1.2SYFeb 23, 2015
Temporal Logic Control for Stochastic Linear Systems using Abstraction Refinement of Probabilistic GamesMaria Svorenova, Jan Kretinsky, Martin Chmelik et al.
We consider the problem of computing the set of initial states of a dynamical system such that there exists a control strategy to ensure that the trajectories satisfy a temporal logic specification with probability 1 (almost-surely). We focus on discrete-time, stochastic linear dynamics and specifications given as formulas of the Generalized Reactivity(1) fragment of Linear Temporal Logic over linear predicates in the states of the system. We propose a solution based on iterative abstraction-refinement, and turn-based 2-player probabilistic games. While the theoretical guarantee of our algorithm after any finite number of iterations is only a partial solution, we show that if our algorithm terminates, then the result is the set of satisfying initial states. Moreover, for any (partial) solution our algorithm synthesizes witness control strategies to ensure almost-sure satisfaction of the temporal logic specification. We demonstrate our approach on an illustrative case study.
1.2SYJul 25, 2018
Continuous-Time Markov Decisions based on Partial ExplorationPranav Ashok, Yuliya Butkova, Holger Hermanns et al.
We provide a framework for speeding up algorithms for time-bounded reachability analysis of continuous-time Markov decision processes. The principle is to find a small, but almost equivalent subsystem of the original system and only analyse the subsystem. Candidates for the subsystem are identified through simulations and iteratively enlarged until runs are represented in the subsystem with high enough probability. The framework is thus dual to that of abstraction refinement. We instantiate the framework in several ways with several traditional algorithms and experimentally confirm orders-of-magnitude speed ups in many cases.
1.2SYSep 12, 2011
Fixed-delay Events in Generalized Semi-Markov Processes RevisitedTomáš Brázdil, Jan Krčál, Jan Křetínský et al.
We study long run average behavior of generalized semi-Markov processes with both fixed-delay events as well as variable-delay events. We show that allowing two fixed-delay events and one variable-delay event may cause an unstable behavior of a GSMP. In particular, we show that a frequency of a given state may not be defined for almost all runs (or more generally, an invariant measure may not exist). We use this observation to disprove several results from literature. Next we study GSMP with at most one fixed-delay event combined with an arbitrary number of variable-delay events. We prove that such a GSMP always possesses an invariant measure which means that the frequencies of states are always well defined and we provide algorithms for approximation of these frequencies. Additionally, we show that the positive results remain valid even if we allow an arbitrary number of reasonably restricted fixed-delay events.
7.9AIApr 19, 2023
Stopping Criteria for Value Iteration on Stochastic Games with Quantitative ObjectivesJan Křetínský, Tobias Meggendorfer, Maximilian Weininger
A classic solution technique for Markov decision processes (MDP) and stochastic games (SG) is value iteration (VI). Due to its good practical performance, this approximative approach is typically preferred over exact techniques, even though no practical bounds on the imprecision of the result could be given until recently. As a consequence, even the most used model checkers could return arbitrarily wrong results. Over the past decade, different works derived stopping criteria, indicating when the precision reaches the desired level, for various settings, in particular MDP with reachability, total reward, and mean payoff, and SG with reachability. In this paper, we provide the first stopping criteria for VI on SG with total reward and mean payoff, yielding the first anytime algorithms in these settings. To this end, we provide the solution in two flavours: First through a reduction to the MDP case and second directly on SG. The former is simpler and automatically utilizes any advances on MDP. The latter allows for more local computations, heading towards better practical efficiency. Our solution unifies the previously mentioned approaches for MDP and SG and their underlying ideas. To achieve this, we isolate objective-specific subroutines as well as identify objective-independent concepts. These structural concepts, while surprisingly simple, form the very essence of the unified solution.
