Expressivity of Bisimulation Pseudometrics over Analytic State Spaces
Abstract
A Markov decision process (MDP) is a state-based dynamical system capable of describing probabilistic behaviour with rewards. In this paper, we view MDPs as coalgebras living in the category of analytic spaces, a very general class of measurable spaces. Note that analytic spaces were already studied in the literature on labelled Markov processes and bisimulation relations. Our results are twofold. First, we define bisimulation pseudometrics over such coalgebras using the framework of fibrations. Second, we develop a quantitative modal logic for such coalgebras and prove a quantitative form of Hennessy-Milner theorem in this new setting stating that the bisimulation pseudometric corresponds to the logical distance induced by modal formulae.
Keywords and phrases:
Markov decision process, quantitative Hennessy-Milner theoremCopyright and License:
2012 ACM Subject Classification:
Theory of computation Modal and temporal logicsEditors:
Corina Cîrstea and Alexander KnappSeries and Publisher:
Leibniz International Proceedings in Informatics, Schloss Dagstuhl – Leibniz-Zentrum für Informatik
1 Introduction
Markov decision processes (MDPs) are a well known mathematical model for decision-theoretic planning [5] and reinforcement learning [37]. Informally, an MDP can be seen as a generalisation of an automaton, where the transition function (for each action in the alphabet) gives a probability distribution over the state space together with a reward function that for each state and action gives a real-valued number.
Inspired from the previous work on bisimulation pseudometrics on labelled Markov processes [8, 10] and probabilistic transition systems [39, 38], Ferns et al. [17, 18] defined (among other results) a notion of bisimulation pseudometric on the states of an MDP. Unlike [17] and the previous work on bisimulation equivalence for MDPs [23], the systems considered in [18] were MDPs with continuous state spaces. Conformances over continuous state MDPs have found applications in representation learning [21, 43] (a topic studied within the field of reinforcement learning).
In this paper, we propose a modal logic (cf. Section 5) with quantitative semantics, i.e. the semantics of each formula is given by a real-valued function for MDPs with continuous state space. We then prove a quantitative version of the Hennessy-Milner theorem (a well known result [25] from concurrency theory), i.e. we show that the bisimulation pseudometrics on continuous state MDPs coincide with the logical distance in our logic. A major obstacle to overcome in the continuous setting is the definition of bisimulation pseudometrics itself. Moreover, the fundamental question “what is a distance on a measurable space” (besides the usual equations of a pseudometric, i.e. is reflexive, symmetric, and satisfies the triangle inequality) needs addressing. In [18] the authors had to invoke an additional Polish structure inducing the -algebra as their methods forced them to work with lower semi-continuous distance functions . In this sequel, we work in a purely measure theoretic set-up with a far more general class of distances, universally measurable distance functions, cf. Subsection 3.1 for details.
Although our approach is rooted in the theory of fibrations [26], the recent approaches [1, 29, 30] to obtain expressive modal logic for coalgebras do not apply. For instance, our fibration of predicates111Note that a fibration of predicates is more fundamental than a fibration of conformances like pseudometrics and equivalence relations, since the latter can be derived from the former. over a state space has only countable many meets; thus, it is not a complete lattice fibration as required in [1, 29, 30]. As a result, the codensity lifting used in [1, 29] to derive the Kantorovich lifting for the distribution endofunctor, cannot be used to derive the Kantorovich lifting for the Giry endofunctor over measurable spaces.
In the sequel, we recalibrate the fibration infrastructure in Subsection 2.1. Our inspiration is [4] which presented a coupling-based lifting for an endofunctor that – when instantiated to distribution endofunctor – gives rise to the well-known Wasserstein lifting on probability distributions. Analogously, we will show in Subsection 4.1 how to capture the Wasserstein lifting on probability measures. For our definition to work, we will restrict to a full subcategory of the category of measurable spaces – the category Ana of analytic spaces. Note that analytic spaces already appeared in the literature on labelled Markov processes (for instance, see [9]) to show that logical equivalence induced by a modal logic given in [9] coincide with probabilistic bisimilarity.
After having clarified our measure theoretic assumptions, we will define bisimulation metrics for MDPs as the least fixpoint of the following functional:
where is the endofunctor modelling MDPs as given in Section 3 and is a lifting of distance functions (or put simply, a distance lifting) for as given in Section 4. The definition of our distance lifting is parameterised by a discount factor . Furthermore, thanks to the Kantorovich-Rubinstein duality for measurable spaces [33, Theorem 5], the above functional corresponds to the functional given in [18, Theorem 3.12] whose least fixpoint is the bisimulation pseudometric on the state space of an MDP.
Moving on to our modal logic and comparing with the expressive modal logic for probabilistic systems studied in [7, 10, 39], the key distinguishing feature of our work is the semantics of our diamond modality . Intuitively, the (for a state ) gives the expected value of landing in an -successor from with some fixed probability combined with the reward for when staying in the state with probability . In other words, the semantics of is a convex combination of expected value of moving to an -successor and the reward for at a state. Unlike the above references, we were unable (without breaking the proof of the adequacy result) to further decompose this modality into the traditional diamond modality and 0-ary reward modality as defined in [7, 10, 39].
