Burdick et al.
We consider the stochastic shortest path planning problem in MDPs, i.e., the problem of designing policies that ensure reaching a goal state from a given initial state with minimum accrued cost. In order to account for rare but important realizations of the system, we consider a nested dynamic coherent risk total cost functional rather than the conventional risk-neutral total expected cost. Under some assumptions, we show that optimal, stationary, Markovian policies exist and can be found via a special Bellman's equation. We propose a computational technique based on difference convex programs (DCPs) to find the associated value functions and therefore the risk-averse policies. A rover navigation MDP is used to illustrate the proposed methodology with conditional-value-at-risk (CVaR) and entropic-value-at-risk (EVaR) coherent risk measures.
AIDec 4, 2020
Constrained Risk-Averse Markov Decision ProcessesMohamadreza Ahmadi, Ugo Rosolia, Michel D. Ingham et al.
We consider the problem of designing policies for Markov decision processes (MDPs) with dynamic coherent risk objectives and constraints. We begin by formulating the problem in a Lagrangian framework. Under the assumption that the risk objectives and constraints can be represented by a Markov risk transition mapping, we propose an optimization-based method to synthesize Markovian policies that lower-bound the constrained risk-averse problem. We demonstrate that the formulated optimization problems are in the form of difference convex programs (DCPs) and can be solved by the disciplined convex-concave programming (DCCP) framework. We show that these results generalize linear programs for constrained MDPs with total discounted expected costs and constraints. Finally, we illustrate the effectiveness of the proposed method with numerical experiments on a rover navigation problem involving conditional-value-at-risk (CVaR) and entropic-value-at-risk (EVaR) coherent risk measures.
SYNov 23, 2020
Risk-Sensitive Motion Planning using Entropic Value-at-RiskAnushri Dixit, Mohamadreza Ahmadi, Joel W. Burdick
We consider the problem of risk-sensitive motion planning in the presence of randomly moving obstacles. To this end, we adopt a model predictive control (MPC) scheme and pose the obstacle avoidance constraint in the MPC problem as a distributionally robust constraint with a KL divergence ambiguity set. This constraint is the dual representation of the Entropic Value-at-Risk (EVaR). Building upon this viewpoint, we propose an algorithm to follow waypoints and discuss its feasibility and completion in finite time. We compare the policies obtained using EVaR with those obtained using another common coherent risk measure, Conditional Value-at-Risk (CVaR), via numerical experiments for a 2D system. We also implement the waypoint following algorithm on a 3D quadcopter simulation.
RONov 3, 2020
Risk-Averse Planning via CVaR Barrier Functions: Application to Bipedal Robot LocomotionMohamadreza Ahmadi, Xiaobin Xiong, Aaron D. Ames
Enforcing safety in the presence of stochastic uncertainty is a challenging problem. Traditionally, researchers have proposed safety in the statistical mean as a safety measure in this case. However, ensuring safety in the statistical mean is only reasonable if system's safe behavior in the large number of runs is of interest, which precludes the use of mean safety in practical scenarios. In this paper, we propose a risk sensitive notion of safety called conditional-value-at-risk (CVaR) safety, which is concerned with safe performance in the worst case realizations. We introduce CVaR barrier functions as a tool to enforce CVaR-safety and propose conditions for their Boolean compositions. Given a legacy controller, we show that we can design a minimally interfering CVaR-safe controller via solving difference convex programs. We elucidate the proposed method by applying it to a bipedal robot locomotion case study.
SYApr 8, 2020
Formal Test Synthesis for Safety-Critical Autonomous Systems based on Control Barrier FunctionsPrithvi Akella, Mohamadreza Ahmadi, Richard M. Murray et al.
The prolific rise in autonomous systems has led to questions regarding their safe instantiation in real-world scenarios. Failures in safety-critical contexts such as human-robot interactions or even autonomous driving can ultimately lead to loss of life. In this context, this paper aims to provide a method by which one can algorithmically test and evaluate an autonomous system. Given a black-box autonomous system with some operational specifications, we construct a minimax problem based on control barrier functions to generate a family of test parameters designed to optimally evaluate whether the system can satisfy the specifications. To illustrate our results, we utilize the Robotarium as a case study for an autonomous system that claims to satisfy waypoint navigation and obstacle avoidance simultaneously. We demonstrate that the proposed test synthesis framework systematically finds those sequences of events (tests) that identify points of system failure.
SYMar 19, 2020
Barrier Functions for Multiagent-POMDPs with DTL SpecificationsMohamadreza Ahmadi, Andrew Singletary, Joel W. Burdick et al.
