Document

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

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.

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)

Copy BibTex To Clipboard

@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

Track B: Automata, Logic, Semantics, and Theory of Programming

**Published in:** LIPIcs, Volume 229, 49th International Colloquium on Automata, Languages, and Programming (ICALP 2022)

The stochastic shortest path problem (SSPP) asks to resolve the non-deterministic choices in a Markov decision process (MDP) such that the expected accumulated weight before reaching a target state is maximized. This paper addresses the optimization of the variance-penalized expectation (VPE) of the accumulated weight, which is a variant of the SSPP in which a multiple of the variance of accumulated weights is incurred as a penalty. It is shown that the optimal VPE in MDPs with non-negative weights as well as an optimal deterministic finite-memory scheduler can be computed in exponential space. The threshold problem whether the maximal VPE exceeds a given rational is shown to be EXPTIME-hard and to lie in NEXPTIME. Furthermore, a result of interest in its own right obtained on the way is that a variance-minimal scheduler among all expectation-optimal schedulers can be computed in polynomial time.

Jakob Piribauer, Ocan Sankur, and Christel Baier. The Variance-Penalized Stochastic Shortest Path Problem. In 49th International Colloquium on Automata, Languages, and Programming (ICALP 2022). Leibniz International Proceedings in Informatics (LIPIcs), Volume 229, pp. 129:1-129:19, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2022)

Copy BibTex To Clipboard

@InProceedings{piribauer_et_al:LIPIcs.ICALP.2022.129, author = {Piribauer, Jakob and Sankur, Ocan and Baier, Christel}, title = {{The Variance-Penalized Stochastic Shortest Path Problem}}, booktitle = {49th International Colloquium on Automata, Languages, and Programming (ICALP 2022)}, pages = {129:1--129:19}, series = {Leibniz International Proceedings in Informatics (LIPIcs)}, ISBN = {978-3-95977-235-8}, ISSN = {1868-8969}, year = {2022}, volume = {229}, editor = {Boja\'{n}czyk, Miko{\l}aj and Merelli, Emanuela and Woodruff, David P.}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ICALP.2022.129}, URN = {urn:nbn:de:0030-drops-164705}, doi = {10.4230/LIPIcs.ICALP.2022.129}, annote = {Keywords: Markov decision process, variance, stochastic shortest path problem} }

Document

**Published in:** LIPIcs, Volume 203, 32nd International Conference on Concurrency Theory (CONCUR 2021)

Quantified linear temporal logic (QLTL) is an ω-regular extension of LTL allowing quantification over propositional variables. We study the model checking problem of QLTL-formulas over Markov chains and Markov decision processes (MDPs) with respect to the number of quantifier alternations of formulas in prenex normal form. For formulas with k{-}1 quantifier alternations, we prove that all qualitative and quantitative model checking problems are k-EXPSPACE-complete over Markov chains and k{+}1-EXPTIME-complete over MDPs.
As an application of these results, we generalize vacuity checking for LTL specifications from the non-probabilistic to the probabilistic setting. We show how to check whether an LTL-formula is affected by a subformula, and also study inherent vacuity for probabilistic systems.

Jakob Piribauer, Christel Baier, Nathalie Bertrand, and Ocan Sankur. Quantified Linear Temporal Logic over Probabilistic Systems with an Application to Vacuity Checking. In 32nd International Conference on Concurrency Theory (CONCUR 2021). Leibniz International Proceedings in Informatics (LIPIcs), Volume 203, pp. 7:1-7:18, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2021)

Copy BibTex To Clipboard

@InProceedings{piribauer_et_al:LIPIcs.CONCUR.2021.7, author = {Piribauer, Jakob and Baier, Christel and Bertrand, Nathalie and Sankur, Ocan}, title = {{Quantified Linear Temporal Logic over Probabilistic Systems with an Application to Vacuity Checking}}, booktitle = {32nd International Conference on Concurrency Theory (CONCUR 2021)}, pages = {7:1--7:18}, series = {Leibniz International Proceedings in Informatics (LIPIcs)}, ISBN = {978-3-95977-203-7}, ISSN = {1868-8969}, year = {2021}, volume = {203}, editor = {Haddad, Serge and Varacca, Daniele}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.CONCUR.2021.7}, URN = {urn:nbn:de:0030-drops-143842}, doi = {10.4230/LIPIcs.CONCUR.2021.7}, annote = {Keywords: Quantified linear temporal logic, Markov chain, Markov decision process, vacuity} }

Document

Invited Talk

**Published in:** LIPIcs, Volume 198, 48th International Colloquium on Automata, Languages, and Programming (ICALP 2021)

In view of the growing complexity of modern software architectures, formal models are increasingly used to understand why a system works the way it does, opposed to simply verifying that it behaves as intended. This paper surveys approaches to formally explicate the observable behavior of reactive systems. We describe how Halpern and Pearl’s notion of actual causation inspired verification-oriented studies of cause-effect relationships in the evolution of a system. A second focus lies on applications of the Shapley value to responsibility ascriptions, aimed to measure the influence of an event on an observable effect. Finally, formal approaches to probabilistic causation are collected and connected, and their relevance to the understanding of probabilistic systems is discussed.