This paper is organised as follows. In Section 2, we recall the preliminaries from measure theory and calibrate our fibration setup for measurable spaces. In Section 3, we give the concrete definition of behaviour endofunctors that model Markov reward processes (MRPs) and MDPs and establish a bifibration of predicates. The former can be seen as unlabelled version of an MDP. In Section 4, we capture the bisimulation pseudometrics for both MRPs and MDPs as least fixpoint of a functional as explained above. In Section 5, we define our modal logic and establish the adequacy and expressivity results. In Section 6, we end this paper by a discussion on related work and potential topics for future work. The proofs of all lemmas and theorems can be found in the clearly marked appendix.
2 Preliminaries
2.1 Capturing behavioural conformances categorically
In this subsection, we refine the construction [4] of coupling-based lifting for an endofunctor on Set by working with two different fibrations of predicates (cf. Assumptions A 1 and A 2). Moreover, our presentation works in a category C having products; unlike, in [4], where the coalgebras were living in Set. This will provide us a blueprint to define a bisimulation distance for both MRPs and MDPs when viewed as coalgebras in Section 3.
Throughout this section, let Pos be the category of posets and order preserving maps; and, let be the functor modelling the branching type of systems of interest.
-
A1.
There is an indexed category such that (for ) is a poset and (for ) is order preserving.
Henceforth we write the reindexing (instead of ) which is customary in the literature on fibrations [26]. In the sequel, we will view an element intuitively as a predicate over an object . The idea is to view as a semantic universe in which we interpret the formulae of a modal logic. Thus, the operators of a modal logic (like negation, conjunction etcetera) must be operators definable over the fibre .
Furthermore, the authors in [4] required that is rather a bifibration, which is difficult to obtain in general for arbitrary measurable spaces (cf. Subsection 3.1). Our observation, which leads to A 2, is that we can arrange both universally measurable predicates and lower semi-measurable predicates in such a way that the latter results in a bifibration structure and the former acts as a semantic universe to interpret our modal formulae.
-
A2.
there is an indexed category such that is a subfunctor of . Moreover, the indexed category has a bifibration structure, i.e. for every the reindexing functor has a left adjoint .
Now, following [4], one needs a predicate lifting to define a coupling-based lifting, which in our setting due to the presence of two fibrations of predicates takes the following shape.
-
A3.
there is an indexed morphism , i.e. is a natural transformation of type .
Thanks to the above three assumptions, every predicate lifting induces a lifting , which simplifies to the composition given in [4, Eq. 5] when ).
| (1) |
where is the unique map such that and are the obvious projection maps (for ). It is this lifting which will give us the usual Wasserstein lifting for a Giry functor defined in Section 3. Now, for a given coalgebra , simply take the greatest fixpoint of the functional given below to define a coupling-based lifting for the endofunctor .
| (2) |
To ensure this fixpoint exists, we require the following assumption
-
A4.
the indexed category has countable fibred limits, i.e. each fibre of has countable meets and these countable meets are preserved by the reindexing operation.
Proposition 1.
Remark 2.
It should be noted that, in the above proposition, we use the dual version to apply Kleene’s fixpoint theorem on the lattice . However, our concrete predicates in Section 3 will be ordered by pointwise lifting of the dual order (i.e. ) on the unit interval , which then leads to the application of the usual Kleene’s fixpoint theorem.
2.2 Measurable spaces
A measurable space is a pair consisting of a set thought of as a space, e.g. state space of an MDP, and a -algebra (whose elements are called measurable sets) of subsets of stable under the complement operation and countable union (including empty union). In applications the -algebra often contains a given topology, i.e. the collection of open sets , on the state space. Often one considers the minimal such -algebra, the Borel--algebra, denoted . In this context, we use the notation to denote the minimal -algebra containing a given . The elements of are called Borel sets and is called a Borel space. If a given measurable space stems from a Polish space, a completely metrisable separable topological space, then is called standard. The collection of all measurable spaces form a category Meas when endowed with maps that inversely preserve measurable sets, so-called measurable maps. The term --measurable for a measurable morphism is also used to be specific about -algebras. The category Meas has arbitrary products; in particular, where is the -algebra generated by the set .
A probability measure on a measurable space is a function of type such that and for any sequence of pairwise disjoint sets . We denote by the collection of all probability measures on endowed – going back to [22] – with the -algebra generated by all the evaluation maps (one for each ) given by the mapping , i.e. the minimal -algebra making all maps measurable.
We restrict the exposition of this theory to it bare minimum with some additional background given in Appendix A. We call a subset of a measurable space Suslin, if it is the image of an element in along the projection . Let denote the set of all Suslin subsets of . A measurable space is called analytic if it is homeomorphic to a Suslin set of a standard space endowed with the restricted -algebra, i.e. . Such constructions are also a common subject in descriptive set theory, cf. [27] and [20, Ch. 42]. By Ana we denote the full subcategory of Meas of analytic spaces, which admits countable products. The endofunctor restricts to Ana. To provide full generality, cf. Subsection 3.1, of our results, we also introduce the concept of a smooth space [16]: is smooth, cf. Subsection A.2, if for any other measurable space any projection to of a Borel (or equivalently Suslin) subset of is Suslin. Nevertheless, it is perfectly fine to assume analytic spaces throughout at least for the first reading.
