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Sequential Convex Programming for the Efficient Verification of Parametric MDPs
[article]
2017
arXiv
pre-print
Multi-objective verification problems of parametric Markov decision processes under optimality criteria can be naturally expressed as nonlinear programs. We observe that many of these computationally demanding problems belong to the subclass of signomial programs. This insight allows for a sequential optimization algorithm to efficiently compute sound but possibly suboptimal solutions. Each stage of this algorithm solves a geometric programming problem. These geometric programs are obtained by
arXiv:1702.00063v1
fatcat:7eqtbtjcfvbghmf4vljx2i7ipa