arXiv · 1610.07145
Sequential decision problems, dependent types and generic solutions
Abstract
We present a computer-checked generic implementation for solving finite-horizon sequential decision problems. This is a wide class of problems, including inter-temporal optimizations, knapsack, optimal bracketing, scheduling, etc. The implementation can handle time-step dependent control and state spaces, and monadic representations of uncertainty (such as stochastic, non-deterministic, fuzzy, or combinations thereof). This level of genericity is achievable in a programming language with dependent types (we have used both Idris and Agda). Dependent types are also the means that allow us to obtain a formalization and computer-checked proof of the central component of our implementation: Bellman's principle of optimality and the associated backwards induction algorithm. The formalization clarifies certain aspects of backwards induction and, by making explicit notions such as viability and reachability, can serve as a starting point for a theory of controllability of monadic dynamical systems, commonly encountered in, e.g., climate impact research.
Explore related subjects
Keep this discovery
Explore connections, maps & timelines
Nicola Botta, Patrik Jansson, Cezar Ionescu, David R. Christiansen, Edwin Brady. 2017-03-22. Sequential decision problems, dependent types and generic solutions. https://doi.org/10.23638/lmcs-13(1%3A7)2017
Cite the original work for its findings. Save a collection to share your selection of sources.