Given a measure space (i.e., a measurable space with a measure) one may wish to extend . The -completion of , , is defined as the smallest -algebra containing . A way to describe , when is a probability measure, is as the set of all such that there are with and . The measure uniquely extends to a measure on . Given a measurable space , the universal completion of (denoted ) is the intersection of all completions of with respect to any (probability) measure on . The universal completion is quite big; especially it contains (so every Suslin set is universally measurable).
3 Markov decision processes
In this section we are going to instantiate our categorical parameters (cf. Assumptions A 1 - A 4) in the setting of measurable spaces. We begin by recalling the definition of a Markov decision processes from [18] and view them as coalgebras.
Definition 3.
A (continuous) Markov reward process (MRP) is a coalgebra of type
In other words, is given by a pair of maps satisfying the following properties:
-
(for each ) is a probability measure;
-
(for each measurable set ) is a measurable function; and
-
is a measurable function.
Moreover, given a countable set of actions, we define a Markov decision process (MDP) [18] as a coalgebra of type
In other words, the map (for each state and action ), is a Markov process. Henceforth we write to denote ; so, corresponds to a probability measure and corresponds to a “reward” at for an action .
Thus, the endofunctors of interest are the following:
-
whose coalgebras correspond to Markov reward processes
-
whose coalgebras correspond to Markov decision processes.
3.1 Fibrations induced universally/l.s.m. predicates
Having fixed the type of systems, we now look into the issue of endowing a bifibration structure on the space of all Boolean/quantitative predicates. Consider the indexed category of Boolean predicates, i.e. a predicate is a measurable function of type . The reindexing functor (for a measurable function ) is given by the inverse image operation (since inverse image of measurable sets is measurable). It is well known (originally due to Suslin [36]) that Borel measurable sets even on standard spaces are not closed under direct images; thus as a result the left adjoint to reindexing functor cannot exist in general. Nevertheless if we weaken measurable sets to Suslin sets (which are equivalently analytic sets for analytic spaces, cf. [20, 421K] and [27, 13.3iii)]), then Suslin sets of analytic spaces are preserved by direct image onto analytic spaces, cf. [6] for an in-depth discussion how to develop these concepts.
In lieu of the above discussion, we restrict our state spaces to be analytic, i.e. our working category for the remainder is the category Ana of analytic spaces and measurable functions as morphisms. This is, on the one hand, a bit more general than Polish spaces as required in [18] and on the other hand conceptually more elegant, as we are only working with measurable spaces and do not require an underlying topology. Moreover, we consider quantitative predicates on an analytic space to be lower semimeasurable (l.s.m.) functions (a real-valued generalisation of Suslin sets) of type .
Definition 4.
Let be an analytic space. Then a function is lower semi-measurable, l.s.m. for short, (resp. universally measurable) predicate iff the preimage of the interval (for every ) under is a Suslin set (resp. universally measurable set), i.e. for every , (resp. ).
The term “lower semi-measurable” is chosen in parallel to the term “lower semi-continuous” in topology which refers to a real-valued function which is continuous with respect to the upper-interval topology .
We can arrange l.s.m. predicates in an indexed category as follows. Consider the mapping such that is the set of all l.s.m. predicates where the ordering relation is the pointwise lifting of the “greater-than-equality” relation on the unit interval222In other words, we are viewing the unit interval as the Lawvere quantale where is the truncated addition. So, .. The reindexing (for an arrow ) is given by pre-composition, i.e.
Lemma 5.
The indexed category has countable fibred (co)limits, i.e. each fibre has countable meets and countable joins which are preserved by the reindexing functor. Moreover, has a bifibration structure, i.e., for every , the reindexing functor has a left adjoint given by:
Remark 6.
It should be noted that the existence of a left adjoint can be stated in more general terms by requiring that is a smooth space, cf. Subsection A.2, and is countably separated, i.e. there is a countable family of measurable sets distinguishing every pair of distinct points. Moreover, Axiom 2 could be weakened to maps of type :
-
A1’.
the reindexing functor has a left adjoint .
Any universally measurable subset of a standard space is countably separated as a measurable space, but also an analytic space. So our construction generalises to the full subcategory of Meas of measurable spaces expressible in this form.
To show that A 2 is satisfied, it remains to define an indexed category such that each fibre is contained in . We disregard the trivial definition, i.e. , since Suslin sets are not closed under complementation. As a result, we cannot give semantics to the negation operator in our logic. Nonetheless, it is also known that Suslin sets are universally measurable sets [11], so we simply let be the set of universally measurable predicates on the analytic space .
4 Bisimulation distance
The objective of this section is to define bisimulation pseudometrics (cf. Subsection 4.2) for Markov reward processes and MDPs as the least333Recall the predicates are ordered by , so the greatest fixpoint is actually least fixpoint under the usual order . fixpoint of a functional given in (2) on page 2 where . In both cases, the definition of a pseudometric rests on a coupling-based lifting (1) for the Giry endofunctor which we will work out in the following subsection.
4.1 Wasserstein lifting categorically
We begin by defining a predicate lifting for (i.e. when in Assumption A 3). Consider the mapping given by
| (3) |
Henceforth, we drop the sigma-algebra notation from the subscript whenever it is clear from the context. Thus, is the expectation of random variable under the measure .
Theorem 8.
The mapping defined in (3) is a natural transformation valued in ; thus, an indexed category morphism. Moreover, preserves directed suprema which is a consequence of the monotone convergence theorem well known in measure theory.