Multi-agent partially observable Markov decision processes (MPOMDPs) provide a framework to represent heterogeneous autonomous agents subject to uncertainty and partial observation. In this paper, given a nominal policy provided by a human operator or a conventional planning method, we propose a technique based on barrier functions to design a minimally interfering safety-shield ensuring satisfaction of high-level specifications in terms of linear distribution temporal logic (LDTL). To this end, we use sufficient and necessary conditions for the invariance of a given set based on discrete-time barrier functions (DTBFs) and formulate sufficient conditions for finite time DTBF to study finite time convergence to a set. We then show that different LDTL mission/safety specifications can be cast as a set of invariance or finite time reachability problems. We demonstrate that the proposed method for safety-shield synthesis can be implemented online by a sequence of one-step greedy algorithms. We demonstrate the efficacy of the proposed method using experiments involving a team of robots.
GTFeb 5, 2020
Partially Observable Games for Secure AutonomyMohamadreza Ahmadi, Arun A. Viswanathan, Michel D. Ingham et al.
Technology development efforts in autonomy and cyber-defense have been evolving independently of each other, over the past decade. In this paper, we report our ongoing effort to integrate these two presently distinct areas into a single framework. To this end, we propose the two-player partially observable stochastic game formalism to capture both high-level autonomous mission planning under uncertainty and adversarial decision making subject to imperfect information. We show that synthesizing sub-optimal strategies for such games is possible under finite-memory assumptions for both the autonomous decision maker and the cyber-adversary. We then describe an experimental testbed to evaluate the efficacy of the proposed framework.
AIJan 21, 2020
Stochastic Finite State Control of POMDPs with LTL SpecificationsMohamadreza Ahmadi, Rangoli Sharan, Joel W. Burdick
Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs is notoriously intractable. This paper considers the quantitative problem of synthesizing sub-optimal stochastic finite state controllers (sFSCs) for POMDPs such that the probability of satisfying a set of high-level specifications in terms of linear temporal logic (LTL) formulae is maximized. We begin by casting the latter problem into an optimization and use relaxations based on the Poisson equation and McCormick envelopes. Then, we propose an stochastic bounded policy iteration algorithm, leading to a controlled growth in sFSC size and an any time algorithm, where the performance of the controller improves with successive iterations, but can be stopped by the user based on time or memory considerations. We illustrate the proposed method by a robot navigation case study.
ROSep 27, 2019
Risk-Averse Planning Under UncertaintyMohamadreza Ahmadi, Masahiro Ono, Michel D. Ingham et al.
We consider the problem of designing policies for partially observable Markov decision processes (POMDPs) with dynamic coherent risk objectives. Synthesizing risk-averse optimal policies for POMDPs requires infinite memory and thus undecidable. To overcome this difficulty, we propose a method based on bounded policy iteration for designing stochastic but finite state (memory) controllers, which takes advantage of standard convex optimization methods. Given a memory budget and optimality criterion, the proposed method modifies the stochastic finite state controller leading to sub-optimal solutions with lower coherent risk.
ROMar 19, 2019
Safe Policy Synthesis in Multi-Agent POMDPs via Discrete-Time Barrier FunctionsMohamadreza Ahmadi, Andrew Singletary, Joel W. Burdick et al.
A multi-agent partially observable Markov decision process (MPOMDP) is a modeling paradigm used for high-level planning of heterogeneous autonomous agents subject to uncertainty and partial observation. Despite their modeling efficiency, MPOMDPs have not received significant attention in safety-critical settings. In this paper, we use barrier functions to design policies for MPOMDPs that ensure safety. Notably, our method does not rely on discretization of the belief space, or finite memory. To this end, we formulate sufficient and necessary conditions for the safety of a given set based on discrete-time barrier functions (DTBFs) and we demonstrate that our formulation also allows for Boolean compositions of DTBFs for representing more complicated safe sets. We show that the proposed method can be implemented online by a sequence of one-step greedy algorithms as a standalone safe controller or as a safety-filter given a nominal planning policy. We illustrate the efficiency of the proposed methodology based on DTBFs using a high-fidelity simulation of heterogeneous robots.
SYMay 17, 2019
Control Theory Meets POMDPs: A Hybrid Systems ApproachMohamadreza Ahmadi, Nils Jansen, Bo Wu et al.
