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Scenario-Based Verification of Uncertain MDPs.

Murat Cubuktepe1, Nils Jansen2, Sebastian Junges3

  • 1The University of Texas at Austin, Austin, USA.

Tools and Algorithms for the Construction and Analysis of Systems : 26Th International Conference, TACAS 2020, Held As Part of the European Joint Conferences on Theory and Practice of Software, ETAPS 2020, Dublin, Ireland, April 25-30,
|August 6, 2020
PubMed
Summary
This summary is machine-generated.

This study addresses uncertainty in Markov decision processes (MDPs) by using scenario optimization to estimate the probability of satisfying specifications, even with unknown parameter distributions.

Keywords:
MDPScenario optimisationUncertaintyVerification

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Area of Science:

  • Artificial Intelligence
  • Operations Research
  • Control Theory

Background:

  • Markov decision processes (MDPs) are widely used for decision-making under uncertainty.
  • Computing probabilities for temporal logic specifications in MDPs with unknown parameters is generally undecidable.
  • Existing methods struggle with unknown probability distributions and complex state spaces.

Purpose of the Study:

  • To develop a method for computing the probability of satisfying temporal logic specifications in MDPs with uncertain parameters.
  • To address the undecidability of this problem by employing scenario optimization techniques.
  • To provide a computationally tractable approach for probabilistic verification of MDPs.

Main Methods:

  • Utilizes scenario optimization based on a finite number of samples of uncertain parameters.
  • Each sample induces a specific MDP, allowing for problem reformulation.
  • Solves a finite-dimensional convex optimization problem to estimate the desired probability.

Main Results:

  • The proposed method provides a high-confidence estimate of the probability of satisfying the specification.
  • The number of samples required is independent of the number of states and random parameters.
  • Experiments demonstrate that a few thousand samples yield high-quality confidence bounds.

Conclusions:

  • Scenario optimization offers a viable approach to probabilistic verification of MDPs with unknown parameters.
  • The method is computationally efficient and scales well with problem size.
  • This work advances the ability to analyze complex systems with inherent uncertainties.