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. 2020 Mar 13;12078:324–345. doi: 10.1007/978-3-030-45190-5_18

Farkas Certificates and Minimal Witnesses for Probabilistic Reachability Constraints

Florian Funke ‡, Simon Jantsch ‡,✉, Christel Baier ‡
Editors: Armin Biere8, David Parker9
PMCID: PMC7439734

Abstract

This paper introduces Farkas certificates for lower and upper bounds on minimal and maximal reachability probabilities in Markov decision processes (MDP), which we derive using an MDP-variant of Farkas’ Lemma. The set of all such certificates is shown to form a polytope whose points correspond to witnessing subsystems of the model and the property. Using this correspondence we can translate the problem of finding minimal witnesses to the problem of finding vertices with a maximal number of zeros. While computing such vertices is computationally hard in general, we derive new heuristics from our formulations that exhibit competitive performance compared to state-of-the-art techniques. As an argument that asymptotically better algorithms cannot be hoped for, we show that the decision version of finding minimal witnesses is Inline graphic-complete even for acyclic Markov chains.

Footnotes

This work was funded by DFG grant 389792660 as part of TRR 248, the Cluster of Excellence EXC 2050/1 (CeTI, project ID 390696704, as part of Germany’s Excellence Strategy), DFG-projects BA-1679/11-1 and BA-1679/12-1, and the Research Training Group QuantLA (GRK 1763).

Contributor Information

Armin Biere, Email: biere@jku.at.

David Parker, Email: d.a.parker@cs.bham.ac.uk.

Florian Funke, Email: florian.funke@tu-dresden.de.

Simon Jantsch, Email: simon.jantsch@tu-dresden.de.

Christel Baier, Email: christel.baier@tu-dresden.de.

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