5.8LGAug 26, 2022
Algebraically Explainable Controllers: Decision Trees and Support Vector Machines Join ForcesFlorian Jüngermann, Jan Křetínský, Maximilian Weininger
Recently, decision trees (DT) have been used as an explainable representation of controllers (a.k.a. strategies, policies, schedulers). Although they are often very efficient and produce small and understandable controllers for discrete systems, complex continuous dynamics still pose a challenge. In particular, when the relationships between variables take more complex forms, such as polynomials, they cannot be obtained using the available DT learning procedures. In contrast, support vector machines provide a more powerful representation, capable of discovering many such relationships, but not in an explainable form. Therefore, we suggest to combine the two frameworks in order to obtain an understandable representation over richer, domain-relevant algebraic predicates. We demonstrate and evaluate the proposed method experimentally on established benchmarks.
4.3SYJun 3, 2022
PAC Statistical Model Checking of Mean Payoff in Discrete- and Continuous-Time MDPChaitanya Agarwal, Shibashis Guha, Jan Křetínský et al.
Markov decision processes (MDP) and continuous-time MDP (CTMDP) are the fundamental models for non-deterministic systems with probabilistic uncertainty. Mean payoff (a.k.a. long-run average reward) is one of the most classic objectives considered in their context. We provide the first algorithm to compute mean payoff probably approximately correctly in unknown MDP; further, we extend it to unknown CTMDP. We do not require any knowledge of the state space, only a lower bound on the minimum transition probability, which has been advocated in literature. In addition to providing probably approximately correct (PAC) bounds for our algorithm, we also demonstrate its practical nature by running experiments on standard benchmarks.
2.3SYJan 21, 2011
Measuring Performance of Continuous-Time Stochastic Processes using Timed AutomataTomáš Brázdil, Jan Krčál, Jan Křetínský et al.
We propose deterministic timed automata (DTA) as a model-independent language for specifying performance and dependability measures over continuous-time stochastic processes. Technically, these measures are defined as limit frequencies of locations (control states) of a DTA that observes computations of a given stochastic process. Then, we study the properties of DTA measures over semi-Markov processes in greater detail. We show that DTA measures over semi-Markov processes are well-defined with probability one, and there are only finitely many values that can be assumed by these measures with positive probability. We also give an algorithm which approximates these values and the associated probabilities up to an arbitrarily small given precision. Thus, we obtain a general and effective framework for analysing DTA measures over semi-Markov processes.
Syntactic vs Semantic Linear Abstraction and Refinement of Neural NetworksCalvin Chau, Jan Křetínský, Stefanie Mohr
Abstraction is a key verification technique to improve scalability. However, its use for neural networks is so far extremely limited. Previous approaches for abstracting classification networks replace several neurons with one of them that is similar enough. We can classify the similarity as defined either syntactically (using quantities on the connections between neurons) or semantically (on the activation values of neurons for various inputs). Unfortunately, the previous approaches only achieve moderate reductions, when implemented at all. In this work, we provide a more flexible framework where a neuron can be replaced with a linear combination of other neurons, improving the reduction. We apply this approach both on syntactic and semantic abstractions, and implement and evaluate them experimentally. Further, we introduce a refinement method for our abstractions, allowing for finding a better balance between reduction and precision.
6.9GTMar 29
Sound Value Iteration for Simple Stochastic GamesMuqsit Azeem, Jan Kretinsky, Maximilian Weininger
Algorithmic analysis of Markov decision processes (MDP) and stochastic games (SG) in practice relies on value-iteration (VI) algorithms. Since the basic version of VI does not provide guarantees on the precision of the result, variants of VI have been proposed that offer such guarantees. In particular, sound value iteration (SVI) not only provides precise lower and upper bounds on the result, but also converges faster in the presence of probabilistic cycles. Unfortunately, it is neither applicable to SG, nor to MDP with end components. In this paper, we extend SVI and cover both cases. The technical challenge consists mainly in proper treatment of end components, which require different handling than in the literature. Moreover, we provide several optimizations of SVI. Finally, we also evaluate our prototype implementation experimentally to confirm its advantages on systems with probabilistic cycles.
