Abstract 1 Introduction 2 Preliminaries 3 Markov decision processes 4 Bisimulation distance 5 A quantitative modal logic and its expressivity 6 Related work and concluding remarks References Appendix A Notations and background Appendix B Proof of Theorem 13 Appendix C Topology Appendix D Proof of adequacy, Theorem 22 Appendix E Remaining proofs

Expressivity of Bisimulation Pseudometrics over Analytic State Spaces

Daniel Luckhardt ORCID UCL, University College London, UK Harsh Beohar ORCID University of Sheffield, UK Clemens Kupke ORCID University of Strathclyde, Glasgow, UK
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 theorem
Copyright and License:
[Uncaptioned image] © Daniel Luckhardt, Harsh Beohar, and Clemens Kupke; licensed under Creative Commons License CC-BY 4.0
2012 ACM Subject Classification:
Theory of computation Modal and temporal logics
Related Version:
Full Version: https://arxiv.org/abs/2505.23635 [2]
Editors:
Corina Cîrstea and Alexander Knapp

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. d is reflexive, symmetric, and satisfies the triangle inequality) needs addressing. In [18] the authors had to invoke an additional Polish structure inducing the σ-algebra as their methods forced them to work with lower semi-continuous distance functions d. 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 𝖯𝗋𝖾𝖽 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 (X,𝒜) 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:

𝖯𝗋𝖾𝖽((X,𝒜)×(X,𝒜))σX𝖯𝗋𝖾𝖽(B𝖬𝖣𝖯(X,𝒜)×B𝖬𝖣𝖯(X,𝒜))(γ×γ)𝖯𝗋𝖾𝖽((X,𝒜)×(X,𝒜)),

where B𝖬𝖣𝖯 is the endofunctor modelling MDPs as given in Section 3 and σ is a lifting of distance functions (or put simply, a distance lifting) for B𝖬𝖣𝖯 as given in Section 4. The definition of our distance lifting σ is parameterised by a discount factor c[0,1]. 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 aφ. Intuitively, the aφ(x) (for a state x) gives the expected value of landing in an a-successor from x with some fixed probability c[0,1] combined with the reward for a when staying in the state x with probability 1c. In other words, the semantics of aφ is a convex combination of expected value of moving to an a-successor and the reward for a 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 B:CC be the functor modelling the branching type of systems of interest.

  • A1.

    There is an indexed category 𝖯𝗋𝖾𝖽:CopPos such that 𝖯𝗋𝖾𝖽(X) (for XC) is a poset and 𝖯𝗋𝖾𝖽(f):𝖯𝗋𝖾𝖽(Y)𝖯𝗋𝖾𝖽(X) (for f:XYC) is order preserving.

Henceforth we write the reindexing f (instead of 𝖯𝗋𝖾𝖽(f)) which is customary in the literature on fibrations [26]. In the sequel, we will view an element p𝖯𝗋𝖾𝖽(X) intuitively as a predicate over an object XC. The idea is to view 𝖯𝗋𝖾𝖽 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 𝖯𝗋𝖾𝖽(X).

Furthermore, the authors in [4] required that 𝖯𝗋𝖾𝖽 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 𝗅𝗌𝖯𝗋𝖾𝖽 such that 𝗅𝗌𝖯𝗋𝖾𝖽 is a subfunctor of 𝖯𝗋𝖾𝖽. Moreover, the indexed category 𝗅𝗌𝖯𝗋𝖾𝖽 has a bifibration structure, i.e. for every f:XYC the reindexing functor f has a left adjoint f:𝗅𝗌𝖯𝗋𝖾𝖽(X)𝗅𝗌𝖯𝗋𝖾𝖽(Y).

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 σ:𝖯𝗋𝖾𝖽𝗅𝗌𝖯𝗋𝖾𝖽Bop, i.e. σ is a natural transformation of type 𝖯𝗋𝖾𝖽𝗅𝗌𝖯𝗋𝖾𝖽Bop.

Thanks to the above three assumptions, every predicate lifting σ induces a lifting σ^, which simplifies to the composition given in [4, Eq. 5] when 𝗅𝗌𝖯𝗋𝖾𝖽=𝖯𝗋𝖾𝖽).

𝖯𝗋𝖾𝖽(X×X)σX×X𝗅𝗌𝖯𝗋𝖾𝖽(B(X×X))πX𝗅𝗌𝖯𝗋𝖾𝖽(BX×BX)𝖯𝗋𝖾𝖽(BX×BX), (1)

where πX:B(X×X)BX×BX is the unique map such that priBXπX=B(priX) and pri:X×XX are the obvious projection maps (for i{1,2}). It is this lifting which will give us the usual Wasserstein lifting for a Giry functor B defined in Section 3. Now, for a given coalgebra γ:XBXC, simply take the greatest fixpoint of the functional given below to define a coupling-based lifting for the endofunctor B.

𝖯𝗋𝖾𝖽(X×X)σ^X𝖯𝗋𝖾𝖽(BX×BX)(γ×γ)𝖯𝗋𝖾𝖽(X×X). (2)

To ensure this fixpoint exists, we require the following assumption

  • A4.

    the indexed category 𝖯𝗋𝖾𝖽 has countable fibred limits, i.e. each fibre of 𝖯𝗋𝖾𝖽 has countable meets and these countable meets are preserved by the reindexing operation.

Proposition 1.

If the induced lifting σ^ defined in (1) is (Scott) cocontiuous, then the greatest fixpoint of the functional given in (2) exists.

 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 𝖯𝗋𝖾𝖽. However, our concrete predicates in Section 3 will be ordered by pointwise lifting of the dual order (i.e. ) on the unit interval [0,1], which then leads to the application of the usual Kleene’s fixpoint theorem.

