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Tomáš Brázdil

Publications and source records attributed to Tomáš Brázdil.

At least 37 records · Page 2Linked to original sources

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↗

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↗

Strategy Synthesis in Adversarial Patrolling Games

Patrolling is one of the central problems in operational security. Formally, a patrolling problem is specified by a set $U$ of nodes (admissible defender's positions), a set $T \subseteq U$ of vulnerable targets, an admissible defender's moves over $U$, and a function which to every target assigns the time needed to complete an intrusion at it. The goal is to design an optimal strategy for a defender who is moving from node to node and aims at detecting possible intrusions at the targets. The goal of the attacker is to maximize the probability of a successful attack. We assume that the attacker is adversarial, i.e., he knows the strategy of the defender and can observe her moves. We prove that the defender has an optimal strategy for every patrolling problem. Further, we show that for every $\varepsilon$ > 0, there exists a finite-memory $\varepsilon$-optimal strategy for the defender constructible in exponential time, and we observe that such a strategy cannot be computed in polynomial time unless P=NP. Then we focus ourselves to unrestricted defender's moves. Here, a patrolling problem is fully determined by its signature, the number of targets of each attack length. We bound the maximal probability of successfully defended attacks. Then, we introduce a decomposition method which allows to split a given patrolling problem $G$ into smaller subproblems and construct a defender's strategy for $G$ by "composing" the strategies constructed for these subproblems. Finally, for patrolling problems with $T = U$ and a well-formed signature, we give an exact classification of all sufficiently connected environments where the defender can achieve the same value as in the fully connected uniform environment. This result is useful for designing "good" environments where the defender can act optimally.

cs.GT↗

Verification of Markov Decision Processes using Learning Algorithms

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 state space. Our framework focuses on probabilistic reachability, which is a core property for verification, and is illustrated through two distinct instantiations. The first assumes that full knowledge of the MDP is available, and performs a heuristic-driven partial exploration of the model, yielding precise lower and upper bounds on the required probability. The second tackles the case where we may only sample the MDP, and yields probabilistic guarantees, again in terms of both the lower and upper bounds, which provides efficient stopping criteria for the approximation. The latter is the first extension of statistical model-checking for unbounded properties in MDPs. In contrast with other related approaches, we do not restrict our attention to time-bounded (finite-horizon) or discounted properties, nor assume any particular properties of the MDP. We also show how our techniques extend to LTL objectives. We present experimental results showing the performance of our framework on several examples.

cs.LO↗

Counterexample Explanation by Learning Small Strategies in Markov Decision Processes

While for deterministic systems, a counterexample to a property can simply be an error trace, counterexamples in probabilistic systems are necessarily more complex. For instance, a set of erroneous traces with a sufficient cumulative probability mass can be used. Since these are too large objects to understand and manipulate, compact representations such as subchains have been considered. In the case of probabilistic systems with non-determinism, the situation is even more complex. While a subchain for a given strategy (or scheduler, resolving non-determinism) is a straightforward choice, we take a different approach. Instead, we focus on the strategy - which can be a counterexample to violation of or a witness of satisfaction of a property - itself, and extract the most important decisions it makes, and present its succinct representation. The key tools we employ to achieve this are (1) introducing a concept of importance of a state w.r.t. the strategy, and (2) learning using decision trees. There are three main consequent advantages of our approach. Firstly, it exploits the quantitative information on states, stressing the more important decisions. Secondly, it leads to a greater variability and degree of freedom in representing the strategies. Thirdly, the representation uses a self-explanatory data structure. In summary, our approach produces more succinct and more explainable strategies, as opposed to e.g. binary decision diagrams. Finally, our experimental results show that we can extract several rules describing the strategy even for very large systems that do not fit in memory, and based on the rules explain the erroneous behaviour.

cs.LO↗

MultiGain: A controller synthesis tool for MDPs with multiple mean-payoff objectives

We present MultiGain, a tool to synthesize strategies for Markov decision processes (MDPs) with multiple mean-payoff objectives. Our models are described in PRISM, and our tool uses the existing interface and simulator of PRISM. Our tool extends PRISM by adding novel algorithms for multiple mean-payoff objectives, and also provides features such as (i)~generating strategies and exploring them for simulation, and checking them with respect to other properties; and (ii)~generating an approximate Pareto curve for two mean-payoff objectives. In addition, we present a new practical algorithm for the analysis of MDPs with multiple mean-payoff objectives under memoryless strategies.

cs.AI↗

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↗

Markov Decision Processes with Multiple Long-run Average Objectives

We study Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) functions. We consider two different objectives, namely, expectation and satisfaction objectives. Given an MDP with k limit-average functions, in the expectation objective the goal is to maximize the expected limit-average value, and in the satisfaction objective the goal is to maximize the probability of runs such that the limit-average value stays above a given vector. We show that under the expectation objective, in contrast to the case of one limit-average function, both randomization and memory are necessary for strategies even for epsilon-approximation, and that finite-memory randomized strategies are sufficient for achieving Pareto optimal values. Under the satisfaction objective, in contrast to the case of one limit-average function, infinite memory is necessary for strategies achieving a specific value (i.e. randomized finite-memory strategies are not sufficient), whereas memoryless randomized strategies are sufficient for epsilon-approximation, for all epsilon>0. We further prove that the decision problems for both expectation and satisfaction objectives can be solved in polynomial time and the trade-off curve (Pareto curve) can be epsilon-approximated in time polynomial in the size of the MDP and 1/epsilon, and exponential in the number of limit-average functions, for all epsilon>0. Our analysis also reveals flaws in previous work for MDPs with multiple mean-payoff functions under the expectation objective, corrects the flaws, and allows us to obtain improved results.

