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Recursive Markov Decision Processes and Recursive Stochastic Games

机译:递归马尔可夫决策过程和递归随机博弈

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摘要

We introduce Recursive Markov Decision Processes (RMDPs) and Recursive Simple Stochastic Games (RSSGs), and study the decidability and complexity of algorithms for their analysis and verification. These models extend Recursive Markov Chains (RMCs), introduced in [EY05a, EY05b] as a natural model for verification of probabilistic procedural programs and related systems involving both recursion and probabilistic behavior. RMCs define a class of denumerable Markov chains with a rich theory generalizing that of stochastic context-free grammars and multi-type branching processes, and they are also intimately related to probabilistic pushdown systems. RMDPs & RSSGs extend RMCs with one controller or two adversarial players, respectively. Such extensions are useful for modeling nondeterministic and concurrent behavior, as well as modeling a system's interactions with an environment. We provide upper and lower bounds for deciding, given an RMDP (or RSSG) A and probability p, whether player 1 has a strategy to force termination at a desired exit with probability at least p. We also address "qualitative" termination, where p = 1, and model checking questions.
机译:我们介绍了递归马尔可夫决策过程(RMDP)和递归简单随机博弈(RSSG),并研究了算法的可判定性和复杂性,以进行分析和验证。这些模型扩展了在[EY05a,EY05b]中引入的递归马尔可夫链(RMC),作为验证概率过程程序和涉及递归和概率行为的相关系统的自然模型。 RMC用丰富的理论定义了一类可数的马尔可夫链,该理论概括了随机上下文无关文法和多类型分支过程的原理,并且它们也与概率下推系统密切相关。 RMDP和RSSG分别用一个控制者或两个对抗者来扩展RMC。这种扩展对于建模不确定性和并发行为以及对系统与环境的交互进行建模很有用。在给定RMDP(或RSSG)A和概率p的情况下,我们提供了上限和下限,用于确定玩家1是否具有以至少p的概率强制终止在所需出口处的策略。我们还将解决“定性”终止(其中p = 1)和模型检查问题。

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