Skip to main content

Strategy Synthesis in Markov Decision Processes Under Limited Sampling Access

  • Conference paper
  • First Online:
NASA Formal Methods (NFM 2023)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 13903))

Included in the following conference series:

Abstract

A central task in control theory, artificial intelligence, and formal methods is to synthesize reward-maximizing strategies for agents that operate in partially unknown environments. In environments modeled by gray-box Markov decision processes (MDPs), the impact of the agents’ actions are known in terms of successor states but not the stochastics involved. In this paper, we devise a strategy synthesis algorithm for gray-box MDPs via reinforcement learning that utilizes interval MDPs as internal model. To compete with limited sampling access in reinforcement learning, we incorporate two novel concepts into our algorithm, focusing on rapid and successful learning rather than on stochastic guarantees and optimality: lower confidence bound exploration reinforces variants of already learned practical strategies and action scoping reduces the learning action space to promising actions. We illustrate benefits of our algorithms by means of a prototypical implementation applied on examples from the AI and formal methods communities.

The authors are supported by the DFG through the Cluster of Excellence EXC 2050/1 (CeTI, project ID 390696704, as part of Germany’s Excellence Strategy) and the TRR 248 (see https://perspicuous-computing.science, project ID 389792660).

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 79.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 99.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Similar content being viewed by others

References

  1. https://osf.io/r24mu/?view_only=b44cec578cce44e5920f150940f68230

  2. Amin, S., Gomrokchi, M., Satija, H., van Hoof, H., Precup, D.: A survey of exploration methods in reinforcement learning (2021)

    Google Scholar 

  3. Anderson, J.R.: Learning and Memory: An Integrated Approach, 2nd edn. Wiley, Hoboken (2000)

    Google Scholar 

  4. Ashok, P., Křetínský, J., Weininger, M.: PAC statistical model checking for Markov decision processes and stochastic games. In: Dillig, I., Tasiran, S. (eds.) CAV 2019. LNCS, vol. 11561, pp. 497–519. Springer, Cham (2019). https://doi.org/10.1007/978-3-030-25540-4_29

    Chapter  Google Scholar 

  5. Auer, P., Cesa-Bianchi, N., Fischer, P.: Finite-time analysis of the multiarmed bandit problem. Mach. Learn. 47, 235–256 (2004)

    Article  MATH  Google Scholar 

  6. Baier, C., Klein, J., Leuschner, L., Parker, D., Wunderlich, S.: Ensuring the reliability of your model checker: interval iteration for Markov decision processes. In: Majumdar, R., Kunčak, V. (eds.) CAV 2017. LNCS, vol. 10426, pp. 160–180. Springer, Cham (2017). https://doi.org/10.1007/978-3-319-63387-9_8

    Chapter  Google Scholar 

  7. Baier, C., Cuevas Rivera, D., Dubslaff, C., Kiebel, S.J.: Human-Inspired Models for Tactile Computing, chap. 8, pp. 173–200. Academic Press (2021)

    Google Scholar 

  8. Baier, C., Dubslaff, C., Hermanns, H., Klauck, M., Klüppelholz, S., Köhl, M.A.: Components in probabilistic systems: suitable by construction. In: Margaria, T., Steffen, B. (eds.) ISoLA 2020. LNCS, vol. 12476, pp. 240–261. Springer, Cham (2020). https://doi.org/10.1007/978-3-030-61362-4_13

    Chapter  Google Scholar 

  9. Baier, C., Dubslaff, C., Wienhöft, P., Kiebel, S.J.: Strategy synthesis in Markov decision processes under limited sampling access. Extended Version (2023). https://arxiv.org/abs/2303.12718

  10. Barto, A.G., Bradtke, S.J., Singh, S.P.: Learning to act using real-time dynamic programming. Artif. Intell. 72(1–2), 81–138 (1995)

    Article  Google Scholar 

  11. Bertsekas, D.P., Tsitsiklis, J.N.: An analysis of stochastic shortest path problems. Math. Oper. Res. 16(3), 580–595 (1991). https://doi.org/10.1287/moor.16.3.580

    Article  MathSciNet  MATH  Google Scholar 

  12. Brafman, R.I., Tennenholtz, M.: R-max - a general polynomial time algorithm for near-optimal reinforcement learning. J. Mach. Learn. Res. 3, 213–231 (2003). https://doi.org/10.1162/153244303765208377