2.2 Measurable spaces

A measurable space is a pair (X,𝒜) consisting of a set X thought of as a space, e.g. state space of an MDP, and a σ-algebra 𝒜𝒫(X) (whose elements are called measurable sets) of subsets of X stable under the complement operation (_) and countable union (including empty union). In applications the σ-algebra often contains a given topology, i.e. the collection of open sets 𝒯, on the state space. Often one considers the minimal such σ-algebra, the Borel-σ-algebra, denoted 𝒯. In this context, we use the notation #1𝒫 to denote the minimal σ-algebra containing a given 𝒫𝒫(X). The elements of 𝒯=#1𝒯 are called Borel sets and (𝒯,𝒯) is called a Borel space. If a given measurable space (X,𝒜) stems from a Polish space, a completely metrisable separable topological space, then (X,𝒜) 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 𝒜--measurable for a measurable morphism (X,𝒜)(Y,) is also used to be specific about σ-algebras. The category Meas has arbitrary products; in particular, (X,𝒜)×(Y,)=(X×Y,𝒜) where 𝒜 is the σ-algebra generated by the set {U×V|U𝒜V}.

A probability measure 𝔪 on a measurable space (X,𝒜) is a function of type 𝒜[0,1] such that 𝔪(X)=1 and 𝔪(iAi)=i𝔪(Ai) for any sequence of pairwise disjoint sets (Ai𝒜)i. We denote by 𝒢(X,𝒜) the collection of all probability measures on (X,𝒜) endowed – going back to [22] – with the σ-algebra generated by all the evaluation maps evA:𝒢(X,𝒜)[0,1] (one for each A𝒜) given by the mapping 𝔪𝔪(A), i.e. the minimal σ-algebra making all maps evA:𝒢(X,𝒜)([0,1],[0,1]) 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 (X,𝒜) Suslin, if it is the image of an element in 𝒜 along the projection ×XX. Let 𝔖𝒜 denote the set of all Suslin subsets of (X,𝒜). A measurable space (X,𝒜) is called analytic if it is homeomorphic to a Suslin set of a standard space (Y,) endowed with the restricted σ-algebra, i.e. |X{BX|B}. 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 𝒢 restricts to Ana. To provide full generality, cf. Subsection 3.1, of our results, we also introduce the concept of a smooth space [16]: (X,𝒜) is smooth, cf. Subsection A.2, if for any other measurable space (Y,) any projection to Y of a Borel (or equivalently Suslin) subset of (Y,)×(X,𝒜) 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) (X,𝒜,𝔪) one may wish to extend 𝒜. The 𝔪-completion of (X,𝒜), 𝒜missing¯𝔪𝒜, is defined as the smallest σ-algebra containing 𝒜{BXA𝒜.m(A)=0 and BA}. A way to describe (X,𝒜)missing¯𝔪, when 𝔪 is a probability measure, is as the set of all A such that there are A,A+ with 𝔪(A)=𝔪(A+) and AAA+. The measure 𝔪 uniquely extends to a measure on 𝒜missing¯𝔪. Given a measurable space (X,𝒜), the universal completion of 𝒜 (denoted 𝒜missing¯) is the intersection of all completions of 𝒜 with respect to any (probability) measure on (X,𝒜). The universal completion is quite big; especially it contains 𝔖𝒜 (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 γ of type

(X,𝒜)𝒢(X,𝒜)×([0,1],[0,1])Meas.

In other words, γ is given by a pair (γ0,γ1) of maps satisfying the following properties:

  • γ0(x) (for each xX) is a probability measure;

  • γ0(_)(U):X[0,1] (for each measurable set U𝒜) is a measurable function; and

  • γ1 is a measurable function.

Moreover, given a countable set Σ of actions, we define a Markov decision process (MDP) [18] as a coalgebra γ of type

(X,𝒜)Σ(𝒢(X,𝒜)×([0,1],[0,1]))Meas.

In other words, the map γ(x)(a) (for each state xX and action aΣ), is a Markov process. Henceforth we write γa,x to denote γ(x)(a); so, γa,x0 corresponds to a probability measure and γa,x1 corresponds to a “reward” at x for an action a.

Thus, the endofunctors of interest are the following:

  • B𝖬𝖱𝖯=𝒢×[0,1] whose coalgebras correspond to Markov reward processes

  • B𝖬𝖣𝖯=ΣB𝖬𝖱𝖯 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 𝖯𝗋𝖾𝖽(X,𝒜)=Meas((X,𝒜),(2,2)) of Boolean predicates, i.e. a predicate p𝖯𝗋𝖾𝖽(X,𝒜) is a measurable function of type X2. The reindexing functor f (for a measurable function f:(X,𝒜)(Y,)) 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 (X,𝒜) to be lower semimeasurable (l.s.m.) functions (a real-valued generalisation of Suslin sets) of type X[0,1].

Definition 4.

Let (X,𝒜) be an analytic space. Then a function p:X[0,1] is lower semi-measurable, l.s.m. for short, (resp. universally measurable) predicate iff the preimage of the interval [0,r] (for every r[0,1]) under p is a Suslin set (resp. universally measurable set), i.e. for every r[0,1], p1([0,r])𝔖𝒜 (resp. p1([0,r])𝒜missing¯).

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 {(r,)|r}.

We can arrange l.s.m. predicates in an indexed category as follows. Consider the mapping 𝗅𝗌𝖯𝗋𝖾𝖽:AnaopPos such that 𝗅𝗌𝖯𝗋𝖾𝖽(X,𝒜) 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 ([0,1],,+) where + is the truncated addition. So, pqxp(x)q(x).. The reindexing f (for an arrow f:(X,𝒜)(Y,)Ana) is given by pre-composition, i.e.

f(q)=qf(for every q𝗅𝗌𝖯𝗋𝖾𝖽(Y,)).
Lemma 5.

