scholarly journals Automatic verification of concurrent stochastic systems

Author(s):  
Marta Kwiatkowska ◽  
Gethin Norman ◽  
David Parker ◽  
Gabriel Santos

AbstractAutomated verification techniques for stochastic games allow formal reasoning about systems that feature competitive or collaborative behaviour among rational agents in uncertain or probabilistic settings. Existing tools and techniques focus on turn-based games, where each state of the game is controlled by a single player, and on zero-sum properties, where two players or coalitions have directly opposing objectives. In this paper, we present automated verification techniques for concurrent stochastic games (CSGs), which provide a more natural model of concurrent decision making and interaction. We also consider (social welfare) Nash equilibria, to formally identify scenarios where two players or coalitions with distinct goals can collaborate to optimise their joint performance. We propose an extension of the temporal logic rPATL for specifying quantitative properties in this setting and present corresponding algorithms for verification and strategy synthesis for a variant of stopping games. For finite-horizon properties the computation is exact, while for infinite-horizon it is approximate using value iteration. For zero-sum properties it requires solving matrix games via linear programming, and for equilibria-based properties we find social welfare or social cost Nash equilibria of bimatrix games via the method of labelled polytopes through an SMT encoding. We implement this approach in PRISM-games, which required extending the tool’s modelling language for CSGs, and apply it to case studies from domains including robotics, computer security and computer networks, explicitly demonstrating the benefits of both CSGs and equilibria-based properties.

Author(s):  
Yue Guan ◽  
Qifan Zhang ◽  
Panagiotis Tsiotras

We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to approximate the Nash policy during the Q-function updates. We prove that under certain conditions, by updating the entropy regularization, the algorithm converges to a Nash equilibrium. We also demonstrate the proposed algorithm's ability to transfer previous training experiences, enabling the agents to adapt quickly to new environments. We provide a dynamic hyper-parameter scheduling scheme to further expedite convergence. Empirical results applied to a number of stochastic games verify that the proposed algorithm converges to the Nash equilibrium, while exhibiting a major speed-up over existing algorithms.


2017 ◽  
Vol 54 (1) ◽  
pp. 236-251 ◽  
Author(s):  
Erik Ekström ◽  
Kristoffer Glover ◽  
Marta Leniec

AbstractWe study zero-sum optimal stopping games (Dynkin games) between two players who disagree about the underlying model. In a Markovian setting, a verification result is established showing that if a pair of functions can be found that satisfies some natural conditions then a Nash equilibrium of stopping times is obtained, with the given functions as the corresponding value functions. In general, however, there is no uniqueness of Nash equilibria, and different equilibria give rise to different value functions. As an example, we provide a thorough study of the game version of the American call option under heterogeneous beliefs. Finally, we also study equilibria in randomized stopping times.


1987 ◽  
Vol 24 (02) ◽  
pp. 386-401 ◽  
Author(s):  
John W. Mamer

We consider the extension of optimal stopping problems to non-zero-sum strategic settings called stopping games. By imposing a monotone structure on the pay-offs of the game we establish the existence of a Nash equilibrium in non-randomized stopping times. As a corollary, we identify a class of games for which there are Nash equilibria in myopic stopping times. These games satisfy the strategic equivalent of the classical ‘monotone case' assumptions of the optimal stopping problem.


Author(s):  
Luc Attia ◽  
Miquel Oliu-Barton

We propose a connection between matrix games, finite zero-sum stochastic games (henceforth stochastic games) and multiparameter eigenvalue problems. From this connection, we derive a handful of new results for stochastic games.


1987 ◽  
Vol 24 (2) ◽  
pp. 386-401 ◽  
Author(s):  
John W. Mamer

We consider the extension of optimal stopping problems to non-zero-sum strategic settings called stopping games. By imposing a monotone structure on the pay-offs of the game we establish the existence of a Nash equilibrium in non-randomized stopping times. As a corollary, we identify a class of games for which there are Nash equilibria in myopic stopping times. These games satisfy the strategic equivalent of the classical ‘monotone case' assumptions of the optimal stopping problem.


2019 ◽  
Vol 9 (4) ◽  
pp. 1026-1041
Author(s):  
K. Avrachenkov ◽  
V. Ejov ◽  
J. A. Filar ◽  
A. Moghaddam

2001 ◽  
Vol 54 (2) ◽  
pp. 291-301 ◽  
Author(s):  
Anna Jaśkiewicz ◽  
Andrzej S. Nowak

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