2019
Satisfiability Bounds for ω-Regular Properties in Bounded-Parameter Markov Decision Processes
WEININGER, Maximilian; Tobias MEGGENDORFER a Jan KŘETÍNSKÝZákladní údaje
Originální název
Satisfiability Bounds for ω-Regular Properties in Bounded-Parameter Markov Decision Processes
Autoři
WEININGER, Maximilian; Tobias MEGGENDORFER a Jan KŘETÍNSKÝ
Vydání
58th IEEE Conference on Decision and Control, CDC 2019, Nice, France, December 11-13, 2019, od s. 2284-2291, 8 s. 2019
Nakladatel
IEEE
Další údaje
Typ výsledku
Stať ve sborníku
Označené pro přenos do RIV
Ne
Organizační jednotka
Fakulta informatiky
ISBN
9781728113982
ISSN
Změněno: 17. 3. 2025 14:43, RNDr. Pavel Šmerk, Ph.D.
Anotace
V originále
We consider the problem of computing minimum and maximum probabilities of satisfying an ω-regular property in a bounded-parameter Markov decision process (BMDP). BMDP arise from Markov decision processes (MDP) by allowing for uncertainty on the transition probabilities in the form of intervals where the actual probabilities are unknown. ω-regular languages form a large class of properties, expressible as, e.g., Rabin or parity automata, encompassing rich specifications such as linear temporal logic. In a BMDP the probability to satisfy the property depends on the unknown transitions probabilities as well as on the policy. In this paper, we compute the extreme values. This solves the problem specifically suggested by Dutreix and Coogan in CDC 2018, extending their results on interval Markov chains with no adversary. The main idea is to reinterpret their work as analysis of interval MDP and accordingly the BMDP problem as analysis of an ω-regular stochastic game, where a solution is provided. This method extends smoothly further to bounded-parameter stochastic games.