    Article  MathSciNet  MATH  Google Scholar 

  13. Brázdil, T., et al.: Verification of Markov decision processes using learning algorithms. In: Cassez, F., Raskin, J.-F. (eds.) ATVA 2014. LNCS, vol. 8837, pp. 98–114. Springer, Cham (2014). https://doi.org/10.1007/978-3-319-11936-6_8

    Chapter  Google Scholar 

  14. Chatterjee, K., Sen, K., Henzinger, T.A.: Model-checking \(\mathit{\omega }\)-regular properties of interval Markov chains. In: Amadio, R. (ed.) FoSSaCS 2008. LNCS, vol. 4962, pp. 302–317. Springer, Heidelberg (2008). https://doi.org/10.1007/978-3-540-78499-9_22

    Chapter  MATH  Google Scholar 

  15. Daca, P., Henzinger, T.A., Křetínský, J., Petrov, T.: Faster statistical model checking for unbounded temporal properties (2016)

    Google Scholar 

  16. Daca, P., Henzinger, T.A., Křetínský, J., Petrov, T.: Faster statistical model checking for unbounded temporal properties. ACM Trans. Comput. Logic 18(2), 1–25 (2017). https://doi.org/10.1145/3060139

    Article  MathSciNet  MATH  Google Scholar 

  17. Givan, R., Leach, S., Dean, T.: Bounded-parameter Markov decision processes. Artif. Intell. 122(1), 71–109 (2000). https://doi.org/10.1016/S0004-3702(00)00047-3

    Article  MathSciNet  MATH  Google Scholar 

  18. Gros, T.P., Hermanns, H., Hoffmann, J., Klauck, M., Steinmetz, M.: Deep statistical model checking. In: Gotsman, A., Sokolova, A. (eds.) FORTE 2020. LNCS, vol. 12136, pp. 96–114. Springer, Cham (2020). https://doi.org/10.1007/978-3-030-50086-3_6

    Chapter  Google Scholar 

  19. Haddad, S., Monmege, B.: Interval iteration algorithm for MDPs and IMDPs. Theoret. Comput. Sci. 735, 111–131 (2018). https://doi.org/10.1016/j.tcs.2016.12.003

    Article  MathSciNet  MATH  Google Scholar 

  20. He, R., Jennings, P., Basu, S., Ghosh, A., Wu, H.: A bounded statistical approach for model checking of unbounded until properties, pp. 225–234 (2010)

    Google Scholar 

  21. Hoeffding, W.: Probability inequalities for sums of bounded random variables. J. Am. Stat. Assoc. 58(301), 13–30 (1963)

    Article  MathSciNet  MATH  Google Scholar 

  22. Ishii, S., Yoshida, W., Yoshimoto, J.: Control of exploitation-exploration meta-parameter in reinforcement learning. Neural Netw. 15(4), 665–687 (2002). https://doi.org/10.1016/S0893-6080(02)00056-4

    Article  Google Scholar 

  23. Jaksch, T., Ortner, R., Auer, P.: Near-optimal regret bounds for reinforcement learning. J. Mach. Learn. Res. 11(51), 1563–1600 (2010)

    MathSciNet  MATH  Google Scholar 

  24. Kaelbling, L.P.: Learning in Embedded Systems. The MIT Press, Cambridge (1993). https://doi.org/10.7551/mitpress/4168.001.0001

    Book  Google Scholar 

  25. Kaelbling, L.P., Littman, M.L., Moore, A.W.: Reinforcement learning: a survey. J. Artif. Int. Res. 4(1), 237–285 (1996)

    Google Scholar 

  26. Kallenberg, L.: Lecture Notes Markov Decision Problems - version 2020 (2020)

    Google Scholar 

  27. Kearns, M., Singh, S.: Near-optimal reinforcement learning in polynomial time. Mach. Learn. 49, 209–232 (2002). https://doi.org/10.1023/A:1017984413808

    Article  MATH  Google Scholar 

  28. Legay, A., Lukina, A., Traonouez, L.M., Yang, J., Smolka, S.A., Grosu, R.: Statistical model checking. In: Steffen, B., Woeginger, G. (eds.) Computing and Software Science. LNCS, vol. 10000, pp. 478–504. Springer, Cham (2019). https://doi.org/10.1007/978-3-319-91908-9_23

    Chapter  Google Scholar 

  29. Mitchell, T.: Machine Learning. McGraw Hill, New York (1997)

    MATH  Google Scholar 

  30. Pineda, L.E., Zilberstein, S.: Planning under uncertainty using reduced models: revisiting determinization. In: ICAPS (2014)

