arXiv subjects

Petr Novotný

Publications and source records attributed to Petr Novotný.

At least 37 records · Page 2Linked to original sources

arXiv2019

Deciding Fast Termination for Probabilistic VASS with Nondeterminism

A probabilistic vector addition system with states (pVASS) is a finite state Markov process augmented with non-negative integer counters that can be incremented or decremented during each state transition, blocking any behaviour that would cause a counter to decrease below zero. The pVASS can be used as abstractions of probabilistic programs with many decidable properties. The use of pVASS as abstractions requires the presence of nondeterminism in the model. In this paper, we develop techniques for checking fast termination of pVASS with nondeterminism. That is, for every initial configuration of size n, we consider the worst expected number of transitions needed to reach a configuration with some counter negative (the expected termination time). We show that the problem whether the asymptotic expected termination time is linear is decidable in polynomial time for a certain natural class of pVASS with nondeterminism. Furthermore, we show the following dichotomy: if the asymptotic expected termination time is not linear, then it is at least quadratic, i.e., in $Ω(n^2)$.

cs.FL↗

arXiv2019

On the Complexity of Value Iteration

Value iteration is a fundamental algorithm for solving Markov Decision Processes (MDPs). It computes the maximal $n$-step payoff by iterating $n$ times a recurrence equation which is naturally associated to the MDP. At the same time, value iteration provides a policy for the MDP that is optimal on a given finite horizon $n$. In this paper, we settle the computational complexity of value iteration. We show that, given a horizon $n$ in binary and an MDP, computing an optimal policy is EXP-complete, thus resolving an open problem that goes back to the seminal 1987 paper on the complexity of MDPs by Papadimitriou and Tsitsiklis. As a stepping stone, we show that it is EXP-complete to compute the $n$-fold iteration (with $n$ in binary) of a function given by a straight-line program over the integers with $\max$ and $+$ as operators.

cs.FL↗

arXiv2018

Expectation Optimization with Probabilistic Guarantees in POMDPs with Discounted-sum Objectives

Partially-observable Markov decision processes (POMDPs) with discounted-sum payoff are a standard framework to model a wide range of problems related to decision making under uncertainty. Traditionally, the goal has been to obtain policies that optimize the expectation of the discounted-sum payoff. A key drawback of the expectation measure is that even low probability events with extreme payoff can significantly affect the expectation, and thus the obtained policies are not necessarily risk-averse. An alternate approach is to optimize the probability that the payoff is above a certain threshold, which allows obtaining risk-averse policies, but ignores optimization of the expectation. We consider the expectation optimization with probabilistic guarantee (EOPG) problem, where the goal is to optimize the expectation ensuring that the payoff is above a given threshold with at least a specified probability. We present several results on the EOPG problem, including the first algorithm to solve it.

cs.AI↗

arXiv2018

Efficient Algorithms for Asymptotic Bounds on Termination Time in VASS

Vector Addition Systems with States (VASS) provide a well-known and fundamental model for the analysis of concurrent processes, parameterized systems, and are also used as abstract models of programs in resource bound analysis. In this paper we study the problem of obtaining asymptotic bounds on the termination time of a given VASS. In particular, we focus on the practically important case of obtaining polynomial bounds on termination time. Our main contributions are as follows: First, we present a polynomial-time algorithm for deciding whether a given VASS has a linear asymptotic complexity. We also show that if the complexity of a VASS is not linear, it is at least quadratic. Second, we classify VASS according to quantitative properties of their cycles. We show that certain singularities in these properties are the key reason for non-polynomial asymptotic complexity of VASS. In absence of singularities, we show that the asymptotic complexity is always polynomial and of the form $Θ(n^k)$, for some integer $k\leq d$, where $d$ is the dimension of the VASS. We present a polynomial-time algorithm computing the optimal $k$. For general VASS, the same algorithm, which is based on a complete technique for the construction of ranking functions in VASS, produces a valid lower bound, i.e., a $k$ such that the termination complexity is $Ω(n^k)$. Our results are based on new insights into the geometry of VASS dynamics, which hold the potential for further applicability to VASS analysis.

cs.LO↗

arXiv2017

Lexicographic Ranking Supermartingales: An Efficient Approach to Termination of Probabilistic Programs

