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2016 | OriginalPaper | Chapter

Reward-Bounded Reachability Probability for Uncertain Weighted MDPs

Authors : Vahid Hashemi, Holger Hermanns, Lei Song

Published in: Verification, Model Checking, and Abstract Interpretation

Publisher: Springer Berlin Heidelberg

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Abstract

In this paper we present a decision algorithm for computing maximal/minimal reward-bounded reachability probabilities in weighted MDPs with uncertainties. Even though an uncertain weighted MDP (\(\textit{UwMDP}\)) represents an equivalent weighted MDP which may be exponentially larger, our algorithm does not cause an exponentially blow-up and will terminate in polynomial time with respect to the size of \(\textit{UwMDP}\)s. We also define bisimulation relations for \(\textit{UwMDP}\)s, which are compositional and can be decided in polynomial time as well. We develop a prototype tool and apply it to some case studies to show its effectiveness.

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Footnotes
1
We only consider integer weights in this paper. The extension to rational weights is straightforward.
 
2
Here, \(\mathcal {B}\) is the standard \(\sigma \)-algebra over \( Paths ^{ inf }_{\mathcal {M}_{\mathcal {U}}}\) generated from the set of all cylinder sets \(\{ Paths _{{\mathcal {M}_{\mathcal {U}}}}^{ \xi } \mid \xi \in Paths ^{ fin }_{\mathcal {M}_{\mathcal {U}}}\}\). The unique probability measure is obtained by the application of the extension theorem (see, e.g. [7]) .
 
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Metadata
Title
Reward-Bounded Reachability Probability for Uncertain Weighted MDPs
Authors
Vahid Hashemi
Holger Hermanns
Lei Song
Copyright Year
2016
Publisher
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-662-49122-5_17

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