8.5AIMay 23, 2024
stl2vec: Semantic and Interpretable Vector Representation of Temporal LogicGaia Saveri, Laura Nenzi, Luca Bortolussi et al.
Integrating symbolic knowledge and data-driven learning algorithms is a longstanding challenge in Artificial Intelligence. Despite the recognized importance of this task, a notable gap exists due to the discreteness of symbolic representations and the continuous nature of machine-learning computations. One of the desired bridges between these two worlds would be to define semantically grounded vector representation (feature embedding) of logic formulae, thus enabling to perform continuous learning and optimization in the semantic space of formulae. We tackle this goal for knowledge expressed in Signal Temporal Logic (STL) and devise a method to compute continuous embeddings of formulae with several desirable properties: the embedding (i) is finite-dimensional, (ii) faithfully reflects the semantics of the formulae, (iii) does not require any learning but instead is defined from basic principles, (iv) is interpretable. Another significant contribution lies in demonstrating the efficacy of the approach in two tasks: learning model checking, where we predict the probability of requirements being satisfied in stochastic processes; and integrating the embeddings into a neuro-symbolic framework, to constrain the output of a deep-learning generative model to comply to a given logical specification.
4.6LGMay 16, 2024
Monitizer: Automating Design and Evaluation of Neural Network MonitorsMuqsit Azeem, Marta Grobelna, Sudeep Kanav et al.
The behavior of neural networks (NNs) on previously unseen types of data (out-of-distribution or OOD) is typically unpredictable. This can be dangerous if the network's output is used for decision-making in a safety-critical system. Hence, detecting that an input is OOD is crucial for the safe application of the NN. Verification approaches do not scale to practical NNs, making runtime monitoring more appealing for practical use. While various monitors have been suggested recently, their optimization for a given problem, as well as comparison with each other and reproduction of results, remain challenging. We present a tool for users and developers of NN monitors. It allows for (i) application of various types of monitors from the literature to a given input NN, (ii) optimization of the monitor's hyperparameters, and (iii) experimental evaluation and comparison to other approaches. Besides, it facilitates the development of new monitoring approaches. We demonstrate the tool's usability on several use cases of different types of users as well as on a case study comparing different approaches from recent literature.
14.7AIJan 29, 2025
SemML: Enhancing Automata-Theoretic LTL Synthesis with Machine LearningJan Kretinsky, Tobias Meggendorfer, Maximilian Prokop et al.
Synthesizing a reactive system from specifications given in linear temporal logic (LTL) is a classical problem, finding its applications in safety-critical systems design. We present our tool SemML, which won this year's LTL realizability tracks of SYNTCOMP, after years of domination by Strix. While both tools are based on the automata-theoretic approach, ours relies heavily on (i) Semantic labelling, additional information of logical nature, coming from recent LTL-to-automata translations and decorating the resulting parity game, and (ii) Machine Learning approaches turning this information into a guidance oracle for on-the-fly exploration of the parity game (whence the name SemML). Our tool fills the missing gaps of previous suggestions to use such an oracle and provides an efficeint implementation with additional algorithmic improvements. We evaluate SemML both on the entire set of SYNTCOMP as well as a synthetic data set, compare it to Strix, and analyze the advantages and limitations. As SemML solves more instances on SYNTCOMP and does so significantly faster on larger instances, this demonstrates for the first time that machine-learning-aided approaches can out-perform state-of-the-art tools in real LTL synthesis.
1-2-3-Go! Policy Synthesis for Parameterized Markov Decision Processes via Decision-Tree Learning and GeneralizationMuqsit Azeem, Debraj Chakraborty, Sudeep Kanav et al.