Note that predicate lifting improves universally measurable predicates even to Borel measurable predicates for analytic spaces; the proof of this fact can be found in [2].
Thus, A 3 is satisfied and invoking the given in (1) gives the usual Wasserstein lifting for the Giry endofunctor as expected.
Definition 9.
A predicate is a pseudometric on iff is reflexive, symmetric, and satisfies the triangle inequality.
Moreover, a probability measure is a coupling for two probability measures iff and . We write to denote the set of all couplings for the probability measures .
Proposition 10.
Let be a pseudometric on a space . Then, the lifting given in (1) evaluates to the following well known formula associated with Wasserstein lifting of probability measures. Moreover, is a pseudometric on .
4.2 Distance lifting for
One way to define the distance lifting for , i.e. a map of type
is to first define a predicate lifting for and then use the equation in (1) where . To this end one may follow [28, Subsection 5.6.2] in deriving a predicate lifting for in a compositional manner. These results (though stated for the category of sets) can be generalised to measurable spaces, but they are only applicable when the underlying endofunctor preserves weak pullbacks. In particular, it is known that the Giry functor (a composite functor in the case of ) does not preserve weak pullbacks in Meas [41].
So instead of compositionally deriving predicate liftings for and then invoking (1), we derive the coupling based lifting for in three stages:
-
first, we view as the composition of functors where maps every space to its product with the unit interval, i.e.
-
second, for a fixed , we define
as , for and .
-
third, recall from Subsection 4.1 and let be the composition:
Note that may take the extremal values 0 and 1. This is possible – in contrast to [18] – as the bisimulation distance is not obtained using a contraction-based fixpoint argument. However, in the extreme cases the bisimulation distance would not take into account either the transition or the reward part.
Lemma 11.
The above mapping is well defined. Moreover, for any pseudometric , the lift is given by
for , and and is a pseudometric.
In a similar vein, we can now define a distance lifting for (whose coalgebras model MDPs) by letting , where . Now consider the distance lifting for as follows:
Lemma 12.
The above mapping is well defined. Moreover, the mapping for a distance evaluates to
Now composing the two distance liftings (for ) with a -coalgebra is the desired functional as given in (2). Clearly, A 4 is satisfied since has countable suprema and they are preserved by reindexing functors. We end this subsection by showing that the least fixpoint exists for both of these functionals; thus, also paving a way to compute bisimulation pseudometrics for these systems. To this end we need a general result, whose proof is based on some classical results comprising a non-topological version of Riesz–Markov–Kakutani representation theorem [13, IV.5.1], Banach-Alaoglu theorem [13, V.4.2] and Sion’s minimax theorem [35, Thm. 3].
Theorem 13.
Let . Then the functional is -cpo continuous w.r.t. , i.e. for any -increasing sequence of pseudometrics with , we have (for each ):
Remark 14.
The above theorem can be stated for general measurable spaces as well, but by restricting the coalgebra map so that (for each ) is a perfect measure (see Subsection A.1). Perfect measures were introduced by Kolmogorov [24, 22–23] and have many different equivalent definitions. For us a measure space is called perfect, if for any separable metrisable space and every measurable map we have the following property: For every and there is a compact set with , cf. [20, 451O(a)]. In this case, the measure is called perfect.
Remark 15.
Let and recall the -Wasserstein distance between probability measures . Below we argue how to capture this lifting in our setup.
Note that any monotonously increasing lower semicontinuous function induces a -cpo-continuous map . It is monotone by monotonicity of and for any increasing sequence we have
Note that both and are monotonously increasing lower-semicontinuous functions. So is -cpo-continuous as a composition of -cpo-continuous functions.
Corollary 16.
Let be a coalgebra where . Then the least fixpoint for the functionals exists.
Using the fact that any -cpo-continuous endofunction has a least fixpoint by Kleene’s fixpoint theorem, we write (or simply whenever the coalgebra structure is clear from the context) to denote the least fixpoint of the functionals in the above corollary.
Note that by using Kleene fixed point theorem we require weaker assumptions than [17, 3.12], who use the Banach fixed point theorem to define their bisimulation pseudometric restrict themselves to a set-up with contractions.
5 A quantitative modal logic and its expressivity
The signatures of the (logical) languages considered in this paper are parametrised by a set of -indexed families of -indexed function symbols of arity as follows:
| (4) |
In other words, the signature we are using extends the semi-lattice signature (, ) with negation (), modalities (one for each action ) and additional function symbols (each could be viewed as -ary predicate on the unit interval). We simply write to denote the set of formulae generated by the above signature. The restriction to countably many families of function symbols will become important when we construct a second-countable topology on . Note that we can also view the logical symbols, , as (singleton index families of) function symbols. This will be very handy for proofs by structural induction over . Throughout this section, we let and consider only MDPs (the modal logic for MRPs can be derive by letting the set of actions to be a singleton set).
The reason to choose this general formulation with index sets are twofold. First, to endow a topology on which is needed to prove both adequacy (i.e. the distance induced by formulae in is below than the bisimulation distance for MDPs) and expressivity (which is the converse of adequacy). Second, it allows greater flexibility in applications, cf. 6, by accommodating additional operators for which adequacy and expressivity still hold.
