Title
Pac Statistical Model Checking For Markov Decision Processes And Stochastic Games
Abstract
Statistical model checking (SMC) is a technique for analysis of probabilistic systems that may be (partially) unknown. We present an SMC algorithm for (unbounded) reachability yielding probably approximately correct (PAC) guarantees on the results. We consider both the setting (i) with no knowledge of the transition function (with the only quantity required a bound on the minimum transition probability) and (ii) with knowledge of the topology of the underlying graph. On the one hand, it is the first algorithm for stochastic games. On the other hand, it is the first practical algorithm even for Markov decision processes. Compared to previous approaches where PAC guarantees require running times longer than the age of universe even for systems with a handful of states, our algorithm often yields reasonably precise results within minutes, not requiring the knowledge of mixing time.
Year
DOI
Venue
2019
10.1007/978-3-030-25540-4_29
COMPUTER AIDED VERIFICATION, CAV 2019, PT I
Field
DocType
Volume
Graph,Mathematical optimization,Age of the universe,Probably approximately correct learning,Statistical model checking,Algorithm,Markov decision process,Reachability,Probabilistic logic,Transition function,Mathematics
Journal
11561
ISSN
Citations 
PageRank 
0302-9743
2
0.37
References 
Authors
0
3
Name
Order
Citations
PageRank
Pranav Ashok1101.49
Jan Kretínský215916.02
Maximilian Weininger361.79