English

Forward and Backward Simulations for Partially Observable Probability

Logic in Computer Science 2025-11-27 v3

Abstract

Data refinement is the standard extension of a refinement relation from programs to datatypes (i.e. a behavioural subtyping relation). Forward/backward simulations provide a tractable method for establishing data refinement, and have been thoroughly studied for nondeterministic programs. However, for standard models of mixed probability and nondeterminism, ordinary assignment statements may not commute with (variable-disjoint) program fragments. This (1) invalidates a key assumption underlying the soundness of simulations, and (2) prevents modelling probabilistic datatypes with encapsulated state. We introduce a weakest precondition semantics for Kuifje_\sqcap, a language for partially observable Markov decision processes, using so-called loss (function) transformers. We prove soundness of forward/backward simulations in this richer setting, modulo healthiness conditions with a remarkable duality: forward simulations cannot leak information, and backward simulations cannot exploit leaked information.

Keywords

Cite

@article{arxiv.2506.08437,
  title  = {Forward and Backward Simulations for Partially Observable Probability},
  author = {Chris Chen and Annabelle McIver and Carroll Morgan},
  journal= {arXiv preprint arXiv:2506.08437},
  year   = {2025}
}

Comments

Camera-ready version for ICTAC 2025 + appendix. Revisions to appendix forthcoming

R2 v1 2026-07-01T03:08:24.264Z