5.1 Interpretation of modal formulae in
We give semantics to each formulae by defining an interpretation as a predicate in . This is done by structural induction over in the following way. The logical symbols, i.e. (truth), (negation), and (conjunction), respectively, are interpreted as the functions
| (5) |
Next we consider function symbols of arity (for some ) and a sequence . Its interpretation is given as
whilst, when (i.e. is a constant). Besides the logical symbols we introduce the following basic families of function symbols indexed by and : Scalar addition (), scalar subtraction (), scalar multiplication (), and convex combination () are interpreted as the function assigning to (and )
| (6) |
respectively, throughout this paper. Note that only the first two basic operations are required for our main results.
Finally, for the modal operators we fix a parameter (which was also used to define bisimulation pseudometrics in the previous section) and a coalgebra to define the interpretation of as:
| (7) |
where denotes convex combination of . Intuitively, this means that the value of is determined by a convex combination of the expected value of and the utility after performing .
The defined interpretation function gives rise a (quantitative) theory map defined by
| (8) |
The question whether the theory map lives in our working category Ana is an important step for expressivity (cf. Theorem 28). However, for adequacy (cf. Theorem 22), we only require that the function symbols in are nonexpansive w.r.t. the suprema distance . Nonetheless, before attempting these results we need the definition of a logical distance, which at this stage is purely a set-theoretic assignment. Later, in next subsection, we will show that the logical distance defined below is indeed a predicate over the product of a state space with itself (cf. Subsection 5.2).
Definition 17 (Logical distance).
Given an interpretation , we define the logical distance as follows (for every ):
| (9) |
Note that the absolute value is redundant since the negation operator is in our logic .
5.2 Endowing a topology on through its shapes
As we are dealing with more than countably many function symbols, we will have to impose some structure on the set of function symbols in order to prove our expressivity theorem (cf. Theorem 28). Technically, we need a topology on so that the theory map (8) becomes topologisable in the following sense.
Definition 18.
Let . Then the theory map is topologisable iff there is a topology on such that the preimage of every open set (in the compact open topology on the function space ) is a universal measurable set, i.e. .
To be able to do this, we switch our focus from the uncountable language to the countable language of shapes induced by the language . This language of shapes is constructed by collapsing all function symbols indexed by the same index set, i.e.
| (10) |
To each formula on one can assign a formula in by replacing each by . This defines an equivalence relation on . For each denote by the corresponding equivalence class. For instance, for an -ary function symbol the set for is in canonical bijection to , and the shape (when allows for scalar multiplication) corresponds to , as each ranges over . Through this equivalence relation we can subdivide into countably many chunks, each of which associated to a finite product of ’s. If for a family of -ary function symbols the set is endowed with a -algebra (resp. topology), we call jointly measurable (resp. jointly continuous), if the function is measurable (resp. continuous) with respect to the respective product -algebra (resp. product topology).
For the remainder of this subsection will denote the set of continuous functions from to , which will be endowed with the compact-open topology [14, 3.4] if not explicitly stated otherwise. Recall that a Hausdorff topological space is called locally compact, if each point admits a compact neighbourhood.
Lemma 19 ([14], 3.4.16).
Let be a locally compact second countable space. Moreover if is second countable, then is second countable w.r.t. the compact-open topology.
Remark 20.
Subsection 5.2 will be used only once but at a crucial point in Theorem 28, which is our main result. One could ask if one can extend the classes of spaces for which Subsection 5.2 holds. For instance, does it hold for arbitrary second countable Hausdorff spaces? An ansatz would be to weaken the notion of compactness further. The promising notion is a k-space, the quotient space of some locally compact space, i.e. there is a quotient map for some locally compact space [14, p. 152]. The reason is that in this case there is a decomposition for any directed system of of compact sets with [14, 3.4.11]. Second countability follows as soon as can be chosen to range over a countable set. Unfortunately, this already implies hemicompactness of in case of regular spaces, cf. [40, 8.1(d)] and [14, 3.4.E(c)]. [40] also discusses other weakenings of compactness, but the mentioned Fact 8.1 therein do not provide a remedy.
We end this subsection by the main results of this section; namely that the logical distance is a predicate on and the logic is adequate w.r.t. .
Lemma 21.
If on is topologisable, then is measurable.
Theorem 22.
If the function symbols are interpreted by as nonexpansive functions w.r.t. , then the logic is adequate, i.e. .
Moreover, the language consisting of logical symbols, modalities, scalar addition, subtraction, multiplication, and convex combination is always adequate.
Remark 23.
With the aim to develop continuous version of first order logic, Yaacov and Berenstein studied metric structures and their model theory in [42]. Simply put, a metric structure consists of a complete bounded metric space with a set of -valued predicates, a set of operators on the metric space (which are uniformly continuous of type for some ), and a set of distinguished elements of . It is worthwhile to note that the operators defined by our signature (4) is a special case of a metric structure on the unit interval with an empty set of predicates.
5.3 A general expressivity theorem for
Our main expressivity result (cf. Theorem 28) is based on the well known Stone-Weierstraß theorem and Kantorovich-Rubinstein duality. This follows the tradition of expressivity results from recent papers [29, 1, 19] on coalgebraic modal logic; however, the proof of Theorem 28 does not follow from the abstract results established in the aforementioned articles. In contrast, we need an extra condition that the theory map is topologisable (cf. Subsection 5.2).
Definition 24.
A set of functions approximates a function at a pair up to (for some ) if there is a with . We further say that approximates at if approximates at for each .
