Abstract
We generalise the classical notion of stationary distributions of Markov processes to a model of probabilistic programs which includes demonic nondeterminism. As well as removing some of the conditions normally required for stationarity, our generalisation allows the development of a complete theory linking stationary behaviour to long-term average behaviour - the latter being an important property that lies outside the expressive range of standard logics for probabilistic programs.
Original language | English |
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Pages (from-to) | 279-289 |
Number of pages | 11 |
Journal | Electronic Notes in Theoretical Computer Science |
Volume | 45 |
DOIs | |
Publication status | Published - Nov 2001 |
Keywords
- Demonic nondeterminism
- Markov decision processes
- Markov process
- Probabilistic program semantics
- Probability
- Stationary distribution