The indexed category 𝗅𝗌𝖯𝗋𝖾𝖽 has countable fibred (co)limits, i.e. each fibre has countable meets and countable joins which are preserved by the reindexing functor. Moreover, 𝗅𝗌𝖯𝗋𝖾𝖽 has a bifibration structure, i.e., for every f:(X,𝒜)(Y,)Ana, the reindexing functor has a left adjoint f given by:

f(p)(y)=inff(x)=yp(x)(for every p𝗅𝗌𝖯𝗋𝖾𝖽(X,𝒜),yY).
 Remark 6.

It should be noted that the existence of a left adjoint can be stated in more general terms by requiring that (X,𝒜) is a smooth space, cf. Subsection A.2, and (Y,) 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 f:BXYC:

  • A1’.

    the reindexing functor f has a left adjoint f:𝗅𝗌𝖯𝗋𝖾𝖽(BX)𝗅𝗌𝖯𝗋𝖾𝖽(Y).

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 𝖯𝗋𝖾𝖽:AnaopPos such that each fibre 𝗅𝗌𝖯𝗋𝖾𝖽(X,𝒜) is contained in 𝖯𝗋𝖾𝖽(X,𝒜). We disregard the trivial definition, i.e. 𝖯𝗋𝖾𝖽=𝗅𝗌𝖯𝗋𝖾𝖽, 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 𝖯𝗋𝖾𝖽(X,𝒜) be the set of universally measurable predicates on the analytic space (X,𝒜).

Proposition 7.

Assumptions A 1 and A 2 are satisfied by 𝖯𝗋𝖾𝖽 and 𝗅𝗌𝖯𝗋𝖾𝖽, respectively.

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 B={B𝖬𝖱𝖯,B𝖬𝖣𝖯}. In both cases, the definition of a pseudometric rests on a coupling-based lifting (1) for the Giry endofunctor 𝒢 which we will work out in the following subsection.

4.1 Wasserstein lifting categorically

We begin by defining a predicate lifting for 𝒢 (i.e. when B=𝒢 in Assumption A 3). Consider the mapping σ(X,𝒜):𝖯𝗋𝖾𝖽(X,𝒜)𝗅𝗌𝖯𝗋𝖾𝖽(𝒢(X,𝒜)) given by

σ(X,𝒜)(p)(𝔪)=pd𝔪(for every p𝖯𝗋𝖾𝖽(X,𝒜),𝔪𝒢(X,𝒜)). (3)

Henceforth, we drop the sigma-algebra notation from the subscript whenever it is clear from the context. Thus, σX(p)(𝔪) is the expectation of random variable p under the measure 𝔪.

Theorem 8.

The mapping σ defined in (3) is a natural transformation valued in 𝗅𝗌𝖯𝗋𝖾𝖽; thus, an indexed category morphism. Moreover, σ 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 σ^ given in (1) gives the usual Wasserstein lifting for the Giry endofunctor 𝒢 as expected.

Definition 9.

A predicate d𝖯𝗋𝖾𝖽((X,𝒜)×(X,𝒜)) is a pseudometric on (X,𝒜)Ana iff d is reflexive, symmetric, and satisfies the triangle inequality.

Moreover, a probability measure 𝔠𝒢((X,𝒜)×(X,𝒜)) is a coupling for two probability measures 𝔪,𝔫 iff 𝒢(pr1)(𝔠)=𝔪 and 𝒢(pr2)(𝔠)=𝔫. We write K(𝔪,𝔫) to denote the set of all couplings for the probability measures 𝔪,𝔫.

Proposition 10.

Let d be a pseudometric on a space (X,𝒜)Ana. Then, the lifting σ^ given in (1) evaluates to the following well known formula associated with Wasserstein lifting of probability measures. Moreover, σ^(d) is a pseudometric on 𝒢(X,𝒜).

σ^(d)(𝔪,𝔫)=inf𝔠K(𝔪,𝔫)dd𝔠

4.2 Distance lifting for 𝑩={𝑩𝗠𝗥𝗣,𝑩𝗠𝗗𝗣}

One way to define the distance lifting σ𝖬𝖱𝖯 for B𝖬𝖱𝖯, i.e. a map of type

σX𝖬𝖱𝖯:𝖯𝗋𝖾𝖽((X,𝒜)×(X,𝒜))𝖯𝗋𝖾𝖽(B𝖬𝖱𝖯(X,𝒜)×B𝖬𝖱𝖯(X,𝒜)),

is to first define a predicate lifting for B𝖬𝖱𝖯 and then use the equation in (1) where B=B𝖬𝖱𝖯. To this end one may follow [28, Subsection 5.6.2] in deriving a predicate lifting for B𝖬𝖱𝖯 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 B𝖬𝖱𝖯) does not preserve weak pullbacks in Meas [41].

So instead of compositionally deriving predicate liftings for B𝖬𝖱𝖯 and then invoking (1), we derive the coupling based lifting for B𝖬𝖱𝖯 in three stages:

  • first, we view B𝖬𝖱𝖯 as the composition of functors BI𝒢 where BI:AnaAna maps every space to its product with the unit interval, i.e.

    BI=Id×([0,1],[0,1]).
  • second, for a fixed c[0,1], we define

    σXc:𝖯𝗋𝖾𝖽((X,𝒜)×(X,𝒜))𝖯𝗋𝖾𝖽(BI(X,𝒜)×BI(X,𝒜))

    as σXc(d)((x,r),(y,s))=cd(x,y)+(1c)|rs|, for x,yX and r,s[0,1].

  • third, recall σ^ from Subsection 4.1 and let σ𝖬𝖱𝖯 be the composition:

    𝖯𝗋𝖾𝖽((X,𝒜)×(X,𝒜))σ^X𝖯𝗋𝖾𝖽(𝒢(X,𝒜)×𝒢(X,𝒜))σ𝒢Xc𝖯𝗋𝖾𝖽(B𝖬𝖱𝖯(X,𝒜)×B𝖬𝖱𝖯(X,𝒜)).