Partially observable Markov decision processes (POMDPs) provide a modeling framework for a variety of sequential decision making under uncertainty scenarios in artificial intelligence (AI). Since the states are not directly observable in a POMDP, decision making has to be performed based on the output of a Bayesian filter (continuous beliefs). Hence, POMDPs are often computationally intractable to solve exactly and researchers resort to approximate methods often using discretizations of the continuous belief space. These approximate solutions are, however, prone to discretization errors, which has made POMDPs ineffective in applications, wherein guarantees for safety, optimality, or performance are required. To overcome the complexity challenge of POMDPs, we apply notions from control theory. The goal is to determine the reachable belief space of a POMDP, that is, the set of all possible evolutions given an initial belief distribution over the states and a set of actions and observations. We begin by casting the problem of analyzing a POMDP into analyzing the behavior of a discrete-time switched system. For estimating the reachable belief space, we find over-approximations in terms of sub-level sets of Lyapunov functions. Furthermore, in order to verify safety and optimality requirements of a given POMDP, we formulate a barrier certificate theorem, wherein we show that if there exists a barrier certificate satisfying a set of inequalities along with the belief update equation of the POMDP, the safety and optimality properties are guaranteed to hold. In both cases, we show how the calculations can be decomposed into smaller problems that can be solved in parallel. The conditions we formulate can be computationally implemented as a set of sum-of-squares programs. We illustrate the applicability of our method by addressing two problems in active ad scheduling and machine teaching.
AISep 28, 2018
The Partially Observable Games We Play for Cyber DeceptionMohamadreza Ahmadi, Murat Cubuktepe, Nils Jansen et al.
Progressively intricate cyber infiltration mechanisms have made conventional means of defense, such as firewalls and malware detectors, incompetent. These sophisticated infiltration mechanisms can study the defender's behavior, identify security caveats, and modify their actions adaptively. To tackle these security challenges, cyber-infrastructures require active defense techniques that incorporate cyber deception, in which the defender (deceiver) implements a strategy to mislead the infiltrator. To this end, we use a two-player partially observable stochastic game (POSG) framework, wherein the deceiver has full observability over the states of the POSG, and the infiltrator has partial observability. Then, the deception problem is to compute a strategy for the deceiver that minimizes the expected cost of deception against all strategies of the infiltrator. We first show that the underlying problem is a robust mixed-integer linear program, which is intractable to solve in general. Towards a scalable approach, we compute optimal finite-memory strategies for the infiltrator by a reduction to a series of synthesis problems for parametric Markov decision processes. We use these infiltration strategies to find robust strategies for the deceiver using mixed-integer linear programming. We illustrate the performance of our technique on a POSG model for network security. Our experiments demonstrate that the proposed approach handles scenarios considerably larger than those of the state-of-the-art methods.
SYSep 28, 2018
Cost-Bounded Active Classification Using Partially Observable Markov Decision ProcessesBo Wu, Mohamadreza Ahmadi, Suda Bharadwaj et al.
Active classification, i.e., the sequential decision-making process aimed at data acquisition for classification purposes, arises naturally in many applications, including medical diagnosis, intrusion detection, and object tracking. In this work, we study the problem of actively classifying dynamical systems with a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the dynamical system, and observe its reactions so that the true model is determined efficiently with high confidence. To this end, we present a decision-theoretic framework based on partially observable Markov decision processes (POMDPs). The proposed framework relies on assigning a classification belief (a probability distribution) to each candidate MDP model. Given an initial belief, some misclassification probabilities, a cost bound, and a finite time horizon, we design POMDP strategies leading to classification decisions. We present two different approaches to find such strategies. The first approach computes the optimal strategy "exactly" using value iteration. To overcome the computational complexity of finding exact solutions, the second approach is based on adaptive sampling to approximate the optimal probability of reaching a classification decision. We illustrate the proposed methodology using two examples from medical diagnosis and intruder detection.
SYSep 18, 2018
Transfer Entropy in MDPs with Temporal Logic SpecificationsSuda Bharadwaj, Mohamadreza Ahmadi, Takashi Tanaka et al.
Emerging applications in autonomy require control techniques that take into account uncertain environments, communication and sensing constraints, while satisfying highlevel mission specifications. Motivated by this need, we consider a class of Markov decision processes (MDPs), along with a transfer entropy cost function. In this context, we study highlevel mission specifications as co-safe linear temporal logic (LTL) formulae. We provide a method to synthesize a policy that minimizes the weighted sum of the transfer entropy and the probability of failure to satisfy the specification. We derive a set of coupled non-linear equations that an optimal policy must satisfy. We then use a modified Arimoto-Blahut algorithm to solve the non-linear equations. Finally, we demonstrated the proposed method on a navigation and path planning scenario of a Mars rover.