9 Search Results for "Meggendorfer, Tobias"


Document
Finding Equilibria: Simpler for Pessimists, Simplest for Optimists

Authors: Léonard Brice, Thomas A. Henzinger, and K. S. Thejaswini

Published in: LIPIcs, Volume 345, 50th International Symposium on Mathematical Foundations of Computer Science (MFCS 2025)


Abstract
We consider equilibria in multiplayer stochastic graph games with terminal-node rewards. In such games, Nash equilibria are defined assuming that each player seeks to maximise their expected payoff, ignoring their aversion or tolerance to risk. We therefore study risk-sensitive equilibria (RSEs), where the expected payoff is replaced by a risk measure. A classical risk measure in the literature is the entropic risk measure, where each player has a real valued parameter capturing their risk-averseness. We introduce the extreme risk measure, which corresponds to extreme cases of entropic risk measure, where players are either extreme optimists or extreme pessimists. Under extreme risk measure, every player is an extremist: an extreme optimist perceives their reward as the maximum payoff that can be achieved with positive probability, while an extreme pessimist expects the minimum payoff achievable with positive probability. We argue that the extreme risk measure, especially in multi-player graph based settings, is particularly relevant as they can model several real life instances such as interactions between secure systems and potential security threats, or distributed controls for safety critical systems. We prove that RSEs defined with the extreme risk measure are guaranteed to exist when all rewards are non-negative. Furthermore, we prove that the problem of deciding whether a given game contains an RSE that generates risk measures within specified intervals is decidable and NP-complete for our extreme risk measure, and even PTIME-complete when all players are extreme optimists, while that same problem is undecidable using the entropic risk measure or even the classical expected payoff. This establishes, to our knowledge, the first decidable fragment for equilibria in simple stochastic games without restrictions on strategy types or number of players.

Cite as

Léonard Brice, Thomas A. Henzinger, and K. S. Thejaswini. Finding Equilibria: Simpler for Pessimists, Simplest for Optimists. In 50th International Symposium on Mathematical Foundations of Computer Science (MFCS 2025). Leibniz International Proceedings in Informatics (LIPIcs), Volume 345, pp. 30:1-30:18, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2025)


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@InProceedings{brice_et_al:LIPIcs.MFCS.2025.30,
  author =	{Brice, L\'{e}onard and Henzinger, Thomas A. and Thejaswini, K. S.},
  title =	{{Finding Equilibria: Simpler for Pessimists, Simplest for Optimists}},
  booktitle =	{50th International Symposium on Mathematical Foundations of Computer Science (MFCS 2025)},
  pages =	{30:1--30:18},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-388-1},
  ISSN =	{1868-8969},
  year =	{2025},
  volume =	{345},
  editor =	{Gawrychowski, Pawe{\l} and Mazowiecki, Filip and Skrzypczak, Micha{\l}},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.MFCS.2025.30},
  URN =		{urn:nbn:de:0030-drops-241371},
  doi =		{10.4230/LIPIcs.MFCS.2025.30},
  annote =	{Keywords: Nash equilibria, stochastic games, graph games, risk-sensitive equilibria}
}
Document
Omega-Regular Verification and Control for Distributional Specifications in MDPs

Authors: S. Akshay, Ouldouz Neysari, and Ðorđe Žikelić

Published in: LIPIcs, Volume 348, 36th International Conference on Concurrency Theory (CONCUR 2025)


Abstract
A classical approach to studying Markov decision processes (MDPs) is to view them as state transformers. However, MDPs can also be viewed as distribution transformers, where an MDP under a strategy generates a sequence of probability distributions over MDP states. This view arises in several applications, even as the probabilistic model checking problem becomes much harder compared to the classical state transformer counterpart. It is known that even distributional reachability and safety problems become computationally intractable (Skolem- and positivity-hard). To address this challenge, recent works focused on sound but possibly incomplete methods for verification and control of MDPs under the distributional view. However, existing automated methods are applicable only to distributional reachability, safety and reach-avoidance specifications. In this work, we present the first automated method for verification and control of MDPs with respect to distributional omega-regular specifications. To achieve this, we propose a novel notion of distributional certificates, which are sound and complete proof rules for proving that an MDP under a distributionally memoryless strategy satisfies some distributional omega-regular specification. We then use our distributional certificates to design the first fully automated algorithms for verification and control of MDPs with respect to distributional omega-regular specifications. Our algorithms follow a template-based synthesis approach and provide soundness and relative completeness guarantees, while running in PSPACE. Our prototype implementation demonstrates practical applicability of our algorithms to challenging examples collected from the literature.