Note that c 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 σc is well defined. Moreover, for any pseudometric d𝖯𝗋𝖾𝖽((X,𝒜)×(X,𝒜)), the lift σX𝖬𝖱𝖯(d) is given by

σX𝖬𝖱𝖯(d)((𝔪,r),(𝔫,s))=c(inf𝔠K(𝔪,𝔫)dd𝔠)+(1c)|rs|

for 𝔪,𝔫𝒢(X,𝒜), and r,s[0,1] and is a pseudometric.

In a similar vein, we can now define a distance lifting σ𝖬𝖣𝖯 for B𝖬𝖣𝖯 (whose coalgebras model MDPs) by letting B𝖬𝖣𝖯=BΣB𝖬𝖱𝖯, where BΣ=ΣId. Now consider the distance lifting σ(_)Σ for BΣ as follows:

σΣ(d)(x,y)=supaΣd(x(a),y(a)),(for x,yΣX).
Lemma 12.

The above mapping σΣ is well defined. Moreover, the mapping σ𝖬𝖣𝖯=σB𝖬𝖱𝖯(_)Σσ𝖬𝖱𝖯 for a distance d𝖯𝗋𝖾𝖽((X,𝒜)×(X,𝒜)) evaluates to

σ𝖬𝖣𝖯(d)((𝔪,r),(𝔫,s))=supaΣ[c(inf𝔠K(𝔪(a),𝔫(a))dd𝔠)+(1c)|r(a)s(a)|].

Now composing the two distance liftings σB (for B{B𝖬𝖱𝖯,B𝖬𝖣𝖯}) with a B-coalgebra is the desired functional as given in (2). Clearly, A 4 is satisfied since 𝖯𝗋𝖾𝖽 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 γ:(X,𝒜)𝒢(X,𝒜)Ana. Then the functional γσ^ is ω-cpo continuous w.r.t. , i.e. for any -increasing sequence di𝖯𝗋𝖾𝖽((X,𝒜)×(X,𝒜)) of pseudometrics with i, we have (for each x,yX):

inf𝔠K(γx,γy)supidid𝔠=supiinf𝔠K(γx,γy)did𝔠.
 Remark 14.

The above theorem can be stated for general measurable spaces as well, but by restricting the coalgebra map so that γ(x) (for each xX) 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 (X,𝒜,𝔪) is called perfect, if for any separable metrisable space (Y,𝒯) and every measurable map f:XY we have the following property: For every A𝒜 and r<𝔪(A) there is a compact set Kimf with 𝔪(Af1K)r, cf. [20, 451O(a)]. In this case, the measure 𝔪 is called perfect.

 Remark 15.

Let p[1,) and recall the p-Wasserstein distance between probability measures 𝔪,𝔫𝒢(X,𝒜). Below we argue how to capture this lifting in our setup.

Wp(d)(𝔪,𝔫)=inf𝔠K(𝔪,𝔫)dpd𝔠p,for a pseudometric d𝖯𝗋𝖾𝖽((X,𝒜)×(X,𝒜)).

Note that any monotonously increasing lower semicontinuous function f:[0,1][0,1] induces a ω-cpo-continuous map f_:𝖯𝗋𝖾𝖽(X,𝒜)𝖯𝗋𝖾𝖽(X,𝒜). It is monotone by monotonicity of f and for any increasing sequence (pi𝖯𝗋𝖾𝖽(X,𝒜))i we have

supif(pi(x))=f(supipi(x))(for each xX).

Note that both (_)p and _p are monotonously increasing lower-semicontinuous functions. So Wp=_pσ^(_)p is ω-cpo-continuous as a composition of ω-cpo-continuous functions.

Corollary 16.

Let γB:(X,𝒜)B(X,𝒜)Ana be a coalgebra where B{B𝖬𝖱𝖯,B𝖬𝖣𝖯}. Then the least fixpoint for the functionals γBσB exists.

Using the fact that any ω-cpo-continuous endofunction has a least fixpoint by Kleene’s fixpoint theorem, we write 𝐛𝐝cγ (or simply 𝐛𝐝 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 {fiy|yYi} of ω-indexed families of Yi-indexed function symbols of arity ni as follows:

¬___a_,aAfiy,yYi,iω (4)

In other words, the signature we are using extends the semi-lattice signature (, ) with negation (¬), modalities a (one for each action a) and additional function symbols fiy (each fiy could be viewed as ni-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 Ω=[0,1] and consider only MDPs (the modal logic for MRPs can be derive by letting the set Σ of actions to be a singleton set).

The reason to choose this general formulation with index sets Yi 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 𝐛𝐝 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 𝓛

We give semantics to each formulae φ by defining an interpretation φ as a predicate in 𝖯𝗋𝖾𝖽(X,𝒜). This is done by structural induction over φ in the following way. The logical symbols, i.e.  (truth), ¬_ (negation), and __ (conjunction), respectively, are interpreted as the functions

1,λx.1x,λxy.min{x,y}respectively. (5)

Next we consider function symbols fiy of arity ni>0 (for some yYi) and a sequence (φj)1jni. Its interpretation is given as

fiy(φ1,,φni)=fiy(φ1,,φni) for some fixed fiy:[0,1]ni[0,1]

whilst, fiy=fiy[0,1] when ni=0 (i.e. fiy is a constant). Besides the logical symbols we introduce the following basic families of function symbols indexed by r,c[0,1] and α(0,): Scalar addition (_+r), scalar subtraction (_r), scalar multiplication (r_), and convex combination (_+c_) are interpreted as the function assigning to x (and y)

min{1,x+r},max{0,xr},rx,x+cy, (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 cΩ (which was also used to define bisimulation pseudometrics 𝐛𝐝 in the previous section) and a coalgebra γ:(X,𝒜)B𝖬𝖣𝖯(X,𝒜)Ana to define the interpretation of aφ as:

aφγ(x)=φdγa,x0+cγa,x1, (7)

where r+cscr+(1c)s denotes convex combination of r,sΩ. Intuitively, this means that the value of aφ is determined by a convex combination of the expected value of φ and the utility after performing a.