Despite the advances in probabilistic model checking, the scalability of the verification methods remains limited. In particular, the state space often becomes extremely large when instantiating parameterized Markov decision processes (MDPs) even with moderate values. Synthesizing policies for such \emph{huge} MDPs is beyond the reach of available tools. We propose a learning-based approach to obtain a reasonable policy for such huge MDPs. The idea is to generalize optimal policies obtained by model-checking small instances to larger ones using decision-tree learning. Consequently, our method bypasses the need for explicit state-space exploration of large models, providing a practical solution to the state-space explosion problem. We demonstrate the efficacy of our approach by performing extensive experimentation on the relevant models from the quantitative verification benchmark set. The experimental results indicate that our policies perform well, even when the size of the model is orders of magnitude beyond the reach of state-of-the-art analysis tools.
8.5AIJan 15, 2024
Learning Explainable and Better Performing Representations of POMDP StrategiesAlexander Bork, Debraj Chakraborty, Kush Grover et al.
Strategies for partially observable Markov decision processes (POMDP) typically require memory. One way to represent this memory is via automata. We present a method to learn an automaton representation of a strategy using a modification of the L*-algorithm. Compared to the tabular representation of a strategy, the resulting automaton is dramatically smaller and thus also more explainable. Moreover, in the learning process, our heuristics may even improve the strategy's performance. In contrast to approaches that synthesize an automaton directly from the POMDP thereby solving it, our approach is incomparably more scalable.
1.2GTFeb 27
Resilient Strategies for Stochastic Systems: How Much Does It Take to Break a Winning Strategy?Kush Grover, Markel Zubia, Debraj Chakraborty et al.
We study the problem of resilient strategies in the presence of uncertainty. Resilient strategies enable an agent to make decisions that are robust against disturbances. In particular, we are interested in those disturbances that are able to flip a decision made by the agent. Such a disturbance may, for instance, occur when the intended action of the agent cannot be executed due to a malfunction of an actuator in the environment. In this work, we introduce the concept of resilience in the stochastic setting and present a comprehensive set of fundamental problems. Specifically, we discuss such problems for Markov decision processes with reachability and safety objectives, which also smoothly extend to stochastic games. To account for the stochastic setting, we provide various ways of aggregating the amounts of disturbances that may have occurred, for instance, in expectation or in the worst case. Moreover, to reason about infinite disturbances, we use quantitative measures, like their frequency of occurrence.
1.2LOMay 27, 2025
Stopping Criteria for Value Iteration on Concurrent Stochastic Reachability and Safety GamesMarta Grobelna, Jan Křetínský, Maximilian Weininger
We consider two-player zero-sum concurrent stochastic games (CSGs) played on graphs with reachability and safety objectives. These include degenerate classes such as Markov decision processes or turn-based stochastic games, which can be solved by linear or quadratic programming; however, in practice, value iteration (VI) outperforms the other approaches and is the most implemented method. Similarly, for CSGs, this practical performance makes VI an attractive alternative to the standard theoretical solution via the existential theory of reals. VI starts with an under-approximation of the sought values for each state and iteratively updates them, traditionally terminating once two consecutive approximations are $ε$-close. However, this stopping criterion lacks guarantees on the precision of the approximation, which is the goal of this work. We provide bounded (a.k.a. interval) VI for CSGs: it complements standard VI with a converging sequence of over-approximations and terminates once the over- and under-approximations are $ε$-close.
2.3AINov 20, 2024
Explainable Finite-Memory Policies for Partially Observable Markov Decision ProcessesMuqsit Azeem, Debraj Chakraborty, Sudeep Kanav et al.
Partially Observable Markov Decision Processes (POMDPs) are a fundamental framework for decision-making under uncertainty and partial observability. Since in general optimal policies may require infinite memory, they are hard to implement and often render most problems undecidable. Consequently, finite-memory policies are mostly considered instead. However, the algorithms for computing them are typically very complex, and so are the resulting policies. Facing the need for their explainability, we provide a representation of such policies, both (i) in an interpretable formalism and (ii) typically of smaller size, together yielding higher explainability. To that end, we combine models of Mealy machines and decision trees; the latter describing simple, stationary parts of the policies and the former describing how to switch among them. We design a translation for policies of the finite-state-controller (FSC) form from standard literature and show how our method smoothly generalizes to other variants of finite-memory policies. Further, we identify specific properties of recently used "attractor-based" policies, which allow us to construct yet simpler and smaller representations. Finally, we illustrate the higher explainability in a few case studies.