cs.GT↗

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↗

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↗

Trading Performance for Stability in Markov Decision Processes

We study the complexity of central controller synthesis problems for finite-state Markov decision processes, where the objective is to optimize both the expected mean-payoff performance of the system and its stability. We argue that the basic theoretical notion of expressing the stability in terms of the variance of the mean-payoff (called global variance in our paper) is not always sufficient, since it ignores possible instabilities on respective runs. For this reason we propose alernative definitions of stability, which we call local and hybrid variance, and which express how rewards on each run deviate from the run's own mean-payoff and from the expected mean-payoff, respectively. We show that a strategy ensuring both the expected mean-payoff and the variance below given bounds requires randomization and memory, under all the above semantics of variance. We then look at the problem of determining whether there is a such a strategy. For the global variance, we show that the problem is in PSPACE, and that the answer can be approximated in pseudo-polynomial time. For the hybrid variance, the analogous decision problem is in NP, and a polynomial-time approximating algorithm also exists. For local variance, we show that the decision problem is in NP. Since the overall performance can be traded for stability (and vice versa), we also present algorithms for approximating the associated Pareto curve in all the three cases. Finally, we study a special case of the decision problems, where we require a given expected mean-payoff together with zero variance. Here we show that the problems can be all solved in polynomial time.

eess.SY↗

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↗

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↗

Minimizing Expected Termination Time in One-Counter Markov Decision Processes

We consider the problem of computing the value and an optimal strategy for minimizing the expected termination time in one-counter Markov decision processes. Since the value may be irrational and an optimal strategy may be rather complicated, we concentrate on the problems of approximating the value up to a given error epsilon > 0 and computing a finite representation of an epsilon-optimal strategy. We show that these problems are solvable in exponential time for a given configuration, and we also show that they are computationally hard in the sense that a polynomial-time approximation algorithm cannot exist unless P=NP.

cs.FL↗

Stabilization of Branching Queueing Networks

Queueing networks are gaining attraction for the performance analysis of parallel computer systems. A Jackson network is a set of interconnected servers, where the completion of a job at server i may result in the creation of a new job for server j. We propose to extend Jackson networks by "branching" and by "control" features. Both extensions are new and substantially expand the modelling power of Jackson networks. On the other hand, the extensions raise computational questions, particularly concerning the stability of the networks, i.e, the ergodicity of the underlying Markov chain. We show for our extended model that it is decidable in polynomial time if there exists a controller that achieves stability. Moreover, if such a controller exists, one can efficiently compute a static randomized controller which stabilizes the network in a very strong sense; in particular, all moments of the queue sizes are finite.

cs.PF↗

Fixed-delay Events in Generalized Semi-Markov Processes Revisited

We study long run average behavior of generalized semi-Markov processes with both fixed-delay events as well as variable-delay events. We show that allowing two fixed-delay events and one variable-delay event may cause an unstable behavior of a GSMP. In particular, we show that a frequency of a given state may not be defined for almost all runs (or more generally, an invariant measure may not exist). We use this observation to disprove several results from literature. Next we study GSMP with at most one fixed-delay event combined with an arbitrary number of variable-delay events. We prove that such a GSMP always possesses an invariant measure which means that the frequencies of states are always well defined and we provide algorithms for approximation of these frequencies. Additionally, we show that the positive results remain valid even if we allow an arbitrary number of reasonably restricted fixed-delay events.

eess.SY↗

Approximating the Termination Value of One-Counter MDPs and Stochastic Games

One-counter MDPs (OC-MDPs) and one-counter simple stochastic games (OC-SSGs) are 1-player, and 2-player turn-based zero-sum, stochastic games played on the transition graph of classic one-counter automata (equivalently, pushdown automata with a 1-letter stack alphabet). A key objective for the analysis and verification of these games is the termination objective, where the players aim to maximize (minimize, respectively) the probability of hitting counter value 0, starting at a given control state and given counter value. Recently, we studied qualitative decision problems ("is the optimal termination value = 1?") for OC-MDPs (and OC-SSGs) and showed them to be decidable in P-time (in NP and coNP, respectively). However, quantitative decision and approximation problems ("is the optimal termination value ? p", or "approximate the termination value within epsilon") are far more challenging. This is so in part because optimal strategies may not exist, and because even when they do exist they can have a highly non-trivial structure. It thus remained open even whether any of these quantitative termination problems are computable. In this paper we show that all quantitative approximation problems for the termination value for OC-MDPs and OC-SSGs are computable. Specifically, given a OC-SSG, and given epsilon > 0, we can compute a value v that approximates the value of the OC-SSG termination game within additive error epsilon, and furthermore we can compute epsilon-optimal strategies for both players in the game. A key ingredient in our proofs is a subtle martingale, derived from solving certain LPs that we can associate with a maximizing OC-MDP. An application of Azuma's inequality on these martingales yields a computable bound for the "wealth" at which a "rich person's strategy" becomes epsilon-optimal for OC-MDPs.

cs.GT↗

Measuring Performance of Continuous-Time Stochastic Processes using Timed Automata

We propose deterministic timed automata (DTA) as a model-independent language for specifying performance and dependability measures over continuous-time stochastic processes. Technically, these measures are defined as limit frequencies of locations (control states) of a DTA that observes computations of a given stochastic process. Then, we study the properties of DTA measures over semi-Markov processes in greater detail. We show that DTA measures over semi-Markov processes are well-defined with probability one, and there are only finitely many values that can be assumed by these measures with positive probability. We also give an algorithm which approximates these values and the associated probabilities up to an arbitrarily small given precision. Thus, we obtain a general and effective framework for analysing DTA measures over semi-Markov processes.

eess.SY↗