arXiv subjects

Murat Cubuktepe

Publications and source records attributed to Murat Cubuktepe.

31 records · Page 2Linked to original sources

arXiv2020

Robust Policy Synthesis for Uncertain POMDPs via Convex Optimization

We study the problem of policy synthesis for uncertain partially observable Markov decision processes (uPOMDPs). The transition probability function of uPOMDPs is only known to belong to a so-called uncertainty set, for instance in the form of probability intervals. Such a model arises when, for example, an agent operates under information limitation due to imperfect knowledge about the accuracy of its sensors. The goal is to compute a policy for the agent that is robust against all possible probability distributions within the uncertainty set. In particular, we are interested in a policy that robustly ensures the satisfaction of temporal logic and expected reward specifications. We state the underlying optimization problem as a semi-infinite quadratically-constrained quadratic program (QCQP), which has finitely many variables and infinitely many constraints. Since QCQPs are non-convex in general and practically infeasible to solve, we resort to the so-called convex-concave procedure to convexify the QCQP. Even though convex, the resulting optimization problem still has infinitely many constraints and is NP-hard. For uncertainty sets that form convex polytopes, we provide a transformation of the problem to a convex QCQP with finitely many constraints. We demonstrate the feasibility of our approach by means of several case studies that highlight typical bottlenecks for our problem. In particular, we show that we are able to solve benchmarks with hundreds of thousands of states, hundreds of different observations, and we investigate the effect of different levels of uncertainty in the models.

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arXiv2020

Policy Synthesis for Switched Linear Systems with Markov Decision Process Switching

We study the synthesis of mode switching protocols for a class of discrete-time switched linear systems in which the mode jumps are governed by Markov decision processes (MDPs). We call such systems MDP-JLS for brevity. Each state of the MDP corresponds to a mode in the switched system. The probabilistic state transitions in the MDP represent the mode transitions. We focus on finding a policy that selects the switching actions at each mode such that the switched system that follows these actions is guaranteed to be stable. Given a policy in the MDP, the considered MDP-JLS reduces to a Markov jump linear system (MJLS). {We consider both mean-square stability and stability with probability one. For mean-square stability, we leverage existing stability conditions for MJLSs and propose efficient semidefinite programming formulations to find a stabilizing policy in the MDP. For stability with probability one, we derive new sufficient conditions and compute a stabilizing policy using linear programming. We also extend the policy synthesis results to MDP-JLS with uncertain mode transition probabilities.

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arXiv2019

Entropy Maximization for Markov Decision Processes Under Temporal Logic Constraints

We study the problem of synthesizing a policy that maximizes the entropy of a Markov decision process (MDP) subject to a temporal logic constraint. Such a policy minimizes the predictability of the paths it generates, or dually, maximizes the exploration of different paths in an MDP while ensuring the satisfaction of a temporal logic specification. We first show that the maximum entropy of an MDP can be finite, infinite or unbounded. We provide necessary and sufficient conditions under which the maximum entropy of an MDP is finite, infinite or unbounded. We then present an algorithm which is based on a convex optimization problem to synthesize a policy that maximizes the entropy of an MDP. We also show that maximizing the entropy of an MDP is equivalent to maximizing the entropy of the paths that reach a certain set of states in the MDP. Finally, we extend the algorithm to an MDP subject to a temporal logic specification. In numerical examples, we demonstrate the proposed method on different motion planning scenarios and illustrate the relation between the restrictions imposed on the paths by a specification, the maximum entropy, and the predictability of paths.

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arXiv2019

Synthesis of Provably Correct Autonomy Protocols for Shared Control

We synthesize shared control protocols subject to probabilistic temporal logic specifications. More specifically, we develop a framework in which a human and an autonomy protocol can issue commands to carry out a certain task. We blend these commands into a joint input to a robot. We model the interaction between the human and the robot as a Markov decision process (MDP) that represents the shared control scenario. Using inverse reinforcement learning, we obtain an abstraction of the human's behavior and decisions. We use randomized strategies to account for randomness in human's decisions, caused by factors such as complexity of the task specifications or imperfect interfaces. We design the autonomy protocol to ensure that the resulting robot behavior satisfies given safety and performance specifications in probabilistic temporal logic. Additionally, the resulting strategies generate behavior as similar to the behavior induced by the human's commands as possible. We solve the underlying problem efficiently using quasiconvex programming. Case studies involving autonomous wheelchair navigation and unmanned aerial vehicle mission planning showcase the applicability of our approach.