The defined interpretation function _ gives rise a (quantitative) theory map qTh:XΩ defined by

qTh(x)(φ)φ(x)(for every φ). (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 fiy in are nonexpansive w.r.t. the suprema distance d(x,y)=max1jni|x(j),y(j)|. 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 _:Set(X,[0,1]), we define the logical distance as follows (for every x,yX):

𝐝(x,y)=supφ|φ(x)φ(y)|=supφφ(x)φ(y). (9)

Note that the absolute value is redundant since the negation operator ¬ is in our logic .

5.2 Endowing a topology on 𝓛 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 𝒯 on so that the theory map qTh (8) becomes topologisable in the following sense.

Definition 18.

Let (X,𝒜)Ana. Then the theory map qTh:XΩ is topologisable iff there is a topology 𝒯 on such that the preimage of every open set UΩ (in the compact open topology on the function space Ω) is a universal measurable set, i.e. qTh1(U)𝒜missing¯.

To be able to do this, we switch our focus from the uncountable language to the countable language Sh() of shapes induced by the language . This language Sh() of shapes is constructed by collapsing all function symbols indexed by the same index set, i.e.

¬___a_,aAfi,iω. (10)

To each formula φ on one can assign a formula in Sh() by replacing each fiy by fi. This defines an equivalence relation on . For each ψSh() denote by ψ^ the corresponding equivalence class. For instance, for an ni-ary function symbol fi the set ψ^ for ψ=fi(,,) is in canonical bijection to Yi, and the shape r¬r (when allows for scalar multiplication) corresponds to Ω×Ω, as each r ranges over Ω=[0,1]. Through this equivalence relation we can subdivide into countably many chunks, each of which associated to a finite product of Yi’s. If for a family {fy}yY of n-ary function symbols the set Y is endowed with a σ-algebra  (resp. topology), we call _ jointly measurable (resp. jointly continuous), if the function [0,1]n×Y[0,1] is measurable (resp. continuous) with respect to the respective product σ-algebra (resp. product topology).

For the remainder of this subsection Ω(X,𝒯) will denote the set of continuous functions from (X,𝒯) to Ω, which will be endowed with the compact-open topology [14, 3.4] if not explicitly stated otherwise. Recall that a Hausdorff topological space (X,𝒯) is called locally compact, if each point admits a compact neighbourhood.

Lemma 19 ([14], 3.4.16).

Let (X,𝒯) be a locally compact second countable space. Moreover if Ω is second countable, then Ω(X,𝒯) 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 q:(Y,𝒯Y)(X,𝒯) for some locally compact space (X,𝒯) [14, p. 152]. The reason is that in this case there is a decomposition Ω(Y,𝒯Y)=limΩKii for any directed system of of compact sets KiX with iKi=X [14, 3.4.11]. Second countability follows as soon as i can be chosen to range over a countable set. Unfortunately, this already implies hemicompactness of (Y,𝒯Y) 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 𝐝 is a predicate on (X,𝒜)×(X,𝒜) and the logic is adequate w.r.t. 𝐛𝐝c.

Lemma 21.

If qTh on (X,𝒜) is topologisable, then 𝐝 is measurable.

Theorem 22.

If the function symbols fiy are interpreted by _ as nonexpansive functions w.r.t. d, then the logic is adequate, i.e. 𝐛𝐝𝐝.

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 (M,d) with a set of -valued predicates, a set of operators on the metric space (which are uniformly continuous of type MnM for some n>0), and a set of distinguished elements of M. 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 𝓛

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 qTh is topologisable (cf. Subsection 5.2).

Definition 24.

A set L of functions X[0,1] approximates a function f:X at a pair x,yX up to ε (for some ε>0) if there is a gL with |g(x)f(x)|,|g(y)f(y)|<ε. We further say that L approximates f at x,y if L approximates f at x,y for each ε>0.

Henceforth we write ={φ|φ}. 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 ,__,_+r,_r for all rΩ and _:𝖯𝗋𝖾𝖽(X,𝒜) an interpretation on predicates on some measurable space (X,𝒜). Let p𝖯𝗋𝖾𝖽(X,𝒜), x,yX and ε>0.

Then
φ:0p(x)p(y)<φ(x)φ(y)+ε (11a)
(ψ:p(x)ψ(x)[0,ε) and p(y)ψ(y)=0) (11b)
 approximates p at x,y up to ε. (11c)

With the help of this lemma, we can approximate any short (aka nonexpansive) predicates w.r.t. logical distance 𝐝 by formulae in our logic . Given a measurable space (X,𝒜), we define the set of short predicates with respect to logical distance 𝐝 be

𝖯𝗋𝖾𝖽(X,𝒜,𝐝){h𝖯𝗋𝖾𝖽(X,𝒜)|x,yX:𝐝(x,y)h(x)h(y)}. (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 h𝖯𝗋𝖾𝖽(X,𝒜,d_). As ¬_ we have for each x,yX by 9 that h(x)h(y)supff(x)f(y). This implies ˜11a for any ε>0. Thus approximates h at x,y for any ε>0 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-σ-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 𝔪,𝔫𝒢(X,𝒜) be perfect measures and d:(X,𝒜)×(X,𝒜)([0,1],[0,1]) a l.s.m. pseudo-metric such that (X,𝒜) is analytic (or smooth, or 𝒯d, the topology induced by d, is contained in 𝒜missing¯) and d(_,x0) is integrable for every x0X . Then

inf𝔠K(𝔪,𝔫)dd𝔠=suph𝖯𝗋𝖾𝖽(X,𝒜,d)hd(𝔪𝔫).
Theorem 28.