Cite as

S. Akshay, Ouldouz Neysari, and Ðorđe Žikelić. Omega-Regular Verification and Control for Distributional Specifications in MDPs. In 36th International Conference on Concurrency Theory (CONCUR 2025). Leibniz International Proceedings in Informatics (LIPIcs), Volume 348, pp. 6:1-6:19, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2025)


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@InProceedings{akshay_et_al:LIPIcs.CONCUR.2025.6,
  author =	{Akshay, S. and Neysari, Ouldouz and \v{Z}ikeli\'{c}, Ðor{\d}e},
  title =	{{Omega-Regular Verification and Control for Distributional Specifications in MDPs}},
  booktitle =	{36th International Conference on Concurrency Theory (CONCUR 2025)},
  pages =	{6:1--6:19},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-389-8},
  ISSN =	{1868-8969},
  year =	{2025},
  volume =	{348},
  editor =	{Bouyer, Patricia and van de Pol, Jaco},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.CONCUR.2025.6},
  URN =		{urn:nbn:de:0030-drops-239562},
  doi =		{10.4230/LIPIcs.CONCUR.2025.6},
  annote =	{Keywords: MDPs, Distributional objectives, \omega-regularity, Certificates}
}
Document
Track A: Algorithms, Complexity and Games
ARRIVAL: Recursive Framework & 𝓁₁-Contraction

Authors: Sebastian Haslebacher

Published in: LIPIcs, Volume 334, 52nd International Colloquium on Automata, Languages, and Programming (ICALP 2025)


Abstract
ARRIVAL is the problem of deciding which out of two possible destinations will be reached first by a token that moves deterministically along the edges of a directed graph, according to so-called switching rules. It is known to lie in NP ∩ CoNP, but not known to lie in 𝖯. The state-of-the-art algorithm due to Gärtner et al. (ICALP `21) runs in time 2^{𝒪(√n log n)} on an n-vertex graph. We prove that ARRIVAL can be solved in time 2^{𝒪(k log² n)} on n-vertex graphs of treewidth k. Our algorithm is derived by adapting a simple recursive algorithm for a generalization of ARRIVAL called G-ARRIVAL. This simple recursive algorithm acts as a framework from which we can also rederive the subexponential upper bound of Gärtner et al. Our second result is a reduction from G-ARRIVAL to the problem of finding an approximate fixed point of an 𝓁₁-contracting function f : [0, 1]ⁿ → [0, 1]ⁿ. Finding such fixed points is a well-studied problem in the case of the 𝓁₂-metric and the 𝓁_∞-metric, but little is known about the 𝓁₁-case. Both of our results highlight parallels between ARRIVAL and the Simple Stochastic Games (SSG) problem. Concretely, Chatterjee et al. (SODA `23) gave an algorithm for SSG parameterized by treewidth that achieves a similar bound as we do for ARRIVAL, and SSG is known to reduce to 𝓁_∞-contraction.