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arXiv2019

Reward-Based Deception with Cognitive Bias

Deception plays a key role in adversarial or strategic interactions for the purpose of self-defence and survival. This paper introduces a general framework and solution to address deception. Most existing approaches for deception consider obfuscating crucial information to rational adversaries with abundant memory and computation resources. In this paper, we consider deceiving adversaries with bounded rationality and in terms of expected rewards. This problem is commonly encountered in many applications especially involving human adversaries. Leveraging the cognitive bias of humans in reward evaluation under stochastic outcomes, we introduce a framework to optimally assign resources of a limited quantity to optimally defend against human adversaries. Modeling such cognitive biases follows the so-called prospect theory from behavioral psychology literature. Then we formulate the resource allocation problem as a signomial program to minimize the defender's cost in an environment modeled as a Markov decision process. We use police patrol hour assignment as an illustrative example and provide detailed simulation results based on real-world data.

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arXiv2019

Switched Linear Systems Meet Markov Decision Processes: Stability Guaranteed Policy Synthesis

Switched linear systems are time-varying nonlinear systems whose dynamics switch between different modes, where each mode corresponds to different linear dynamics. They arise naturally to model unexpected failures, environment uncertainties or system noises during system operation. In this paper, we consider a special class of switched linear systems where the mode switches are governed by Markov decision processes (MDPs). We study the problem of synthesizing a policy in an MDP that stabilizes the switched system. Given a policy, the switched linear system becomes a Markov jump linear system whose stability conditions have been extensively studied. We make use of these stability conditions and propose three different computation approaches to find the stabilizing policy in an MDP. We derive our first approach by extending the stability conditions for a Markov jump linear system to handle switches governed by an MDP. This approach requires finding a feasible solution of a set of bilinear matrix inequalities, which makes policy synthesis typically challenging. To improve scalability, we provide two approaches based on convex optimization. We give three examples to show and compare our proposed solutions.

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arXiv2018

The Partially Observable Games We Play for Cyber Deception

Progressively intricate cyber infiltration mechanisms have made conventional means of defense, such as firewalls and malware detectors, incompetent. These sophisticated infiltration mechanisms can study the defender's behavior, identify security caveats, and modify their actions adaptively. To tackle these security challenges, cyber-infrastructures require active defense techniques that incorporate cyber deception, in which the defender (deceiver) implements a strategy to mislead the infiltrator. To this end, we use a two-player partially observable stochastic game (POSG) framework, wherein the deceiver has full observability over the states of the POSG, and the infiltrator has partial observability. Then, the deception problem is to compute a strategy for the deceiver that minimizes the expected cost of deception against all strategies of the infiltrator. We first show that the underlying problem is a robust mixed-integer linear program, which is intractable to solve in general. Towards a scalable approach, we compute optimal finite-memory strategies for the infiltrator by a reduction to a series of synthesis problems for parametric Markov decision processes. We use these infiltration strategies to find robust strategies for the deceiver using mixed-integer linear programming. We illustrate the performance of our technique on a POSG model for network security. Our experiments demonstrate that the proposed approach handles scenarios considerably larger than those of the state-of-the-art methods.

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arXiv2018

Synthesis in pMDPs: A Tale of 1001 Parameters

This paper considers parametric Markov decision processes (pMDPs) whose transitions are equipped with affine functions over a finite set of parameters. The synthesis problem is to find a parameter valuation such that the instantiated pMDP satisfies a specification under all strategies. We show that this problem can be formulated as a quadratically-constrained quadratic program (QCQP) and is non-convex in general. To deal with the NP-hardness of such problems, we exploit a convex-concave procedure (CCP) to iteratively obtain local optima. An appropriate interplay between CCP solvers and probabilistic model checkers creates a procedure --- realized in the open-source tool PROPhESY --- that solves the synthesis problem for models with thousands of parameters.

