Identification of a competing risks model with unknown transformations of latent failure times

This paper is concerned with identification of a competing risks model with unknown transformations of latent failure times. The model in this paper includes, as special cases, competing risks versions of proportional hazards, mixed proportional hazards, and accelerated failure time models. It is shown that covariate effects on latent failure times, cause-specific link functions, and the joint survivor function of the disturbance terms can be identified without relying on modelling the dependence between latent failure times parametrically nor using an exclusion restriction among covariates. As a result, the paper provides an identification result on the joint survivor function of the latent failure times conditional on covariates

Generalized Mean-payoff and Energy Games

In mean-payoff games, the objective of the protagonist is to ensure that the limit average of an infinite sequence of numeric weights is nonnegative. In energy games, the objective is to ensure that the running sum of weights is always nonnegative. Generalized mean-payoff and energy games replace individual weights by tuples, and the limit average (resp. running sum) of each coordinate must be (resp. remain) nonnegative. These games have applications in the synthesis of resource-bounded processes with multiple resources. We prove the finite-memory determinacy of generalized energy games and show the inter-reducibility of generalized mean-payoff and energy games for finite-memory strategies. We also improve the computational complexity for solving both classes of games with finite-memory strategies: while the previously best known upper bound was EXPSPACE, and no lower bound was known, we give an optimal coNP-complete bound. For memoryless strategies, we show that the problem of deciding the existence of a winning strategy for the protagonist is NP-complete

IST Austria Technical Report

We study observation-based strategies for partially-observable Markov decision processes (POMDPs) with omega-regular objectives. An observation-based strategy relies on partial information about the history of a play, namely, on the past sequence of observa- tions. We consider the qualitative analysis problem: given a POMDP with an omega-regular objective, whether there is an observation-based strategy to achieve the objective with probability 1 (almost-sure winning), or with positive probability (positive winning). Our main results are twofold. First, we present a complete picture of the computational complexity of the qualitative analysis of POMDPs with parity objectives (a canonical form to express omega-regular objectives) and its subclasses. Our contribution consists in establishing several upper and lower bounds that were not known in literature. Second, we present optimal bounds (matching upper and lower bounds) on the memory required by pure and randomized observation-based strategies for the qualitative analysis of POMDPs with parity objectives and its subclasses

Real-Time Synthesis is Hard!

We study the reactive synthesis problem (RS) for specifications given in Metric Interval Temporal Logic (MITL). RS is known to be undecidable in a very general setting, but on infinite words only; and only the very restrictive BRRS subcase is known to be decidable (see D'Souza et al. and Bouyer et al.). In this paper, we precise the decidability border of MITL synthesis. We show RS is undecidable on finite words too, and present a landscape of restrictions (both on the logic and on the possible controllers) that are still undecidable. On the positive side, we revisit BRRS and introduce an efficient on-the-fly algorithm to solve it

An Axiomatic Approach to Liveness for Differential Equations

This paper presents an approach for deductive liveness verification for ordinary differential equations (ODEs) with differential dynamic logic. Numerous subtleties complicate the generalization of well-known discrete liveness verification techniques, such as loop variants, to the continuous setting. For example, ODE solutions may blow up in finite time or their progress towards the goal may converge to zero. Our approach handles these subtleties by successively refining ODE liveness properties using ODE invariance properties which have a well-understood deductive proof theory. This approach is widely applicable: we survey several liveness arguments in the literature and derive them all as special instances of our axiomatic refinement approach. We also correct several soundness errors in the surveyed arguments, which further highlights the subtlety of ODE liveness reasoning and the utility of our deductive approach. The library of common refinement steps identified through our approach enables both the sound development and justification of new ODE liveness proof rules from our axioms.Comment: FM 2019: 23rd International Symposium on Formal Methods, Porto, Portugal, October 9-11, 201

Using Strategy Improvement to Stay Alive

We design a novel algorithm for solving Mean-Payoff Games (MPGs). Besides solving an MPG in the usual sense, our algorithm computes more information about the game, information that is important with respect to applications. The weights of the edges of an MPG can be thought of as a gained/consumed energy -- depending on the sign. For each vertex, our algorithm computes the minimum amount of initial energy that is sufficient for player Max to ensure that in a play starting from the vertex, the energy level never goes below zero. Our algorithm is not the first algorithm that computes the minimum sufficient initial energies, but according to our experimental study it is the fastest algorithm that computes them. The reason is that it utilizes the strategy improvement technique which is very efficient in practice

LNCS

In the analysis of reactive systems a quantitative objective assigns a real value to every trace of the system. The value decision problem for a quantitative objective requires a trace whose value is at least a given threshold, and the exact value decision problem requires a trace whose value is exactly the threshold. We compare the computational complexity of the value and exact value decision problems for classical quantitative objectives, such as sum, discounted sum, energy, and mean-payoff for two standard models of reactive systems, namely, graphs and graph games

Probabilistic Bisimulation: Naturally on Distributions

In contrast to the usual understanding of probabilistic systems as stochastic processes, recently these systems have also been regarded as transformers of probabilities. In this paper, we give a natural definition of strong bisimulation for probabilistic systems corresponding to this view that treats probability distributions as first-class citizens. Our definition applies in the same way to discrete systems as well as to systems with uncountable state and action spaces. Several examples demonstrate that our definition refines the understanding of behavioural equivalences of probabilistic systems. In particular, it solves a long-standing open problem concerning the representation of memoryless continuous time by memory-full continuous time. Finally, we give algorithms for computing this bisimulation not only for finite but also for classes of uncountably infinite systems