Cite as

Sebastian Haslebacher. ARRIVAL: Recursive Framework & 𝓁₁-Contraction. In 52nd International Colloquium on Automata, Languages, and Programming (ICALP 2025). Leibniz International Proceedings in Informatics (LIPIcs), Volume 334, pp. 95:1-95:17, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2025)


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@InProceedings{haslebacher:LIPIcs.ICALP.2025.95,
  author =	{Haslebacher, Sebastian},
  title =	{{ARRIVAL: Recursive Framework \& 𝓁₁-Contraction}},
  booktitle =	{52nd International Colloquium on Automata, Languages, and Programming (ICALP 2025)},
  pages =	{95:1--95:17},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-372-0},
  ISSN =	{1868-8969},
  year =	{2025},
  volume =	{334},
  editor =	{Censor-Hillel, Keren and Grandoni, Fabrizio and Ouaknine, Jo\"{e}l and Puppis, Gabriele},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ICALP.2025.95},
  URN =		{urn:nbn:de:0030-drops-234723},
  doi =		{10.4230/LIPIcs.ICALP.2025.95},
  annote =	{Keywords: ARRIVAL, G-ARRIVAL, Deterministic Random Walk, Rotor-Routing, 𝓁₁-Contraction, Banach Fixed Point}
}
Document
On the Existential Theory of the Reals Enriched with Integer Powers of a Computable Number

Authors: Jorge Gallego-Hernández and Alessio Mansutti

Published in: LIPIcs, Volume 327, 42nd International Symposium on Theoretical Aspects of Computer Science (STACS 2025)


Abstract
This paper investigates ∃ℝ(ξ^ℤ), that is the extension of the existential theory of the reals by an additional unary predicate ξ^ℤ for the integer powers of a fixed computable real number ξ > 0. If all we have access to is a Turing machine computing ξ, it is not possible to decide whether an input formula from this theory is satisfiable. However, we show an algorithm to decide this problem when - ξ is known to be transcendental, or - ξ is a root of some given integer polynomial (that is, ξ is algebraic). In other words, knowing the algebraicity of ξ suffices to circumvent undecidability. Furthermore, we establish complexity results under the proviso that ξ enjoys what we call a polynomial root barrier. Using this notion, we show that the satisfiability problem of ∃ℝ(ξ^ℤ) is - in ExpSpace if ξ is an algebraic number, and - in 3Exp if ξ is a logarithm of an algebraic number, Euler’s e, or the number π, among others. To establish our results, we first observe that the satisfiability problem of ∃ℝ(ξ^ℤ) reduces in exponential time to the problem of solving quantifier-free instances of the theory of the reals where variables range over ξ^ℤ. We then prove that these instances have a small witness property: only finitely many integer powers of ξ must be considered to find whether a formula is satisfiable. Our complexity results are shown by relying on well-established machinery from Diophantine approximation and transcendental number theory, such as bounds for the transcendence measure of numbers. As a by-product of our results, we are able to remove the appeal to Schanuel’s conjecture from the proof of decidability of the entropic risk threshold problem for stochastic games with rational probabilities, rewards and threshold [Baier et al., MFCS, 2023]: when the base of the entropic risk is e and the aversion factor is a fixed algebraic number, the problem is (unconditionally) in Exp.

Cite as

Jorge Gallego-Hernández and Alessio Mansutti. On the Existential Theory of the Reals Enriched with Integer Powers of a Computable Number. In 42nd International Symposium on Theoretical Aspects of Computer Science (STACS 2025). Leibniz International Proceedings in Informatics (LIPIcs), Volume 327, pp. 37:1-37:18, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2025)


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@InProceedings{gallegohernandez_et_al:LIPIcs.STACS.2025.37,
  author =	{Gallego-Hern\'{a}ndez, Jorge and Mansutti, Alessio},
  title =	{{On the Existential Theory of the Reals Enriched with Integer Powers of a Computable Number}},
  booktitle =	{42nd International Symposium on Theoretical Aspects of Computer Science (STACS 2025)},
  pages =	{37:1--37:18},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-365-2},
  ISSN =	{1868-8969},
  year =	{2025},
  volume =	{327},
  editor =	{Beyersdorff, Olaf and Pilipczuk, Micha{\l} and Pimentel, Elaine and Thắng, Nguy\~{ê}n Kim},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.STACS.2025.37},
  URN =		{urn:nbn:de:0030-drops-228635},
  doi =		{10.4230/LIPIcs.STACS.2025.37},
  annote =	{Keywords: Theory of the reals with exponentiation, decision procedures, computability}
}
Document
Causally Deterministic Markov Decision Processes