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arXiv2018

Verification of Uncertain POMDPs Using Barrier Certificates

We consider a class of partially observable Markov decision processes (POMDPs) with uncertain transition and/or observation probabilities. The uncertainty takes the form of probability intervals. Such uncertain POMDPs can be used, for example, to model autonomous agents with sensors with limited accuracy, or agents undergoing a sudden component failure, or structural damage [1]. Given an uncertain POMDP representation of the autonomous agent, our goal is to propose a method for checking whether the system will satisfy an optimal performance, while not violating a safety requirement (e.g. fuel level, velocity, and etc.). To this end, we cast the POMDP problem into a switched system scenario. We then take advantage of this switched system characterization and propose a method based on barrier certificates for optimality and/or safety verification. We then show that the verification task can be carried out computationally by sum-of-squares programming. We illustrate the efficacy of our method by applying it to a Mars rover exploration example.

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arXiv2018

Compositional Analysis of Hybrid Systems Defined Over Finite Alphabets

We consider the stability and the input-output analysis problems of a class of large-scale hybrid systems composed of continuous dynamics coupled with discrete dynamics defined over finite alphabets, e.g., deterministic finite state machines (DFSMs). This class of hybrid systems can be used to model physical systems controlled by software. For such classes of systems, we use a method based on dissipativity theory for compositional analysis that allows us to study stability, passivity and input-output norms. We show that the certificates of the method based on dissipativity theory can be computed by solving a set of semi-definite programs. Nonetheless, the formulation based on semi-definite programs become computationally intractable for relatively large number of discrete and continuous states. We demonstrate that, for systems with large number of states consisting of an interconnection of smaller hybrid systems, accelerated alternating method of multipliers can be used to carry out the computations in a scalable and distributed manner. The proposed methodology is illustrated by an example of a system with 60 continuous states and 18 discrete states.

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arXiv2018

Distributed Synthesis Using Accelerated ADMM

We propose a convex distributed optimization algorithm for synthesizing robust controllers for large-scale continuous time systems subject to exogenous disturbances. Given a large scale system, instead of solving the larger centralized synthesis task, we decompose the problem into a set of smaller synthesis problems for the local subsystems with a given interconnection topology. Hence, the synthesis problem is constrained to the sparsity pattern dictated by the interconnection topology. To this end, for each subsystem, we solve a local dissipation inequality and then check a small-gain like condition for the overall system. To minimize the effect of disturbances, we consider the $\mathrm{H}_\infty$ synthesis problems. We instantiate the distributed synthesis method using accelerated alternating direction method of multipliers (ADMM) with convergence rate $O(\frac{1}{k^2})$ with $k$ being the number of iterations.

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arXiv2017

Sequential Convex Programming for the Efficient Verification of Parametric MDPs

Multi-objective verification problems of parametric Markov decision processes under optimality criteria can be naturally expressed as nonlinear programs. We observe that many of these computationally demanding problems belong to the subclass of signomial programs. This insight allows for a sequential optimization algorithm to efficiently compute sound but possibly suboptimal solutions. Each stage of this algorithm solves a geometric programming problem. These geometric programs are obtained by convexifying the nonconvex constraints of the original problem. Direct applications of the encodings as nonlinear pro- grams are model repair and parameter synthesis. We demonstrate the scalability and quality of our approach by well-known benchmarks

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arXiv2016

Synthesis of Shared Control Protocols with Provable Safety and Performance Guarantees

We formalize synthesis of shared control protocols with correctness guarantees for temporal logic specifications. More specifically, we introduce a modeling formalism in which both a human and an autonomy protocol can issue commands to a robot towards performing a certain task. These commands are blended into a joint input to the robot. The autonomy protocol is synthesized using an abstraction of possible human commands accounting for randomness in decisions caused by factors such as fatigue or incomprehensibility of the problem at hand. The synthesis is designed to ensure that the resulting robot behavior satisfies given safety and performance specifications, e.g., in temporal logic. Our solution is based on nonlinear programming and we address the inherent scalability issue by presenting alternative methods. We assess the feasibility and the scalability of the approach by an experimental evaluation.

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