3.3SYMar 14, 2024
Learning Algorithms for Verification of Markov Decision ProcessesTomáš Brázdil, Krishnendu Chatterjee, Martin Chmelik et al.
We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive exploration of the state space, instead focussing on particularly relevant areas of the system, guided by heuristics. Our work builds on the previous results of Br{á}zdil et al., significantly extending it as well as refining several details and fixing errors. The presented framework focuses on probabilistic reachability, which is a core problem in verification, and is instantiated in two distinct scenarios. The first assumes that full knowledge of the MDP is available, in particular precise transition probabilities. It performs a heuristic-driven partial exploration of the model, yielding precise lower and upper bounds on the required probability. The second tackles the case where we may only sample the MDP without knowing the exact transition dynamics. Here, we obtain probabilistic guarantees, again in terms of both the lower and upper bounds, which provides efficient stopping criteria for the approximation. In particular, the latter is an extension of statistical model-checking (SMC) for unbounded properties in MDPs. In contrast to other related approaches, we do not restrict our attention to time-bounded (finite-horizon) or discounted properties, nor assume any particular structural properties of the MDP.
5.4AIMay 26, 2023
MULTIGAIN 2.0: MDP controller synthesis for multiple mean-payoff, LTL and steady-state constraintsSeverin Bals, Alexandros Evangelidis, Jan Křetínský et al.
We present MULTIGAIN 2.0, a major extension to the controller synthesis tool MULTIGAIN, built on top of the probabilistic model checker PRISM. This new version extends MULTIGAIN's multi-objective capabilities, by allowing for the formal verification and synthesis of controllers for probabilistic systems with multi-dimensional long-run average reward structures, steady-state constraints, and linear temporal logic properties. Additionally, MULTIGAIN 2.0 can modify the underlying linear program to prevent unbounded-memory and other unintuitive solutions and visualizes Pareto curves, in the two- and three-dimensional cases, to facilitate trade-off analysis in multi-objective scenarios.
Guessing Winning Policies in LTL Synthesis by Semantic LearningJan Kretinsky, Tobias Meggendorfer, Maximilian Prokop et al.
We provide a learning-based technique for guessing a winning strategy in a parity game originating from an LTL synthesis problem. A cheaply obtained guess can be useful in several applications. Not only can the guessed strategy be applied as best-effort in cases where the game's huge size prohibits rigorous approaches, but it can also increase the scalability of rigorous LTL synthesis in several ways. Firstly, checking whether a guessed strategy is winning is easier than constructing one. Secondly, even if the guess is wrong in some places, it can be fixed by strategy iteration faster than constructing one from scratch. Thirdly, the guess can be used in on-the-fly approaches to prioritize exploration in the most fruitful directions. In contrast to previous works, we (i)~reflect the highly structured logical information in game's states, the so-called semantic labelling, coming from the recent LTL-to-automata translations, and (ii)~learn to reflect it properly by learning from previously solved games, bringing the solving process closer to human-like reasoning.
8.0LOJan 24, 2022
Learning Model Checking and the Kernel Trick for Signal Temporal Logic on Stochastic ProcessesLuca Bortolussi, Giuseppe Maria Gallo, Jan Křetínský et al.
We introduce a similarity function on formulae of signal temporal logic (STL). It comes in the form of a kernel function, well known in machine learning as a conceptually and computationally efficient tool. The corresponding kernel trick allows us to circumvent the complicated process of feature extraction, i.e. the (typically manual) effort to identify the decisive properties of formulae so that learning can be applied. We demonstrate this consequence and its advantages on the task of predicting (quantitative) satisfaction of STL formulae on stochastic processes: Using our kernel and the kernel trick, we learn (i) computationally efficiently (ii) a practically precise predictor of satisfaction, (iii) avoiding the difficult task of finding a way to explicitly turn formulae into vectors of numbers in a sensible way. We back the high precision we have achieved in the experiments by a theoretically sound PAC guarantee, ensuring our procedure efficiently delivers a close-to-optimal predictor.
