论文标题
关于元中归纳的正确性
On the correctness of monadic backward induction
论文作者
论文摘要
在控制理论中,要解决有限的 - 摩尼斯顺序决策问题(SDP),通常意味着在执行给定数量的决策步骤时找到最佳的预期总奖励(或成本)的决策规则列表。使用Bellman的向后诱导常规解决了DPS。教科书作者(例如Bertsekas或Puterman)通常给出或多或少的正式证明,以表明向后感应算法是确定性和随机SDP的解决方案方法正确的。 Botta,Jansson和Ionescu为有限的地平线,Monadic SDP提出了一个通用框架,以及用于求解此类SDP的Monadic版本的后退诱导版本。在Monadic SDP中,单子捕获了不确定性的通用概念,而通用度量函数汇总了奖励。 在本文中,我们为monadic SDP定义了正确性的概念,并确定了三个条件,使我们能够证明Monadic向后诱导的正确性结果,可与普通的向后诱导的教科书正确性证明相媲美。我们施加的条件是相当笼统的,可以使用Eilenberg-Moore-Elgebra的概念以类别的理论术语进行。它们在熟悉的环境中像确定性或随机SDP一样,但我们还举例说明了它们失败的例子。我们的结果表明,与教科书中通常治疗相比,可以安全地使用落后的归纳。但是,他们还排除了某些在Botta等人的通用框架中被认为可以接受的情况。 我们的发展是在IDRIS中正式化的,作为Botta等人的扩展。框架和来源可作为补充材料。
In control theory, to solve a finite-horizon sequential decision problem (SDP) commonly means to find a list of decision rules that result in an optimal expected total reward (or cost) when taking a given number of decision steps. SDPs are routinely solved using Bellman's backward induction. Textbook authors (e.g. Bertsekas or Puterman) typically give more or less formal proofs to show that the backward induction algorithm is correct as solution method for deterministic and stochastic SDPs. Botta, Jansson and Ionescu propose a generic framework for finite horizon, monadic SDPs together with a monadic version of backward induction for solving such SDPs. In monadic SDPs, the monad captures a generic notion of uncertainty, while a generic measure function aggregates rewards. In the present paper we define a notion of correctness for monadic SDPs and identify three conditions that allow us to prove a correctness result for monadic backward induction that is comparable to textbook correctness proofs for ordinary backward induction. The conditions that we impose are fairly general and can be cast in category-theoretical terms using the notion of Eilenberg-Moore-algebra. They hold in familiar settings like those of deterministic or stochastic SDPs but we also give examples in which they fail. Our results show that backward induction can safely be employed for a broader class of SDPs than usually treated in textbooks. However, they also rule out certain instances that were considered admissible in the context of Botta et al.'s generic framework. Our development is formalised in Idris as an extension of the Botta et al. framework and the sources are available as supplementary material.