Probabilistic programs extend classical imperative programs with real-valued random variables and random branching. The most basic liveness property for such programs is the termination property. The qualitative (aka almost-sure) termination problem given a probabilistic program asks whether the program terminates with probability 1. While ranking functions provide a sound and complete method for non-probabilistic programs, the extension of them to probabilistic programs is achieved via ranking supermartingales (RSMs). While deep theoretical results have been established about RSMs, their application to probabilistic programs with nondeterminism has been limited only to academic examples. For non-probabilistic programs, lexicographic ranking functions provide a compositional and practical approach for termination analysis of real-world programs. In this work we introduce lexicographic RSMs and show that they present a sound method for almost-sure termination of probabilistic programs with nondeterminism. We show that lexicographic RSMs provide a tool for compositional reasoning about almost sure termination, and for probabilistic programs with linear arithmetic they can be synthesized efficiently (in polynomial time). We also show that with additional restrictions even asymptotic bounds on expected termination time can be obtained through lexicographic RSMs. Finally, we present experimental results on abstractions of real-world programs to demonstrate the effectiveness of our approach.

cs.PL↗

arXiv2017

Efficient Algorithms for Checking Fast Termination in VASS

Vector Addition Systems with States (VASS) consists of a finite state space equipped with d counters, where in each transition every counter is incremented, decremented, or left unchanged. VASS provide a fundamental model for analysis of concurrent processes, parametrized systems, and they are also used as abstract models for programs for bounds analysis. While termination is the basic liveness property that asks the qualitative question of whether a given model always terminates or not, the more general quantitative question asks for bounds on the number of steps to termination. In the realm of quantitative bounds a fundamental problem is to obtain asymptotic bounds on termination time. Large asymptotic bounds such as exponential or higher already suggest that either there is some error in modeling, or the model is not useful in practice. Hence we focus on polynomial asymptotic bounds for VASS. While some well-known approaches (e.g., lexicographic ranking functions) are neither sound nor complete with respect to polynomial bounds, other approaches only present sound methods for upper bounds. In this work our main contributions are as follows: First, for linear asymptotic bounds we present a sound and complete method for VASS, and moreover, our algorithm runs in polynomial time. Second, we classify VASS according the normals of the vectors of the cycles. We show that singularities in the normal are the key reason for asymptotic bounds such as exponential and non-elementary for VASS. In absence of singularities, we show that the asymptotic complexity bound is always polynomial and of the form $Θ(n^k)$, for some k $\leq$ d. We present an algorithm, with time complexity polynomial in the size of the VASS and exponential in dimension d, to compute the optimal k.

cs.LO↗

arXiv2017

Optimizing Expectation with Guarantees in POMDPs (Technical Report)

A standard objective in partially-observable Markov decision processes (POMDPs) is to find a policy that maximizes the expected discounted-sum payoff. However, such policies may still permit unlikely but highly undesirable outcomes, which is problematic especially in safety-critical applications. Recently, there has been a surge of interest in POMDPs where the goal is to maximize the probability to ensure that the payoff is at least a given threshold, but these approaches do not consider any optimization beyond satisfying this threshold constraint. In this work we go beyond both the "expectation" and "threshold" approaches and consider a "guaranteed payoff optimization (GPO)" problem for POMDPs, where we are given a threshold $t$ and the objective is to find a policy $σ$ such that a) each possible outcome of $σ$ yields a discounted-sum payoff of at least $t$, and b) the expected discounted-sum payoff of $σ$ is optimal (or near-optimal) among all policies satisfying a). We present a practical approach to tackle the GPO problem and evaluate it on standard POMDP benchmarks.

cs.AI↗

arXiv2016

Stochastic Invariants for Probabilistic Termination

Termination is one of the basic liveness properties, and we study the termination problem for probabilistic programs with real-valued variables. Previous works focused on the qualitative problem that asks whether an input program terminates with probability~1 (almost-sure termination). A powerful approach for this qualitative problem is the notion of ranking supermartingales with respect to a given set of invariants. The quantitative problem (probabilistic termination) asks for bounds on the termination probability. A fundamental and conceptual drawback of the existing approaches to address probabilistic termination is that even though the supermartingales consider the probabilistic behavior of the programs, the invariants are obtained completely ignoring the probabilistic aspect. In this work we address the probabilistic termination problem for linear-arithmetic probabilistic programs with nondeterminism. We define the notion of {\em stochastic invariants}, which are constraints along with a probability bound that the constraints hold. We introduce a concept of {\em repulsing supermartingales}. First, we show that repulsing supermartingales can be used to obtain bounds on the probability of the stochastic invariants. Second, we show the effectiveness of repulsing supermartingales in the following three ways: (1)~With a combination of ranking and repulsing supermartingales we can compute lower bounds on the probability of termination; (2)~repulsing supermartingales provide witnesses for refutation of almost-sure termination; and (3)~with a combination of ranking and repulsing supermartingales we can establish persistence properties of probabilistic programs. We also present results on related computational problems and an experimental evaluation of our approach on academic examples.