7.6AIMay 31, 2021
LTL-Constrained Steady-State Policy SynthesisJan Křetínský
Decision-making policies for agents are often synthesized with the constraint that a formal specification of behaviour is satisfied. Here we focus on infinite-horizon properties. On the one hand, Linear Temporal Logic (LTL) is a popular example of a formalism for qualitative specifications. On the other hand, Steady-State Policy Synthesis (SSPS) has recently received considerable attention as it provides a more quantitative and more behavioural perspective on specifications, in terms of the frequency with which states are visited. Finally, rewards provide a classic framework for quantitative properties. In this paper, we study Markov decision processes (MDP) with the specification combining all these three types. The derived policy maximizes the reward among all policies ensuring the LTL specification with the given probability and adhering to the steady-state constraints. To this end, we provide a unified solution reducing the multi-type specification to a multi-dimensional long-run average reward. This is enabled by Limit-Deterministic Büchi Automata (LDBA), recently studied in the context of LTL model checking on MDP, and allows for an elegant solution through a simple linear programme. The algorithm also extends to the general $ω$-regular properties and runs in time polynomial in the sizes of the MDP as well as the LDBA.
15.3AIJan 15, 2021
dtControl 2.0: Explainable Strategy Representation via Decision Tree Learning Steered by ExpertsPranav Ashok, Mathias Jackermeier, Jan Křetínský et al.
Recent advances have shown how decision trees are apt data structures for concisely representing strategies (or controllers) satisfying various objectives. Moreover, they also make the strategy more explainable. The recent tool dtControl had provided pipelines with tools supporting strategy synthesis for hybrid systems, such as SCOTS and Uppaal Stratego. We present dtControl 2.0, a new version with several fundamentally novel features. Most importantly, the user can now provide domain knowledge to be exploited in the decision tree learning process and can also interactively steer the process based on the dynamically provided information. To this end, we also provide a graphical user interface. It allows for inspection and re-computation of parts of the result, suggesting as well as receiving advice on predicates, and visual simulation of the decision-making process. Besides, we interface model checkers of probabilistic systems, namely Storm and PRISM and provide dedicated support for categorical enumeration-type state variables. Consequently, the controllers are more explainable and smaller.
10.4ROJun 30, 2020
Formalizing and Guaranteeing* Human-Robot InteractionHadas Kress-Gazit, Kerstin Eder, Guy Hoffman et al.
Robot capabilities are maturing across domains, from self-driving cars, to bipeds and drones. As a result, robots will soon no longer be confined to safety-controlled industrial settings; instead, they will directly interact with the general public. The growing field of Human-Robot Interaction (HRI) studies various aspects of this scenario - from social norms to joint action to human-robot teams and more. Researchers in HRI have made great strides in developing models, methods, and algorithms for robots acting with and around humans, but these "computational HRI" models and algorithms generally do not come with formal guarantees and constraints on their operation. To enable human-interactive robots to move from the lab to real-world deployments, we must address this gap. This article provides an overview of verification, validation and synthesis techniques used to create demonstrably trustworthy systems, describes several HRI domains that could benefit from such techniques, and provides a roadmap for the challenges and the research needed to create formalized and guaranteed human-robot interaction.
17.8LOJun 24, 2020
DeepAbstract: Neural Network Abstraction for Accelerating VerificationPranav Ashok, Vahid Hashemi, Jan Křetínský et al.
While abstraction is a classic tool of verification to scale it up, it is not used very often for verifying neural networks. However, it can help with the still open task of scaling existing algorithms to state-of-the-art network architectures. We introduce an abstraction framework applicable to fully-connected feed-forward neural networks based on clustering of neurons that behave similarly on some inputs. For the particular case of ReLU, we additionally provide error bounds incurred by the abstraction. We show how the abstraction reduces the size of the network, while preserving its accuracy, and how verification results on the abstract network can be transferred back to the original network.