Let be a language with a coalgebra γ:(X,𝒜)B𝖬𝖣𝖯(X,𝒜) so that _ is well defined. Assume the following restrictions:

  1. 1.

    every measure γx,a0 (for every xX, aΣ) is perfect,

  2. 2.

    the theory map qTh is topologisable by a locally compact and second countable topology, and

  3. 3.

    the scalar addition is in the signature of our language ,

then 𝐝 is a fixpoint of the functional σB𝖬𝖣𝖯γ. As a consequence, we have that the language 𝐝 is expressive w.r.t. 𝐛𝐝 (i.e., 𝐛𝐝𝐝).

Proof.

Let 𝔪x,a=γx,a0 (for each xX,aΣ), let rxa=γa,x1 and rx,ya=|rxarya|. Recall the distance liftings σ^ and σ𝖬𝖱𝖯 from Subsection 4.1 and Subsection 4.2, respectively. The claim 𝐛𝐝𝐝 is – using order preservation of σB𝖬𝖣𝖯γ, Theorem 13 – equivalent to ε>0:σB𝖬𝖣𝖯γ(x,y)𝐝(x,y)+ε for all x,yX. From the definition of σB𝖬𝖣𝖯 this translates to the condition

ε>0:aΣ:σX𝖬𝖱𝖯(𝐝)γ(x,y)((𝔪x,a,rxa),(𝔪y,a,rya))𝐝+ε. (13)

To this end, we begin by expanding the left hand side of the above inequality:

σX𝖬𝖱𝖯(𝐝)γ(x,y)((𝔪x,a,rxa),(𝔪y,a,rya))
=inf𝔠K(𝔪x,a,𝔪y,a)𝐝d𝔠+crxya (14)
we push this expression to [0,1] by letting 𝐝~supφim(qTh) be a distance on [0,1]
=inf𝔠K(qTh(𝔪x,a),qTh(𝔪y,a))𝐝~d𝔠+crxya (15)
As [0,1] is second countable, cf. Subsection 5.2, we can (depending on qTh(𝔪x,a) and qTh(𝔪y,a)) restrict the integral to A×A for some standard (and thus analytic) subspace A[0,1] [15, Thm. 6] (using that qTh(𝔪x,a) and qTh(𝔪y,a) 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 𝐝 is bounded, so 𝐝(_,x) is certainly integrable for any xX. Thus we can finally apply Kantorovic-Rubinstein duality Subsection 5.3, using Subsection 5.2 and Item 1
=suph𝖯𝗋𝖾𝖽([0,1],[0,1],𝐝~)hd(𝔪x,a𝔪y,a)+crxya (16)
suph𝖯𝗋𝖾𝖽(X,𝒜,𝐝)hd(qTh(𝔪x,a)qTh(𝔪y,a))+crxya (17)

By applying Subsection 5.3 we can approximate any short predicate h by the interpretation of formulae in our logic .

Define 𝒮𝒜 to be 𝒮={U,U|UqTh1[𝒮_]h1[𝒮Ω]}. Let 𝒯 denote the topology generated by 𝒮 and (X,𝒯) the Kolmogorov quotient, cf. Appendix C, of (X,𝒯) with unit map η:(X,𝒯)(X,𝒯). Both 𝔪z,a𝒢(η)(𝔪z,a) (for z{x,y}) are perfect since the push-forward measures of perfect measures [20, 451Ea] is perfect and using 1 we know 𝔪z,a is perfect. By [20, 451M] both measures are inner regular with respect to compact sets; thus we find compact sets Kx,KyX with 𝔪x,a((Kx)),𝔪y,a((Ky))<δ. Thus KxKy is compact and so is Kη1(KxKy) by Appendix C. Moreover we have 𝔪x,a((K)),𝔪y,a((Ky))<δ. As 𝒮 is closed under complement, (X,𝒯) is R2.

So finally, the Stone-Weierstraß Theorem, Appendix C, is applicable to (K,𝒯|K); thus, every nonexpansive predicate h can be approximated on K by a function from the family {φ|K|φ}. Let φh,δ denote a witness of a δ-approximation from |K of h|K.

Continuing at 17 we obtain (for all δ>0):

σ(𝐝)(𝔪x,a,𝔪y,a)+crx,ya
(suph𝖯𝗋𝖾𝖽(X,𝒜,𝐝)Khd(𝔪x,a𝔪y,a)+Khd(𝔪x,a𝔪y,a))+crxya
(suph𝖯𝗋𝖾𝖽(X,𝒜,𝐝)Kφh,δd(𝔪x,a𝔪y,a)+δ+δ1)+crxya
(suph𝖯𝗋𝖾𝖽(X,𝒜,𝐝)φh,δd(𝔪x,a𝔪y,a)+3δ)+crxya
(supφφd(𝔪x,a𝔪y,a)+3δ)+crxya
=(supφ(φd𝔪x,a+crxa)(φd𝔪y,a+crya))+3cδ (18)
=supφaφ(x)aφ(y)+3cδ
˜9𝐝(x,y)+3cδ.

Choosing 3cδ<ε, 13 follows – finishing the proof.

It should be noted that the restrictions on perfect measures in the above theorem is redundant when the coalgebra map γAna. Moreover, the second restriction from the previous theorem can also be discarded by imposing the following restrictions on the function symbols (fiy)iω,yYi, which belong to the signature of our language .

Theorem 29.

Assume that given in (4) is such that each family Yi is endowed with a second countable Hausdorff topology 𝒯i and the interpretation of function symbols fiy are jointly continuous with respect to 𝒯i, then qTh is topologisable by a second countable Hausdorff topology. This topology can be chosen to be locally compact, if each 𝒯i has this property.

Recalling that [0,1] is compact, thus the assumptions of Theorem 29 are fulfilled.

Lemma 30.

For a language with the following signature in which the set Σ of actions is countable, the theory map qTh is topologisable.

¬_+r,r[0,1]_r,r[0,1]a,aΣ.