Henceforth we write . It turns out that the operators (truth, conjunction, positive, and negative scaling) in our logic approximate any predicate over a state space. The following lemma is taken from [7, Lemma 10].
The following lemma is a continuous (and thus simpler) version of [7, Lem. 10].
Lemma 25.
Assume for all and an interpretation on predicates on some measurable space . Let , and .
| Then | ||||
| (11a) | ||||
| (11b) | ||||
| (11c) | ||||
With the help of this lemma, we can approximate any short (aka nonexpansive) predicates w.r.t. logical distance by formulae in our logic . Given a measurable space , we define the set of short predicates with respect to logical distance be
| (12) |
Corollary 26.
As long as the scalar addition is allowed in the signature of in (4), every short predicate can be approximated by the interpretation of modal formulae in .
Proof.
Take . As we have for each by 9 that . This implies ˜11a for any . Thus approximates at for any by Subsection 5.3. Hence the claim follows.
The next lemma is the well-known Kantorovich-Rubinstein duality extended to perfect measures. We provide a proof in the appendix, since the rather sketchy proof in [33, Thm. 5] considers only distances on their induced Borel--algebra, while other known proofs, especially [12, 11.8.2&6], chose a topological instead of a purely measure theoretic set-up.
Lemma 27 (Kantorovich-Rubinstein theorem).
Let be perfect measures and a l.s.m. pseudo-metric such that is analytic (or smooth, or , the topology induced by , is contained in ) and is integrable for every . Then
Theorem 28.
Let be a language with a coalgebra so that is well defined. Assume the following restrictions:
-
1.
every measure (for every , ) is perfect,
-
2.
the theory map is topologisable by a locally compact and second countable topology, and
-
3.
the scalar addition is in the signature of our language ,
then is a fixpoint of the functional . As a consequence, we have that the language is expressive w.r.t. (i.e., ).
Proof.
Let (for each ), let and . Recall the distance liftings and from Subsection 4.1 and Subsection 4.2, respectively. The claim is – using order preservation of , Theorem 13 – equivalent to for all . From the definition of this translates to the condition
| (13) |
To this end, we begin by expanding the left hand side of the above inequality:
| (14) | ||||
| we push this expression to by letting be a distance on | ||||
| (15) | ||||
| As is second countable, cf. Subsection 5.2, we can (depending on and ) restrict the integral to for some standard (and thus analytic) subspace [15, Thm. 6] (using that and again are perfect). (Note that this argument actually requires only second countability of as it can be refined using [14, 3.8.D], [3, 2.1.15] and [15, § 8 Remark].) As is bounded, so is certainly integrable for any . Thus we can finally apply Kantorovic-Rubinstein duality Subsection 5.3, using Subsection 5.2 and Item 1 | ||||
| (16) | ||||
| (17) | ||||
By applying Subsection 5.3 we can approximate any short predicate by the interpretation of formulae in our logic .
Define to be Let denote the topology generated by and the Kolmogorov quotient, cf. Appendix C, of with unit map . Both (for ) are perfect since the push-forward measures of perfect measures [20, 451Ea] is perfect and using 1 we know is perfect. By [20, 451M] both measures are inner regular with respect to compact sets; thus we find compact sets with . Thus is compact and so is by Appendix C. Moreover we have . As is closed under complement, is .
So finally, the Stone-Weierstraß Theorem, Appendix C, is applicable to ; thus, every nonexpansive predicate can be approximated on by a function from the family . Let denote a witness of a -approximation from of .
It should be noted that the restrictions on perfect measures in the above theorem is redundant when the coalgebra map . Moreover, the second restriction from the previous theorem can also be discarded by imposing the following restrictions on the function symbols , which belong to the signature of our language .
Theorem 29.
Assume that given in (4) is such that each family is endowed with a second countable Hausdorff topology and the interpretation of function symbols are jointly continuous with respect to , then is topologisable by a second countable Hausdorff topology. This topology can be chosen to be locally compact, if each has this property.
Recalling that is compact, thus the assumptions of Theorem 29 are fulfilled.
Lemma 30.
For a language with the following signature in which the set of actions is countable, the theory map is topologisable.
Now combining Subsections 5.3, 22, and 28 we get that the modal language defined in Subsection 5.3 is both adequate and expressive for bisimulation pseudo-metrics defined in Subsection 4.2 for MDPs.
Corollary 31.
Let be the language as given in Subsection 5.3 and let be an MDP. Then the bisimulation pseudometric (defined in Subsection 4.2) coincides with the logical distance .
One may anticipate, following [7], to decompose the semantics of our diamond modality into two modalities: one modelling the expectation modality and the 0-ary reward modality . The semantics of these two modalities given below in is taken from [7]. We argue next that this is unfortunately not possible without jeopardizing the adequacy result.
Remark 32.
Assume and a language with signature
| (19) |
and an interpretation depending on defined by:
Then the language is expressive w.r.t. (i.e., ). However, is not adequate since the binary (truncated) addition is not nonexpansive w.r.t. suprema distance.
