Related papers: Formally Verified Solution Methods for Infinite-Ho…
We formally verify an algorithm for approximate policy iteration on Factored Markov Decision Processes using the interactive theorem prover Isabelle/HOL. Next, we show how the formalized algorithm can be refined to an executable, verified…
We present a formalisation of finite Markov decision processes with rewards in the Isabelle theorem prover. We focus on the foundations required for dynamic programming and the use of reinforcement learning agents over such processes. In…
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…
We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…
We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…
We present an efficiently executable, formally verified implementation of interval iteration for MDPs. Our correctness proofs span the entire development from the high-level abstract semantics of MDPs to a low-level implementation in LLVM…
Markov decision processes (MDPs) with rewards are a widespread and well-studied model for systems that make both probabilistic and nondeterministic choices. A fundamental result about MDPs is that their minimal and maximal expected rewards…
We present a simple and concise semantics for temporal planning. Our semantics are developed and formalised in the logic of the interactive theorem prover Isabelle/HOL. We derive from those semantics a validation algorithm for temporal…
The possibility of errors in human-engineered formal verification software, such as model checkers, poses a serious threat to the purpose of these tools. An established approach to mitigate this problem are certificates -- lightweight,…
We propose empirical dynamic programming algorithms for Markov decision processes (MDPs). In these algorithms, the exact expectation in the Bellman operator in classical value iteration is replaced by an empirical estimate to get `empirical…
This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…
We introduce a framework for approximate analysis of Markov decision processes (MDP) with bounded-, unbounded-, and infinite-horizon properties. The main idea is to identify a "core" of an MDP, i.e., a subsystem where we provably remain…
We present an efficient robust value iteration for \texttt{s}-rectangular robust Markov Decision Processes (MDPs) with a time complexity comparable to standard (non-robust) MDPs which is significantly faster than any existing method. We do…
We propose policy gradient algorithms for robust infinite-horizon Markov decision processes (MDPs) with non-rectangular uncertainty sets, thereby addressing an open challenge in the robust MDP literature. Indeed, uncertainty sets that…
We introduce the problem of formally verifying properties of Markov processes where the parameters are given by the output of machine learning models. For a broad class of machine learning models, including linear models, tree-based models,…
Discrete time stochastic optimal control problems and Markov decision processes (MDPs), respectively, serve as fundamental models for problems that involve sequential decision making under uncertainty and as such constitute the theoretical…
Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition probabilities. Unfortunately, accounting for uncertainty in the…
We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the convex hull of unknown generating kernels. We utilize the…
We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…