Authors: S. Akshay, Tobias Meggendorfer, and P. S. Thiagarajan

Published in: LIPIcs, Volume 311, 35th International Conference on Concurrency Theory (CONCUR 2024)


Abstract
Probabilistic systems are often modeled using factored versions of Markov decision processes (MDPs), where the states are composed out of the local states of components and each transition involves only a small subset of the components. Concurrency arises naturally in such systems. Our goal is to exploit concurrency when analyzing factored MDPs (FMDPs). To do so, we first formulate FMDPs in a way that aids this goal and port several notions from concurrency theory to the probabilistic setting of MDPs. In particular, we provide a concurrent semantics for FMDPs based on the classical notion of event structures, thereby cleanly separating causality, concurrency, and conflicts that arise from stochastic choices. We further identify the subclass of causally deterministic FMDPs (CMDPs), where non-determinism arises solely due to concurrency. Using our event structure semantics, we show that in CMDPs, local reachability properties can be computed using a "greedy" strategy. Finally, we implement our ideas in a prototype and apply it to four models, confirming the potential for substantial improvements over state-of-the-art methods.

Cite as

S. Akshay, Tobias Meggendorfer, and P. S. Thiagarajan. Causally Deterministic Markov Decision Processes. In 35th International Conference on Concurrency Theory (CONCUR 2024). Leibniz International Proceedings in Informatics (LIPIcs), Volume 311, pp. 6:1-6:22, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2024)


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@InProceedings{akshay_et_al:LIPIcs.CONCUR.2024.6,
  author =	{Akshay, S. and Meggendorfer, Tobias and Thiagarajan, P. S.},
  title =	{{Causally Deterministic Markov Decision Processes}},
  booktitle =	{35th International Conference on Concurrency Theory (CONCUR 2024)},
  pages =	{6:1--6:22},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-339-3},
  ISSN =	{1868-8969},
  year =	{2024},
  volume =	{311},
  editor =	{Majumdar, Rupak and Silva, Alexandra},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.CONCUR.2024.6},
  URN =		{urn:nbn:de:0030-drops-207781},
  doi =		{10.4230/LIPIcs.CONCUR.2024.6},
  annote =	{Keywords: MDPs, distribution, causal determinism}
}
Document
Entropic Risk for Turn-Based Stochastic Games

Authors: Christel Baier, Krishnendu Chatterjee, Tobias Meggendorfer, and Jakob Piribauer

Published in: LIPIcs, Volume 272, 48th International Symposium on Mathematical Foundations of Computer Science (MFCS 2023)


Abstract
Entropic risk (ERisk) is an established risk measure in finance, quantifying risk by an exponential re-weighting of rewards. We study ERisk for the first time in the context of turn-based stochastic games with the total reward objective. This gives rise to an objective function that demands the control of systems in a risk-averse manner. We show that the resulting games are determined and, in particular, admit optimal memoryless deterministic strategies. This contrasts risk measures that previously have been considered in the special case of Markov decision processes and that require randomization and/or memory. We provide several results on the decidability and the computational complexity of the threshold problem, i.e. whether the optimal value of ERisk exceeds a given threshold. In the most general case, the problem is decidable subject to Shanuel’s conjecture. If all inputs are rational, the resulting threshold problem can be solved using algebraic numbers, leading to decidability via a polynomial-time reduction to the existential theory of the reals. Further restrictions on the encoding of the input allow the solution of the threshold problem in NP∩coNP. Finally, an approximation algorithm for the optimal value of ERisk is provided.