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 𝐛𝐝 defined in Subsection 4.2 for MDPs.

Corollary 31.

Let be the language as given in Subsection 5.3 and let γ:(X,𝒜)B𝖬𝖣𝖯(X,𝒜)Ana be an MDP. Then the bisimulation pseudometric (defined in Subsection 4.2) coincides with the logical distance 𝐝.

One may anticipate, following [7], to decompose the semantics of our diamond modality into two modalities: one modelling the expectation modality aφ and the 0-ary reward modality rewa. 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 c[0,1] and a language with signature

¬___rewa,aΣa,aΣr_,r[0,1]_+_ (19)

and an interpretation depending on γ:(X,𝒜)B𝖬𝖣𝖯(X,𝒜)Ana defined by:

aφγ(x)=cφdγa,x0andrewa(x)=γa,x1.

Then the language is expressive w.r.t. 𝐛𝐝 (i.e., 𝐛𝐝𝐝). 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 𝐛𝐝 defined in this paper is based on Wasserstein lifting; whilst, the bisimulation pseudometric (denoted 𝐛𝐝FPP) of Ferns et al. is based on Kantorovich lifting. Note that the pseudometrics 𝐛𝐝 and 𝐛𝐝FPP are equivalent due to the Kantorovich-Rubinstein duality (Subsection 5.3). Finally, we employ the Kleene’s fixpoint theorem to define 𝐛𝐝, whilst, Ferns et al. employed Banach fixed point theorem to define their bisimulation pseudometric 𝐛𝐝FPP.

The recent work of Chen et al. [7] on continuous time Markov processes (i.e. a family of B𝖬𝖱𝖯-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, γ:(X,𝒜)B𝖬𝖱𝖯(X,𝒜)) and the σ-algebra 𝒜 is generated by a Polish topology on X. The functional c (for some 0<c<1) defined in [7] is not an endofunction in general on the lattice of lower semi-continuous functions on (X,𝒜). Using the notations of this paper, c can be rewritten as: c(d)(x,y)=cσ^(d)(γ0(x),γ0(y)) for every x,yX.

Nevertheless, to capture their bisimulation pseudometric (denoted 𝐛𝐝CCP) by a fixpoint argument, the authors had to work with continuous distance functions on X. The usual Knaster-Tarski fixpoint theorem is inapplicable and the authors constructed 𝐛𝐝CCP as the limit of following pseudometrics δi: δ0=(γ1×γ1)(dE); δi+1=c(δi). As a result, the two bisimulation pseudometrics 𝐛𝐝CCP and 𝐛𝐝 (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 γ:(X,𝒜)𝒢(X,𝒜)Ana and the fact that a functional γσ^:𝖯𝗋𝖾𝖽(X,𝒜)𝖯𝗋𝖾𝖽(X,𝒜) is ω-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 𝐝 generated by coincides with the bisimulation distance 𝐛𝐝. 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 qTh (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 h 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 X is denoted by 𝒫(X). For a function f:XY we denote for a subset AX its direct image under f by f(U) or f[U] and for a VY the inverse image by f1(V).

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 (X,𝒜,𝔪) is called perfect, if for any separable metrisable space (Y,𝒯) and every measurable map f:XY we have the following property: For every A𝒜 and r<𝔪(A) there is a compact set Kimf with 𝔪(Af1K)r, cf. [20, 451O(a)]. Also 𝔪 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 σ-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 𝒮𝒜 distinguishing as strong a 𝒜 does (x,yXA𝒜:xAyA(S𝒮:#S{x,y}=1)). 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-σ-algebra 𝒜𝒜. 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 𝒜 [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 f(_):ωX let f(_)|i denote the restriction to the first k indices. Further let ω<ω denote the set of all finite sequences in ω. The Suslin operation, cf. [27, 25.4] or [20, 421B], is denoted by 𝔖; we recall that it is defined by
𝔖𝒫=n(_)ωωiωAn(_)|i (20a)
for a Suslin scheme A(_):ω<ω. Further, we remind of its elementary properties: that for any paving 𝒫 and countable family 𝒮𝔖𝒫
𝒮 𝔖𝒫 (20b)
𝒮 𝔖𝒫 (20c)
[20, 421E], also for any function f:XY and paving 𝒬 on Y that
f1[𝔖𝒬]=𝔖(f1[𝒬]) (20d)
[20, 421Cc], as well as monotonicity [20, 421Ca] and idempotence [20, 421D], that for any paving 𝒫
𝒫 𝔖𝒫 (20e)
𝔖(𝔖𝒫) =𝔖𝒫. (20f)

Denote the Giry monad by 𝒢(X,𝒜)=(M(X,𝒜),A(X,𝒜)).

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 (X,𝒜) is called smooth if for any measurable space (X,𝒜) and any A𝔖(𝒜) the projection on the first component prYA is in 𝔖.

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 U be a convex subset of a linear topological space, V a compact convex subset of a linear topological space, and f:U×V be upper semicontinuous on U and lower semicontinuous on V. Suppose that
yV,λ: {xU|f(x,y)λ} is convex and (21a)
xU,λ: {yV|f(x,y)λ} is convex. (21b)

Then infyVsupxUf(x,y)=supxUinfyVf(x,y).

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 B(X) of bounded functions f:X is endowed with the uniform norm given by

fu=sup{|f(x)||xX}.

It is well-known that this space B(X) is complete [13, IV.5].

Let B(X,𝒜) denote the Banach space [13, IV.5] consisting of limits of simple functions on (X,𝒜) with respect to the uniform norm _u. It is also functorial. Moreover, we recall that B denotes the dual of a Banach space B, i.e. all bounded linear functionals B. 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 B(X,𝒜) simply as B(X,𝒜).