6 Related work and concluding remarks
6.1 Related work
Our work is inspired by [18] and establishes a quantitative version of Hennessy-Milner theorem for the therein defined bisimulation pseudometric. To the best of our knowledge, such a generalisation is novel and has not been studied elsewhere in the literature. The key technical differences between the two works are as follows. First, our notion of conformance on continuous state MDPs is based on universal measurability; whilst, it is based on lower semi-continuity in [18]. Note that every lower semi-continuous function is universally measurable. Second, our MDPs are coalgebras living in Ana and the state space of an MDP is thus an analytic space in our paper; whilst, it is a Polish space in [18]. Third, the bisimulation pseudometric defined in this paper is based on Wasserstein lifting; whilst, the bisimulation pseudometric (denoted ) of Ferns et al. is based on Kantorovich lifting. Note that the pseudometrics and are equivalent due to the Kantorovich-Rubinstein duality (Subsection 5.3). Finally, we employ the Kleene’s fixpoint theorem to define , whilst, Ferns et al. employed Banach fixed point theorem to define their bisimulation pseudometric .
The recent work of Chen et al. [7] on continuous time Markov processes (i.e. a family of -coalgebras indexed by non-negative real numbers) is also insightful, where a quantitative version of Hennessy-Milner theorem is also proven. The mathematical development followed in [7] is worth comparing, especially when this family is restricted to a singleton coalgebra (say, for instance, ) and the -algebra is generated by a Polish topology on . The functional (for some ) defined in [7] is not an endofunction in general on the lattice of lower semi-continuous functions on . Using the notations of this paper, can be rewritten as: for every .
Nevertheless, to capture their bisimulation pseudometric (denoted ) by a fixpoint argument, the authors had to work with continuous distance functions on . The usual Knaster-Tarski fixpoint theorem is inapplicable and the authors constructed as the limit of following pseudometrics : ; As a result, the two bisimulation pseudometrics and (Subsection 4.2) are different.
The recent works [1, 30, 29, 19] on developing expressive modal logic for a behavioural conformance that are defined by codensity lifting (called Kantorovich lifting in [19]) can, unfortunately, not be directly applied to the current setting. This is due to the underlying assumption of behavioural conformances defined internally in a complete lattice fibration (or equivalently using the language of topological functors [19]). To this end, we adopted a coupling-based lifting approach (inspired from [4]) to define our bisimulation pseudometric. This adoption required significant effort in recasting old results from measure theory in our framework as outlined in Assumptions A 1-A 4.
6.2 Concluding remarks
To summarise, we model both MRPs and MDPs with continuous state spaces as coalgebras in Ana and define the notion of bisimulation pseudometric using the well known Kleene’s fixpoint theorem. The latter was based on a given coalgebra and the fact that a functional is -cpo-continuous (Theorem 13), whose proof was in turn based on classical results from functional analysis. In addition, we also presented a “quantitative” modal logic whose formulae are interpreted as universally measurable predicates over the state space of an MDP and the logical distance generated by coincides with the bisimulation distance . To prove the expressivity result (Theorem 28) is, certainly, more involved than the adequacy result (Theorem 22); nonetheless, they both require that the theory map (8) is topologisable.
For future work the fact that in the expressivity result a topological structure on the formulas instead of any requirement on the statement was the key assumption may stipulate new perspectives. A more concrete worthwhile enterprise would be to generalise the Stone-Weierstraß theorem for measurable spaces. This will help in directly invoking the argument to approximate a nonexpansive map by logical formulae in the proof of Theorem 28; thus, avoiding the topological arguments used here.
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Appendix A Notations and background
The power set of a set is denoted by . For a function we denote for a subset its direct image under by or and for a the inverse image by .
A.1 Perfect measures
Perfect measures were introduced by Kolmogorov [24, 22–23]. The aim was to provide a convenient subclass of measures general enough for all applications. There are many different equivalent definitions. We choose the following one: A measure space is called perfect, if for any separable metrisable space and every measurable map we have the following property: For every and there is a compact set with , cf. [20, 451O(a)]. Also is called perfect in this case. As a direct consequence of the definition, perfectness is functorial, i.e. the push-forward of a perfect measure is perfect.
In typical real-world applications two points of a measurable space should only be distinguished by the -algebra if they can be distinguished by an observation. As only a finite amount of observations with limited precision can be made per unit of time, there should be a countable subset distinguishing as strong a does (). A measurable space enjoying this property is called countably fibered. Perfect countably fibered probability spaces are actually – despite being a very general notion, including, e.g. analytic spaces – quite close to standard spaces [15, § 8 Rem.]: Any such space is almost pre-standard with respect to some sub--algebra . Almost pre-standard means that a space is standard when restricted to a Borel set of full measure and identifying all point not distinguished by [15]. For countably generated spaces perfectness can even be characterised equivalently by being almost pre-standard [15, Thm. 6].
A.2 Suslin operation and smooth spaces
| For a function let denote the restriction to the first indices. Further let denote the set of all finite sequences in . The Suslin operation, cf. [27, 25.4] or [20, 421B], is denoted by ; we recall that it is defined by | ||||
| (20a) | ||||
| for a Suslin scheme . Further, we remind of its elementary properties: that for any paving and countable family | ||||
| (20b) | ||||
| (20c) | ||||
| [20, 421E], also for any function and paving on that | ||||
| (20d) | ||||
| [20, 421Cc], as well as monotonicity [20, 421Ca] and idempotence [20, 421D], that for any paving | ||||
| (20e) | ||||
| (20f) | ||||
Denote the Giry monad by .