Cite as

Christel Baier, Krishnendu Chatterjee, Tobias Meggendorfer, and Jakob Piribauer. Entropic Risk for Turn-Based Stochastic Games. In 48th International Symposium on Mathematical Foundations of Computer Science (MFCS 2023). Leibniz International Proceedings in Informatics (LIPIcs), Volume 272, pp. 15:1-15:16, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2023)


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@InProceedings{baier_et_al:LIPIcs.MFCS.2023.15,
  author =	{Baier, Christel and Chatterjee, Krishnendu and Meggendorfer, Tobias and Piribauer, Jakob},
  title =	{{Entropic Risk for Turn-Based Stochastic Games}},
  booktitle =	{48th International Symposium on Mathematical Foundations of Computer Science (MFCS 2023)},
  pages =	{15:1--15:16},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-292-1},
  ISSN =	{1868-8969},
  year =	{2023},
  volume =	{272},
  editor =	{Leroux, J\'{e}r\^{o}me and Lombardy, Sylvain and Peleg, David},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.MFCS.2023.15},
  URN =		{urn:nbn:de:0030-drops-185491},
  doi =		{10.4230/LIPIcs.MFCS.2023.15},
  annote =	{Keywords: Stochastic games, risk-aware verification}
}
Document
Algorithms and Hardness Results for Computing Cores of Markov Chains

Authors: Ali Ahmadi, Krishnendu Chatterjee, Amir Kafshdar Goharshady, Tobias Meggendorfer, Roodabeh Safavi, and Ðorđe Žikelić

Published in: LIPIcs, Volume 250, 42nd IARCS Annual Conference on Foundations of Software Technology and Theoretical Computer Science (FSTTCS 2022)


Abstract
Given a Markov chain M = (V, v_0, δ), with state space V and a starting state v_0, and a probability threshold ε, an ε-core is a subset C of states that is left with probability at most ε. More formally, C ⊆ V is an ε-core, iff ℙ[reach (V\C)] ≤ ε. Cores have been applied in a wide variety of verification problems over Markov chains, Markov decision processes, and probabilistic programs, as a means of discarding uninteresting and low-probability parts of a probabilistic system and instead being able to focus on the states that are likely to be encountered in a real-world run. In this work, we focus on the problem of computing a minimal ε-core in a Markov chain. Our contributions include both negative and positive results: (i) We show that the decision problem on the existence of an ε-core of a given size is NP-complete. This solves an open problem posed in [Jan Kretínský and Tobias Meggendorfer, 2020]. We additionally show that the problem remains NP-complete even when limited to acyclic Markov chains with bounded maximal vertex degree; (ii) We provide a polynomial time algorithm for computing a minimal ε-core on Markov chains over control-flow graphs of structured programs. A straightforward combination of our algorithm with standard branch prediction techniques allows one to apply the idea of cores to find a subset of program lines that are left with low probability and then focus any desired static analysis on this core subset.

Cite as

Ali Ahmadi, Krishnendu Chatterjee, Amir Kafshdar Goharshady, Tobias Meggendorfer, Roodabeh Safavi, and Ðorđe Žikelić. Algorithms and Hardness Results for Computing Cores of Markov Chains. In 42nd IARCS Annual Conference on Foundations of Software Technology and Theoretical Computer Science (FSTTCS 2022). Leibniz International Proceedings in Informatics (LIPIcs), Volume 250, pp. 29:1-29:20, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2022)


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@InProceedings{ahmadi_et_al:LIPIcs.FSTTCS.2022.29,
  author =	{Ahmadi, Ali and Chatterjee, Krishnendu and Goharshady, Amir Kafshdar and Meggendorfer, Tobias and Safavi, Roodabeh and \v{Z}ikeli\'{c}, Ðor{\d}e},
  title =	{{Algorithms and Hardness Results for Computing Cores of Markov Chains}},
  booktitle =	{42nd IARCS Annual Conference on Foundations of Software Technology and Theoretical Computer Science (FSTTCS 2022)},
  pages =	{29:1--29:20},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-261-7},
  ISSN =	{1868-8969},
  year =	{2022},
  volume =	{250},
  editor =	{Dawar, Anuj and Guruswami, Venkatesan},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.FSTTCS.2022.29},
  URN =		{urn:nbn:de:0030-drops-174216},
  doi =		{10.4230/LIPIcs.FSTTCS.2022.29},
  annote =	{Keywords: Markov Chains, Cores, Complexity}
}
Document
Anytime Guarantees for Reachability in Uncountable Markov Decision Processes