    Google Scholar 

  31. Puterman, M.: Markov Decision Processes: Discrete Stochastic Dynamic Programming. Wiley, Hoboken (1994)

    Book  MATH  Google Scholar 

  32. Schwoebel, S., Markovic, D., Smolka, M.N., Kiebel, S.J.: Balancing control: a Bayesian interpretation of habitual and goal-directed behavior. J. Math. Psychol. 100, 102472 (2021). https://doi.org/10.1016/j.jmp.2020.102472

    Article  MathSciNet  MATH  Google Scholar 

  33. Sen, K., Viswanathan, M., Agha, G.: Model-checking Markov chains in the presence of uncertainties. In: Hermanns, H., Palsberg, J. (eds.) TACAS 2006. LNCS, vol. 3920, pp. 394–410. Springer, Heidelberg (2006). https://doi.org/10.1007/11691372_26

    Chapter  MATH  Google Scholar 

  34. Strehl, A., Littman, M.: An empirical evaluation of interval estimation for Markov decision processes, pp. 128–135 (2004). https://doi.org/10.1109/ICTAI.2004.28

  35. Strehl, A., Littman, M.: An analysis of model-based interval estimation for Markov decision processes. J. Comput. Syst. Sci. 74, 1309–1331 (2008). https://doi.org/10.1016/j.jcss.2007.08.009

    Article  MathSciNet  MATH  Google Scholar 

  36. Suilen, M., Simão, T., Jansen, N., Parker, D.: Robust anytime learning of Markov decision processes. In: Proceedings of NeurIPS (2022)

    Google Scholar 

  37. Sutton, R.S.: Dyna, an integrated architecture for learning, planning, and reacting. SIGART Bull. 2(4), 160–163 (1991). https://doi.org/10.1145/122344.122377

    Article  Google Scholar 

  38. Sutton, R.S., Barto, A.G.: Reinforcement Learning: An Introduction, 2nd edn. The MIT Press, Cambridge (2018)

    MATH  Google Scholar 

  39. Thrun, S.B., Möller, K.: Active exploration in dynamic environments. In: Moody, J., Hanson, S., Lippmann, R.P. (eds.) Advances in Neural Information Processing Systems, vol. 4. Morgan-Kaufmann (1992)

    Google Scholar 

  40. Watkins, C.J.C.H., Dayan, P.: Q-learning. Mach. Learn. 8, 279–292 (1992). https://doi.org/10.1007/BF00992698

    Article  MATH  Google Scholar 

  41. Weber, R.: On the Gittins index for multiarmed bandits. Ann. Appl. Probab. 2(4), 1024–1033 (1992). https://doi.org/10.1214/aoap/1177005588

    Article  MathSciNet  MATH  Google Scholar 

  42. Wiering, M., Schmidhuber, J.: Efficient model-based exploration. In: Proceedings of the Sixth Intercational Conference on Simulation of Adaptive Behaviour: From Animals to Animats 6, pp. 223–228. MIT Press/Bradford Books (1998)

    Google Scholar 

  43. Wood, W., Rünger, D.: Psychology of habit. Annu. Rev. Psychol. 67(1), 289–314 (2016). https://doi.org/10.1146/annurev-psych-122414-033417

    Article  Google Scholar 

  44. Wu, D., Koutsoukos, X.: Reachability analysis of uncertain systems using bounded-parameter Markov decision processes. Artif. Intell. 172(8), 945–954 (2008). https://doi.org/10.1016/j.artint.2007.12.002

    Article  MathSciNet  MATH  Google Scholar 

  45. Younes, H.L.S., Clarke, E.M., Zuliani, P.: Statistical verification of probabilistic properties with unbounded until. In: Davies, J., Silva, L., Simao, A. (eds.) SBMF 2010. LNCS, vol. 6527, pp. 144–160. Springer, Heidelberg (2011). https://doi.org/10.1007/978-3-642-19829-8_10

    Chapter  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Patrick Wienhöft .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2023 The Author(s), under exclusive license to Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Baier, C., Dubslaff, C., Wienhöft, P., Kiebel, S.J. (2023). Strategy Synthesis in Markov Decision Processes Under Limited Sampling Access. In: Rozier, K.Y., Chaudhuri, S. (eds) NASA Formal Methods. NFM 2023. Lecture Notes in Computer Science, vol 13903. Springer, Cham. https://doi.org/10.1007/978-3-031-33170-1_6

Download citation

  • DOI: https://doi.org/10.1007/978-3-031-33170-1_6

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-031-33169-5

  • Online ISBN: 978-3-031-33170-1

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics