Continuous Capacities on Continuous State Spaces

  • Jean Goubault-Larrecq
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4596)

Abstract

We propose axiomatizing some stochastic games, in a continuous state space setting, using continuous belief functions, resp. plausibilities, instead of measures. Then, stochastic games are just variations on continuous Markov chains. We argue that drawing at random along a belief function is the same as letting the probabilistic player P play first, then letting the non-deterministic player C play demonically. The same holds for an angelic C, using plausibilities instead. We then define a simple modal logic, and characterize simulation in terms of formulae of this logic. Finally, we show that (discounted) payoffs are defined and unique, where in the demonic case, P maximizes payoff, while C minimizes it.

Keywords

Markov Decision Process Stochastic Game Belief Function Convex Game Continuous State Space 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. 1.
    Abramsky, S., Jung, A.: Domain theory. In: Abramsky, S., Gabbay, D.M., Maibaum, T.S.E. (eds.) Handbook of Logic in Computer Science, vol. 3, pp. 1–168. Oxford University Press, Oxford (1994)Google Scholar
  2. 2.
    Bassett Jr., G.W., Koenker, R., Kordas, G.: Pessimistic portfolio allocation and Choquet expected utility (January 2004), available from http://www.econ.uiuc.edu/~roger/research/risk/choquet.pdf
  3. 3.
    Cattani, S., Segala, R., Kwiatkowska, M.Z., Norman, G.: Stochastic transition systems for continuous state spaces and non-determinism. In: Sassone, V. (ed.) FOSSACS 2005. LNCS, vol. 3441, pp. 125–139. Springer, Heidelberg (2005)Google Scholar
  4. 4.
    Choquet, G.: Theory of capacities. Annales de l’Institut Fourier 5, 131–295 (1953–54)MathSciNetGoogle Scholar
  5. 5.
    Danos, V., Desharnais, J., Laviolette, F., Panangaden, P.: Bisimulation and cocongruence for probabilistic systems. Information and Computation 204(4), 503–523 (2006) Special issue for selected papers from CMCS04, 22 pages.MATHCrossRefMathSciNetGoogle Scholar
  6. 6.
    Dempster, A.P.: Upper and lower probabilities induced by a multivalued mapping. Annals of Mathematical Statistics 38, 325–339 (1967)MATHCrossRefMathSciNetGoogle Scholar
  7. 7.
    Dempster, A.P.: A generalization of Bayesian inference. Journal of the Royal Statistical Society B 30, 205–247 (1968)MathSciNetGoogle Scholar
  8. 8.
    Desharnais, J., Edalat, A., Panangaden, P.: Bisimulation for labelled Markov processes. Information and Computation 179(2), 163–193 (2002)MATHCrossRefMathSciNetGoogle Scholar
  9. 9.
    Desharnais, J., Gupta, V., Jagadeesan, R., Panangaden, P.: Approximating labeled Markov processes. Information and Computation 184(1), 160–200 (2003)MATHCrossRefMathSciNetGoogle Scholar
  10. 10.
    Edalat, A.: Domain theory and integration. Theoretical Computer Science 151, 163–193 (1995)MATHCrossRefMathSciNetGoogle Scholar
  11. 11.
    Feinberg, E.A., Schwartz, A.: Handbook of Markov Decision Processes, Methods and Applications, pages. 565. Kluwer Academic Publishers, Dordrecht (2002)MATHGoogle Scholar
  12. 12.
    Gierz, G., Hofmann, K.H., Keimel, K., Lawson, J.D., Mislove, M., Scott, D.S.: A Compendium of Continuous Lattices. Springer, Heidelberg (1980)MATHGoogle Scholar
  13. 13.
    Gilboa, I., Schmeidler, D.: Additive representation of non-additive measures and the Choquet integral. Discussion Papers 985. Center for Mathematical Studies in Economics and Management Science, Northwestern University (1992)Google Scholar
  14. 14.
    Goubault-Larrecq, J.: Une introduction aux capacités, aux jeux et aux prévisions, 516 pages (January 2007), http://www.lsv.ens-cachan.fr/~goubault/ProNobis/pp.pdf,