cs.PL↗

arXiv2016

Optimizing the Expected Mean Payoff in Energy Markov Decision Processes

Energy Markov Decision Processes (EMDPs) are finite-state Markov decision processes where each transition is assigned an integer counter update and a rational payoff. An EMDP configuration is a pair s(n), where s is a control state and n is the current counter value. The configurations are changed by performing transitions in the standard way. We consider the problem of computing a safe strategy (i.e., a strategy that keeps the counter non-negative) which maximizes the expected mean payoff.

cs.LO↗

arXiv2016

Stochastic Shortest Path with Energy Constraints in POMDPs

We consider partially observable Markov decision processes (POMDPs) with a set of target states and positive integer costs associated with every transition. The traditional optimization objective (stochastic shortest path) asks to minimize the expected total cost until the target set is reached. We extend the traditional framework of POMDPs to model energy consumption, which represents a hard constraint. The energy levels may increase and decrease with transitions, and the hard constraint requires that the energy level must remain positive in all steps till the target is reached. First, we present a novel algorithm for solving POMDPs with energy levels, developing on existing POMDP solvers and using RTDP as its main method. Our second contribution is related to policy representation. For larger POMDP instances the policies computed by existing solvers are too large to be understandable. We present an automated procedure based on machine learning techniques that automatically extracts important decisions of the policy allowing us to compute succinct human readable policies. Finally, we show experimentally that our algorithm performs well and computes succinct policies on a number of POMDP instances from the literature that were naturally enhanced with energy levels.

cs.AI↗

arXiv2016

Stability in Graphs and Games

We study graphs and two-player games in which rewards are assigned to states, and the goal of the players is to satisfy or dissatisfy certain property of the generated outcome, given as a mean payoff property. Since the notion of mean-payoff does not reflect possible fluctuations from the mean-payoff along a run, we propose definitions and algorithms for capturing the stability of the system, and give algorithms for deciding if a given mean payoff and stability objective can be ensured in the system

cs.LO↗

arXiv2016

Optimizing Performance of Continuous-Time Stochastic Systems using Timeout Synthesis

We consider parametric version of fixed-delay continuous-time Markov chains (or equivalently deterministic and stochastic Petri nets, DSPN) where fixed-delay transitions are specified by parameters, rather than concrete values. Our goal is to synthesize values of these parameters that, for a given cost function, minimise expected total cost incurred before reaching a given set of target states. We show that under mild assumptions, optimal values of parameters can be effectively approximated using translation to a Markov decision process (MDP) whose actions correspond to discretized values of these parameters.

cs.PF↗

arXiv2014

Minimizing Running Costs in Consumption Systems

A standard approach to optimizing long-run running costs of discrete systems is based on minimizing the mean-payoff, i.e., the long-run average amount of resources ("energy") consumed per transition. However, this approach inherently assumes that the energy source has an unbounded capacity, which is not always realistic. For example, an autonomous robotic device has a battery of finite capacity that has to be recharged periodically, and the total amount of energy consumed between two successive charging cycles is bounded by the capacity. Hence, a controller minimizing the mean-payoff must obey this restriction. In this paper we study the controller synthesis problem for consumption systems with a finite battery capacity, where the task of the controller is to minimize the mean-payoff while preserving the functionality of the system encoded by a given linear-time property. We show that an optimal controller always exists, and it may either need only finite memory or require infinite memory (it is decidable in polynomial time which of the two cases holds). Further, we show how to compute an effective description of an optimal controller in polynomial time. Finally, we consider the limit values achievable by larger and larger battery capacity, show that these values are computable in polynomial time, and we also analyze the corresponding rate of convergence. To the best of our knowledge, these are the first results about optimizing the long-run running costs in systems with bounded energy stores.