We also recall a generalisation of analytic spaces: smooth spaces as introduced by Falkner [16]. It can be defined as follows [16, 1.3]:
Definition 33.
A measurable space is called smooth if for any measurable space and any the projection on the first component is in .
Note the following fact [16, 1.3]:
Lemma 34.
Every analytic space is smooth.
Appendix B Proof of Theorem 13
The proof of Theorem 13 is based on Sion’s minmax theorem [35, Thm. 3] which we recall first.
Lemma 35.
| Let be a convex subset of a linear topological space, a compact convex subset of a linear topological space, and be upper semicontinuous on and lower semicontinuous on . Suppose that | |||||
| is convex and | (21a) | ||||
| is convex. | (21b) | ||||
Then .
In addition, we also need some important results from functional analysis; in particular, non-topological version of Riesz–Markov–Kakutani representation theorem [13, IV.5.1] and Banach-Alaoglu theorem [13, V.4.2].
The vector space of bounded functions is endowed with the uniform norm given by
It is well-known that this space is complete [13, IV.5].
Let denote the Banach space [13, IV.5] consisting of limits of simple functions on with respect to the uniform norm . It is also functorial. Moreover, we recall that denotes the dual of a Banach space , i.e. all bounded linear functionals . This dual can be either endowed with the uniform norm obtaining a Banach space or with the weak-* topology. The assignment is functorial with respect to both choices. We write the dual vector space of simply as .
Recall that a charge is the same thing as a measure but only finitely additive. Denote by the set of all charges on . We may also view as a functor by endowing with the same -algebra as , i.e. the one making all with measurable. There is the following classical duality between charges and positive functionals given by the isometric (with respect to the uniform norm) isomorphism [13, IV.5.1]
| (22) |
The above duality given by can be viewed as a non-topological version of the Riesz-Markov-Kakutani representation theorem. Note that probability charges are characterised by being positive, i.e. for any with , and normed, i.e. .
We are now ready to prove Theorem 13. Actually, we prove the following slight generalisation (recall that every probability measure on an analytic space is perfect).
Theorem 36.
Let such that is a perfect measure (for each ). Then the is -cpo-continuous with respect to .
Proof.
Assume an -increasing sequence of pseudometrics over , then we need to show that the following equation for every .
| (23) |
Let and let and . Recall the notion of charge which is the same thing as a measure but only finitely additive and note that
as are perfect [32, D5] (see also [31, Prop. 3], original result [34, Thm. VIII]). Now applying the duality (22) and by suppress below in favour of readability (i.e. as a shorthand for the measurable space ).
| (24) |
where is the evaluation function.
From the last representation it is apparent that is an intersection of weak-*-closed subsets of as are continuous by functoriality. Hence is closed. Moreover the set is compact by Banach-Alaoglu theorem [13, V.4.2]. This set also contains any positive with (for any with note that ). Thus is compact.
Set and define by if . Note that is an increasing function in . Further define by . For upper semi-continuity of in its first argument fix a and take any . Observe that is open. As was chosen arbitrarily, upper-semicontinuity is proven. For lower semi-continuity of in its second argument fix an and take again any . Let be the element of with . Observe that is open by definition of weak-*-topology. Since and were chosen arbitrarily, lower-semicontinuity is proven. For each and the level set is of form and thus obviously convex. Convexity of is also quickly confirmed by noting that every operand in 24 is closed under convex combination. For each and the level set is convex by linearity of the ’s. As the intersection of convex sets is convex, the level set is convex.
Then by Appendix B, . By definition of this becomes . By the canonical isomorphism and applying Levi’s theorem (monotone convergence theorem) [20, 123A] the claim in (23) follows.
Appendix C Topology
Recall that a topological space is if any pair of topologically distinct point (i.e. ) are separated by disjoint open sets (i.e. ). Also recall that a topological space is called if it is Hausdorff and if any pair of distinct point is separated by an open set. Obviously, a -space is precisely an -space that is . Any topological space can be transformed canonically into a space by identifying all point that are not topologically distinct point, resulting in the so-called Kolmogorov quotient . We now generalise a bit the well-known Stone-Weierstraß theorem using the fact that -spaces form a reflective subcategory of topological spaces by the Kolmogorov quotient construction. Proofs of the following theorems are found in [2].
Lemma 37.
Stone-Weierstraß Let a compact -space. Let be a set of continuous functions such that for all . If some continuous function can be approximated at each pair of points by functions in , then itself can also be approximated by functions in with respect to the uniform norm .
Lemma 38.
The unit of the Kolmogorov construction is proper, i.e. preimages of compact sets are compact.
Appendix D Proof of adequacy, Theorem 22
Proof.
Set . We prove for each by structural induction over , where . Recall again that all logical symbols are also function symbols, so the proof consists of two cases: Function symbols and modal operators.
Take a formula for an arbitrary -ary function symbol – interpreted by a function also denoted by – and formulas with with for each . Given two states we find
As had been chosen arbitrarily, it follows that .
Turning in the final step to modal operators, take any and assume that for a formula we already know that . Observe for any two states
As had been chosen arbitrarily, it follows that .
Note that the usage of Jensen’s inequality could be avoided using 9. But we chose to conduct the proof this way in view of possible further research into logics without negation.
Appendix E Remaining proofs
The remaining proofs in this paper and its appendices are found in [2].
