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mdps
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planning with markov models
The formal verification of algorithms in the realm of Markov Decision Processes poses unique challenges, as they build on diverse mathematical concepts. We present a methodology based on interactive theorem proving that facilitates the development of verified implementations of algorithms for solving factored Markov Decision Processes. As a case study, we formally verify an algorithm for approximate policy iteration in the theorem prover Isabelle/HOL. We show how the verified algorithm can be refined to an executable, verified implementation. Our evaluation on benchmark problems shows that it is practical. As part of the development, we build verified software to certify linear programming solutions. We discuss the verification process and our modifications to the algorithm during formalisation.