  15. 15.
    Halpern, J.Y., Fagin, R.: Two views of belief: Belief as generalized probability and belief as evidence. Artificial Intelligence 54, 275–317 (1992)MATHCrossRefMathSciNetGoogle Scholar
  16. 16.
    Hansson, H.A., Jonsson, B.: A calculus for communicating systems with time and probabilities. In: Hans, A. (ed.) Proc. 11th IEEE Real-time Systems Symp., Silver Spring, MD, pp. 278–287. IEEE Computer Society Press, Los Alamitos (1990)Google Scholar
  17. 17.
    Jones, C.: Probabilistic Non-Determinism. PhD thesis, University of Edinburgh, Technical Report ECS-LFCS-90-105 (1990)Google Scholar
  18. 18.
    Jung, A.: Stably compact spaces and the probabilistic powerspace construction. In: Desharnais, J., Panangaden, P. (eds.) Domain-theoretic Methods in Probabilistic Processes. Electronic Lecture Notes in Computer Science, vol. 87, pp. 15. Elsevier, Amsterdam (2004)Google Scholar
  19. 19.
    Larsen, K.G., Skou, A.: Bisimulation through probabilistic testing. Information and Computation 94, 1–28 (1991)MATHCrossRefMathSciNetGoogle Scholar
  20. 20.
    Mislove, M.: Topology, domain theory and theoretical computer science. Topology and Its Applications 89, 3–59 (1998)MATHCrossRefMathSciNetGoogle Scholar
  21. 21.
    Mislove, M., Ouaknine, J., Worrell, J.: Axioms for probability and nondeterminism. In: Proc. 10th Int. Workshop on Expressiveness in Concurrency (EXPRESS 2003). Electronic Notes in Theoretical Computer Science, vol. 91(3), pp. 7–28 (2003)Google Scholar
  22. 22.
    Osborne, M.J., Rubinstein, A.: A Course in Game Theory. MIT Press, Cambridge (1994)Google Scholar
  23. 23.
    Philippou, A., Lee, I., Sokolsky, O.: Weak bisimulation for probabilistic processes. In: Palamidessi, C. (ed.) CONCUR 2000. LNCS, vol. 1877, pp. 334–349. Springer, Heidelberg (2000)CrossRefGoogle Scholar
  24. 24.
    Schmeidler, D.: Subjective probability and expected utility without additivity. Econometrica 57, 571–587 (1989)MATHCrossRefMathSciNetGoogle Scholar
  25. 25.
    Segala, R.: Modeling and Verification of Randomized Distributed Real-Time Systems. MIT Press, Cambridge, MA (1996)Google Scholar
  26. 26.
    Segala, R., Lynch, N.: Probabilistic simulations for probabilistic processes. Nordic Journal of Computing 2(2), 250–273 (1995)MATHMathSciNetGoogle Scholar
  27. 27.
    Segala, R., Turrini, A.: Comparative analysis of bisimulation relations on alternating and non-alternating probabilistic models. In: QEST 2005. 2nd Int. Conf. Quantitative Evaluaton of Systems, Torino, Italy, September 2005, pp. 44–53. IEEE Computer Society Press, Los Alamitos (2005)Google Scholar
  28. 28.
    Shafer, G.: A Mathematical Theory of Evidence. Princeton University Press, Princeton (1976)MATHGoogle Scholar
  29. 29.
    Philipp, S.: Spaces of valuations as quasimetric domain. In: Edalat, A., Jung, A., Keimel, K., Kwiatkowska, M. (eds.) Proceedings of the 3rd Workshop on Computation and Approximation (Comprox III), Birmingham, England, September 1997. Electronic Notes in Theoretical Computer Science, vol. 13, Elsevier, Amsterdam (1997)Google Scholar
  30. 30.
    Tix, R.: Stetige Bewertungen auf topologischen Räumen. Diplomarbeit, TH Darmstadt (June 1995)Google Scholar
  31. 31.
    van Breugel, F., Mislove, M., Ouaknine, J., Worrell, J.: Domain theory, testing and simulation for labelled markov processes. Theoretical Computer Science 333(1-2), 171–197 (2005)MATHCrossRefMathSciNetGoogle Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2007

Authors and Affiliations

  • Jean Goubault-Larrecq
    • 1
  1. 1.LSV, ENS Cachan, CNRS, INRIA Futurs, 61, avenue du président-Wilson, F-94235 Cachan 

Personalised recommendations