Authors: Kush Grover, Jan Křetínský, Tobias Meggendorfer, and Maximilian Weininger

Published in: LIPIcs, Volume 243, 33rd International Conference on Concurrency Theory (CONCUR 2022)


Abstract
We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a sequence of approximations converging to the true value in the limit, our aim is to obtain an algorithm with guarantees on the precision of the approximation. As this problem is undecidable in general, assumptions on the MDP are necessary. Our main contribution is to identify sufficient assumptions that are as weak as possible, thus approaching the "boundary" of which systems can be correctly and reliably analyzed. To this end, we also argue why each of our assumptions is necessary for algorithms based on processing finitely many observations. We present two solution variants. The first one provides converging lower bounds under weaker assumptions than typical ones from previous works concerned with guarantees. The second one then utilizes stronger assumptions to additionally provide converging upper bounds. Altogether, we obtain an anytime algorithm, i.e. yielding a sequence of approximants with known and iteratively improving precision, converging to the true value in the limit. Besides, due to the generality of our assumptions, our algorithms are very general templates, readily allowing for various heuristics from literature in contrast to, e.g., a specific discretization algorithm. Our theoretical contribution thus paves the way for future practical improvements without sacrificing correctness guarantees.

Cite as

Kush Grover, Jan Křetínský, Tobias Meggendorfer, and Maximilian Weininger. Anytime Guarantees for Reachability in Uncountable Markov Decision Processes. In 33rd International Conference on Concurrency Theory (CONCUR 2022). Leibniz International Proceedings in Informatics (LIPIcs), Volume 243, pp. 11:1-11:20, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2022)


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@InProceedings{grover_et_al:LIPIcs.CONCUR.2022.11,
  author =	{Grover, Kush and K\v{r}et{\'\i}nsk\'{y}, Jan and Meggendorfer, Tobias and Weininger, Maximilian},
  title =	{{Anytime Guarantees for Reachability in Uncountable Markov Decision Processes}},
  booktitle =	{33rd International Conference on Concurrency Theory (CONCUR 2022)},
  pages =	{11:1--11:20},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-246-4},
  ISSN =	{1868-8969},
  year =	{2022},
  volume =	{243},
  editor =	{Klin, Bartek and Lasota, S{\l}awomir and Muscholl, Anca},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.CONCUR.2022.11},
  URN =		{urn:nbn:de:0030-drops-170743},
  doi =		{10.4230/LIPIcs.CONCUR.2022.11},
  annote =	{Keywords: Uncountable system, Markov decision process, discrete-time Markov control process, probabilistic verification, anytime guarantee}
}
Document
Of Cores: A Partial-Exploration Framework for Markov Decision Processes

Authors: Jan Křetínský and Tobias Meggendorfer

Published in: LIPIcs, Volume 140, 30th International Conference on Concurrency Theory (CONCUR 2019)


Abstract
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.

Cite as

Jan Křetínský and Tobias Meggendorfer. Of Cores: A Partial-Exploration Framework for Markov Decision Processes. In 30th International Conference on Concurrency Theory (CONCUR 2019). Leibniz International Proceedings in Informatics (LIPIcs), Volume 140, pp. 5:1-5:17, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2019)


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@InProceedings{kretinsky_et_al:LIPIcs.CONCUR.2019.5,
  author =	{K\v{r}et{\'\i}nsk\'{y}, Jan and Meggendorfer, Tobias},
  title =	{{Of Cores: A Partial-Exploration Framework for Markov Decision Processes}},
  booktitle =	{30th International Conference on Concurrency Theory (CONCUR 2019)},
  pages =	{5:1--5:17},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-121-4},
  ISSN =	{1868-8969},
  year =	{2019},
  volume =	{140},
  editor =	{Fokkink, Wan and van Glabbeek, Rob},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.CONCUR.2019.5},
  URN =		{urn:nbn:de:0030-drops-109076},
  doi =		{10.4230/LIPIcs.CONCUR.2019.5},
  annote =	{Keywords: Markov Decision Processes, Reachability, Approximation}
}
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