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Recursive Markov Decision Processes and Recursive Stochastic Games

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Book cover Automata, Languages and Programming (ICALP 2005)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3580))

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Abstract

We introduce Recursive Markov Decision Processes (RMDPs) and Recursive Simple Stochastic Games (RSSGs), and study the decidability and complexity of algorithms for their analysis and verification. These models extend Recursive Markov Chains (RMCs), introduced in [EY05a, EY05b] as a natural model for verification of probabilistic procedural programs and related systems involving both recursion and probabilistic behavior. RMCs define a class of denumerable Markov chains with a rich theory generalizing that of stochastic context-free grammars and multi-type branching processes, and they are also intimately related to probabilistic pushdown systems. RMDPs & RSSGs extend RMCs with one controller or two adversarial players, respectively. Such extensions are useful for modeling nondeterministic and concurrent behavior, as well as modeling a system’s interactions with an environment.

We provide upper and lower bounds for deciding, given an RMDP (or RSSG) A and probability p, whether player 1 has a strategy to force termination at a desired exit with probability at least p. We also address “qualitative” termination, where p=1, and model checking questions.

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Etessami, K., Yannakakis, M. (2005). Recursive Markov Decision Processes and Recursive Stochastic Games. In: Caires, L., Italiano, G.F., Monteiro, L., Palamidessi, C., Yung, M. (eds) Automata, Languages and Programming. ICALP 2005. Lecture Notes in Computer Science, vol 3580. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11523468_72

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  • DOI: https://doi.org/10.1007/11523468_72

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-27580-0

  • Online ISBN: 978-3-540-31691-6

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