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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游戏

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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:我们介绍递归马尔可夫决策过程(RMDPS)和递归简单随机游戏(RSSG),并研究算法的分析和验证算法的可解除性和复杂性。这些模型扩展了递归Markov链(RMC),以[EY05A,EY05B]作为自然模型,用于验证概率的程序程序和相关系统,涉及递归和概率行为。 RMCS定义一类可降价的马尔可夫链,具有丰富的理论,概括了随机上下文语法和多型分支过程的概括,它们与概率下推系统密切相关。 RMDPS&RSSGS分别使用一个控制器或两个对抗运动员扩展RMC。这种扩展对于建模非识别和并发行为是有用的,以及建模系统与环境的交互。我们提供用于确定RMDP(或RSSG)A和概率P的播放器1的上下界限,无论播放器1是否具有以所需的出口终止概率至少p的策略。我们还解决了“定性”终止,其中P = 1,以及模型检查问题。

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