Christel Baier, Clemens Dubslaff, Florian Funke, Simon Jantsch, Rupak Majumdar, Jakob Piribauer, and Robin Ziemek. From Verification to Causality-Based Explications (Invited Talk). In 48th International Colloquium on Automata, Languages, and Programming (ICALP 2021). Leibniz International Proceedings in Informatics (LIPIcs), Volume 198, pp. 1:1-1:20, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2021)

Copy BibTex To Clipboard

@InProceedings{baier_et_al:LIPIcs.ICALP.2021.1, author = {Baier, Christel and Dubslaff, Clemens and Funke, Florian and Jantsch, Simon and Majumdar, Rupak and Piribauer, Jakob and Ziemek, Robin}, title = {{From Verification to Causality-Based Explications}}, booktitle = {48th International Colloquium on Automata, Languages, and Programming (ICALP 2021)}, pages = {1:1--1:20}, series = {Leibniz International Proceedings in Informatics (LIPIcs)}, ISBN = {978-3-95977-195-5}, ISSN = {1868-8969}, year = {2021}, volume = {198}, editor = {Bansal, Nikhil and Merelli, Emanuela and Worrell, James}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ICALP.2021.1}, URN = {urn:nbn:de:0030-drops-140709}, doi = {10.4230/LIPIcs.ICALP.2021.1}, annote = {Keywords: Model Checking, Causality, Responsibility, Counterfactuals, Shapley value} }

Document

Track B: Automata, Logic, Semantics, and Theory of Programming

**Published in:** LIPIcs, Volume 168, 47th International Colloquium on Automata, Languages, and Programming (ICALP 2020)

The Skolem problem and the related Positivity problem for linear recurrence sequences are outstanding number-theoretic problems whose decidability has been open for many decades. In this paper, the inherent mathematical difficulty of a series of optimization problems on Markov decision processes (MDPs) is shown by a reduction from the Positivity problem to the associated decision problems which establishes that the problems are also at least as hard as the Skolem problem as an immediate consequence. The optimization problems under consideration are two non-classical variants of the stochastic shortest path problem (SSPP) in terms of expected partial or conditional accumulated weights, the optimization of the conditional value-at-risk for accumulated weights, and two problems addressing the long-run satisfaction of path properties, namely the optimization of long-run probabilities of regular co-safety properties and the model-checking problem of the logic frequency-LTL. To prove the Positivity- and hence Skolem-hardness for the latter two problems, a new auxiliary path measure, called weighted long-run frequency, is introduced and the Positivity-hardness of the corresponding decision problem is shown as an intermediate step. For the partial and conditional SSPP on MDPs with non-negative weights and for the optimization of long-run probabilities of constrained reachability properties (aU b), solutions are known that rely on the identification of a bound on the accumulated weight or the number of consecutive visits to certain sates, called a saturation point, from which on optimal schedulers behave memorylessly. In this paper, it is shown that also the optimization of the conditional value-at-risk for the classical SSPP and of weighted long-run frequencies on MDPs with non-negative weights can be solved in pseudo-polynomial time exploiting the existence of a saturation point. As a consequence, one obtains the decidability of the qualitative model-checking problem of a frequency-LTL formula that is not included in the fragments with known solutions.

Jakob Piribauer and Christel Baier. On Skolem-Hardness and Saturation Points in Markov Decision Processes. In 47th International Colloquium on Automata, Languages, and Programming (ICALP 2020). Leibniz International Proceedings in Informatics (LIPIcs), Volume 168, pp. 138:1-138:17, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2020)

Copy BibTex To Clipboard

@InProceedings{piribauer_et_al:LIPIcs.ICALP.2020.138, author = {Piribauer, Jakob and Baier, Christel}, title = {{On Skolem-Hardness and Saturation Points in Markov Decision Processes}}, booktitle = {47th International Colloquium on Automata, Languages, and Programming (ICALP 2020)}, pages = {138:1--138:17}, series = {Leibniz International Proceedings in Informatics (LIPIcs)}, ISBN = {978-3-95977-138-2}, ISSN = {1868-8969}, year = {2020}, volume = {168}, editor = {Czumaj, Artur and Dawar, Anuj and Merelli, Emanuela}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ICALP.2020.138}, URN = {urn:nbn:de:0030-drops-125455}, doi = {10.4230/LIPIcs.ICALP.2020.138}, annote = {Keywords: Markov decision process, Skolem problem, stochastic shortest path, conditional expectation, conditional value-at-risk, model checking, frequency-LTL} }