10.1LGFeb 12, 2020
dtControl: Decision Tree Learning Algorithms for Controller RepresentationPranav Ashok, Mathias Jackermeier, Pushpak Jagtap et al.
Decision tree learning is a popular classification technique most commonly used in machine learning applications. Recent work has shown that decision trees can be used to represent provably-correct controllers concisely. Compared to representations using lookup tables or binary decision diagrams, decision trees are smaller and more explainable. We present dtControl, an easily extensible tool for representing memoryless controllers as decision trees. We give a comprehensive evaluation of various decision tree learning algorithms applied to 10 case studies arising out of correct-by-construction controller synthesis. These algorithms include two new techniques, one for using arbitrary linear binary classifiers in the decision tree learning, and one novel approach for determinizing controllers during the decision tree construction. In particular the latter turns out to be extremely efficient, yielding decision trees with a single-digit number of decision nodes on 5 of the case studies.
7.3SYJun 17, 2019
Of Cores: A Partial-Exploration Framework for Markov Decision ProcessesJan Křetínský, Tobias Meggendorfer
We introduce a framework for approximate analysis of Markov decision processes (MDP) with bounded-, unbounded-, and infinite-horizon properties. The main idea is to identify a "core" of an MDP, i.e., a subsystem where we provably remain with high probability, and to avoid computation on the less relevant rest of the state space. Although we identify the core using simulations and statistical techniques, it allows for rigorous error bounds in the analysis. Consequently, we obtain efficient analysis algorithms based on partial exploration for various settings, including the challenging case of strongly connected systems.
9.3AIApr 24, 2018
Learning-Based Mean-Payoff Optimization in an Unknown MDP under Omega-Regular ConstraintsJan Křetínský, Guillermo A. Pérez, Jean-François Raskin
We formalize the problem of maximizing the mean-payoff value with high probability while satisfying a parity objective in a Markov decision process (MDP) with unknown probabilistic transition function and unknown reward function. Assuming the support of the unknown transition function and a lower bound on the minimal transition probability are known in advance, we show that in MDPs consisting of a single end component, two combinations of guarantees on the parity and mean-payoff objectives can be achieved depending on how much memory one is willing to use. (i) For all $ε$ and $γ$ we can construct an online-learning finite-memory strategy that almost-surely satisfies the parity objective and which achieves an $ε$-optimal mean payoff with probability at least $1 - γ$. (ii) Alternatively, for all $ε$ and $γ$ there exists an online-learning infinite-memory strategy that satisfies the parity objective surely and which achieves an $ε$-optimal mean payoff with probability at least $1 - γ$. We extend the above results to MDPs consisting of more than one end component in a natural way. Finally, we show that the aforementioned guarantees are tight, i.e. there are MDPs for which stronger combinations of the guarantees cannot be ensured.
1.2SYAug 31, 2017
Value Iteration for Long-run Average Reward in Markov Decision ProcessesPranav Ashok, Krishnendu Chatterjee, Przemyslaw Daca et al.
Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Long-run average rewards provide a mathematically elegant formalism for expressing long term performance. Value iteration (VI) is one of the simplest and most efficient algorithmic approaches to MDPs with other properties, such as reachability objectives. Unfortunately, a naive extension of VI does not work for MDPs with long-run average rewards, as there is no known stopping criterion. In this work our contributions are threefold. (1) We refute a conjecture related to stopping criteria for MDPs with long-run average rewards. (2) We present two practical algorithms for MDPs with long-run average rewards based on VI. First, we show that a combination of applying VI locally for each maximal end-component (MEC) and VI for reachability objectives can provide approximation guarantees. Second, extending the above approach with a simulation-guided on-demand variant of VI, we present an anytime algorithm that is able to deal with very large models. (3) Finally, we present experimental results showing that our methods significantly outperform the standard approaches on several benchmarks.