eess.SY↗

arXiv2014

Zero-Reachability in Probabilistic Multi-Counter Automata

We study the qualitative and quantitative zero-reachability problem in probabilistic multi-counter systems. We identify the undecidable variants of the problems, and then we concentrate on the remaining two cases. In the first case, when we are interested in the probability of all runs that visit zero in some counter, we show that the qualitative zero-reachability is decidable in time which is polynomial in the size of a given pMC and doubly exponential in the number of counters. Further, we show that the probability of all zero-reaching runs can be effectively approximated up to an arbitrarily small given error epsilon > 0 in time which is polynomial in log(epsilon), exponential in the size of a given pMC, and doubly exponential in the number of counters. In the second case, we are interested in the probability of all runs that visit zero in some counter different from the last counter. Here we show that the qualitative zero-reachability is decidable and SquareRootSum-hard, and the probability of all zero-reaching runs can be effectively approximated up to an arbitrarily small given error epsilon > 0 (these result applies to pMC satisfying a suitable technical condition that can be verified in polynomial time). The proof techniques invented in the second case allow to construct counterexamples for some classical results about ergodicity in stochastic Petri nets.

cs.FL↗

arXiv2013

Solvency Markov Decision Processes with Interest

Solvency games, introduced by Berger et al., provide an abstract framework for modelling decisions of a risk-averse investor, whose goal is to avoid ever going broke. We study a new variant of this model, where, in addition to stochastic environment and fixed increments and decrements to the investor's wealth, we introduce interest, which is earned or paid on the current level of savings or debt, respectively. We study problems related to the minimum initial wealth sufficient to avoid bankruptcy (i.e. steady decrease of the wealth) with probability at least p. We present an exponential time algorithm which approximates this minimum initial wealth, and show that a polynomial time approximation is not possible unless P = NP. For the qualitative case, i.e. p=1, we show that the problem whether a given number is larger than or equal to the minimum initial wealth belongs to both NP and coNP, and show that a polynomial time algorithm would yield a polynomial time algorithm for mean-payoff games, existence of which is a longstanding open problem. We also identify some classes of solvency MDPs for which this problem is in P. In all above cases the algorithms also give corresponding bankruptcy avoiding strategies.

cs.CE↗

arXiv2013

Graded contractions of the Gell-Mann graded sl(3,C)

The Gell-Mann grading, one of the four gradings of sl(3,C) that cannot be further refined, is considered as the initial grading for the graded contraction procedure. Using the symmetries of the Gell-Mann grading, the system of contraction equations is reduced and solved. Each non-trivial solution of this system determines a Lie algebra which is not isomorphic to the original algebra sl(3,C). The resulting 53 contracted algebras are divided into two classes - the first is represented by the algebras which are also continuous Inonu-Wigner contractions, the second is formed by the discrete graded contractions.

math.RT↗

arXiv2012

Determinacy in Stochastic Games with Unbounded Payoff Functions

We consider infinite-state turn-based stochastic games of two players, Box and Diamond, who aim at maximizing and minimizing the expected total reward accumulated along a run, respectively. Since the total accumulated reward is unbounded, the determinacy of such games cannot be deduced directly from Martin's determinacy result for Blackwell games. Nevertheless, we show that these games are determined both for unrestricted (i.e., history-dependent and randomized) strategies and deterministic strategies, and the equilibrium value is the same. Further, we show that these games are generally not determined for memoryless strategies. Then, we consider a subclass of Diamond-finitely-branching games and show that they are determined for all of the considered strategy types, where the equilibrium value is always the same. We also examine the existence and type of (epsilon-)optimal strategies for both players.

cs.GT↗

arXiv2012

Efficient Controller Synthesis for Consumption Games with Multiple Resource Types

We introduce consumption games, a model for discrete interactive system with multiple resources that are consumed or reloaded independently. More precisely, a consumption game is a finite-state graph where each transition is labeled by a vector of resource updates, where every update is a non-positive number or omega. The omega updates model the reloading of a given resource. Each vertex belongs either to player \Box or player \Diamond, where the aim of player \Box is to play so that the resources are never exhausted. We consider several natural algorithmic problems about consumption games, and show that although these problems are computationally hard in general, they are solvable in polynomial time for every fixed number of resource types (i.e., the dimension of the update vectors).

cs.GT↗