Recall that a charge is the same thing as a measure but only finitely additive. Denote by Charge(X,𝒜) the set of all charges on (X,𝒜). We may also view Charge as a functor MeasMeas by endowing Charge(X,𝒜) with the same σ-algebra as 𝒢(X,𝒜), i.e. the one making all evA with A𝒜 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]

Int:Charge(X,𝒜)B(X,𝒜),𝔪λf.fd𝔪. (22)

The above duality given by Int can be viewed as a non-topological version of the Riesz-Markov-Kakutani representation theorem. Note that probability charges 𝔪 are characterised by being positive, i.e. fd𝔪=Int(𝔪)(f)0 for any fB(X,𝒜) with f0, and normed, i.e. 1d𝔪=Int(𝔪)(1)=1.

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 γ:(X,𝒜)𝒢(X,𝒜)𝔪 such that γ(x) is a perfect measure (for each xX). Then the σ^ is ω-cpo-continuous with respect to .

Proof.

Assume an -increasing sequence (di)i of pseudometrics over (X,𝒜), then we need to show that the following equation for every x,yX.

inf𝔠K(γx,γy)supidid𝔠=supiinf𝔠K(γx,γy)did𝔠. (23)

Let x,yX and let 𝔪1=γx and 𝔪2=γy. Recall the notion of charge which is the same thing as a measure but only finitely additive and note that

{𝔠 measure on 𝒜𝒜|𝒢(pr1)𝔠=𝔪1,𝒢(pr2)𝔠=𝔪2}
={𝔠 charge on 𝒜𝒜|𝒢(pr1)𝔠=𝔪1,𝒢(pr2)𝔠=𝔪2}

as 𝔪1,𝔪2 are perfect [32, D5] (see also [31, Prop. 3], original result [34, Thm. VIII]). Now applying the duality (22) and by suppress 𝒜 below in favour of readability (i.e. X×X as a shorthand for the measurable space (X,𝒜)×(X,𝒜)).

Int{c(B(X×X))|c is positive,c(1)=1 andfor i=1,2:(Bpri)c=Int(𝔪i)}
={evf1([0,))|fB(X×X),f0}ev11({1})i=1,2(Bpri)1({Int𝔪i}) (24)

where evf:cc(f) is the evaluation function.

Vxx

From the last representation it is apparent that Vxx is an intersection of weak-*-closed subsets of B(X×X) as B(pr1),B(pr2):BXB(X×X) are continuous by functoriality. Hence Vxx is closed. Moreover the set {ϕB(X×X)|ϕ(f)[1,1] for any f with fu1} is compact by Banach-Alaoglu theorem [13, V.4.2]. This set also contains any positive cB(X×X) with c(1)=1 (for any f with uf1 note that |c(f)|c linear|c(|f|)|=c positive|f|dcc positive,[13, III.2.22, p. 119; III.1.5]1dc=1). Thus Vxx is compact.

Set U=[0,) and define d~x:U[0,1] by d~x=di if x[i,i+1). Note that d~x is an increasing function in x. Further define f:U×Vxx[0,1]Set by f(x,c)c(d~x)=d~xdc. For upper semi-continuity of f in its first argument fix a cVxx and take any r. Observe that f(_,c)1([0,r))={xU|iω:x<i+1c(di)<r} is open. As r was chosen arbitrarily, upper-semicontinuity is proven. For lower semi-continuity of f in its second argument fix an xU and take again any r[0,). Let i be the element of ω with x[i,i+1). Observe that f(x,_)1((r,))=f(i,_)1((r,))={cVxx|c(di)>r}=evdi1((r,)) is open by definition of weak-*-topology. Since x and r were chosen arbitrarily, lower-semicontinuity is proven. For each c and λ the level set {xU|f(x,c)λ} is of form [i,) and thus obviously convex. Convexity of Vxx is also quickly confirmed by noting that every operand in 24 is closed under convex combination. For each xU and λ the level set {cB(X×X)|c(d~x)λ} is convex by linearity of the c’s. As the intersection of convex sets is convex, the level set {cVxx|c(d~x)λ} is convex.

Then by Appendix B, infcVxxsupx[0,)c(d~x)=supx[0,)infcVxxc(d~x). By definition of d~ this becomes infcVxxsupic(di)=supiinfcVxxc(di). 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 R2 if any pair of topologically distinct point (i.e. U𝒯:U{x,y}{{x},{y}}) are separated by disjoint open sets (i.e. U,V𝒯:xUyVUV=). Also recall that a topological space is called T2 if it is Hausdorff and T0 if any pair of distinct point is separated by an open set. Obviously, a T2-space is precisely an R2-space that is T0. Any topological space can be transformed canonically into a T0 space by identifying all point that are not topologically distinct point, resulting in the so-called Kolmogorov quotient Kol. We now generalise a bit the well-known Stone-Weierstraß theorem using the fact that T0-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 (X,𝒯) a compact R2-space. Let L be a set of continuous functions X such that min{f,g},max{f,g}L for all f,gL. If some continuous function f:X can be approximated at each pair of points by functions in L, then f itself can also be approximated by functions in L with respect to the uniform norm _u.

Lemma 38.

The unit of the Kolmogorov construction ηX:XKolX is proper, i.e. preimages of compact sets are compact.

Appendix D Proof of adequacy, Theorem 22

Proof.

Set _=_γ. We prove 𝐛𝐝φdE for each φ by structural induction over φ, where φ=(φ×φ)1. 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 φ=f(φ1,,φn) for an arbitrary n-ary function symbol f – interpreted by a function also denoted by f:[0,1]n[0,1] – and formulas φi with i=1,,n with 𝐛𝐝φidE for each i. Given two states x,yX we find

As x,y had been chosen arbitrarily, it follows that 𝐛𝐝φdE.

Turning in the final step to modal operators, take any aΣ and assume that for a formula ψ we already know that 𝐛𝐝ψdE. Observe for any two states x,yX

As x,y had been chosen arbitrarily, it follows that 𝐛𝐝aψdE.

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].