概率过程的统计分析

M. D. Rougemont, M. Tracol
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引用次数: 7

摘要

我们将统计向量与轨迹关联,将几何嵌入与马尔可夫决策过程关联,基于词的距离,研究基本的隶属性和等价性问题。迹线\textit{w}和马尔可夫决策过程\textit{s}的隶属性问题决定了在\textit{s}上是否存在一个策略,该策略产生接近\textit{w}的高概率迹线。证明了迹的隶属性为\emph{可测试的},并证明了mdp的等价性是多项式时间近似的。对于概率自动机,隶属性是不可检验的,近似等价性是不可判定的。基于有限马尔可夫链尾sigma域结构的结果,给出了一类表征等价马尔可夫决策过程的性质。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Statistic Analysis for Probabilistic Processes
We associate a statistical vector to a trace and a geometrical embedding to a Markov Decision Process, based on a distance on words, and study basic Membership and Equivalence problems. The Membership problem for a trace \textit{w} and a Markov Decision Process \textit{S} decides if there exists a strategy on \textit{S} which generates with high probability traces close to \textit{w}. We prove that Membership of a trace is \emph{testable} and Equivalence of MDPs is polynomial time approximable. For Probabilistic Automata, Membership is not testable, and approximate Equivalence is undecidable. We give a class of properties, based on results concerning the structure of the tail sigma-field of a finite Markov chain, which characterizes equivalent Markov Decision Processes in this context.
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