Stochastic non-determinism and effectivity functions

This paper investigates stochastic nondeterminism on continuous state spaces by relating nondeterministic kernels and stochastic effectivity functions to each other. Nondeterministic kernels are functions assigning each state a set o subprobability measures, and effectivity functions assign to each state an upper-closed set of subsets of measures. Both concepts are generalizations of Markov kernels used for defining two different models: Nondeterministic labelled Markov processes and stochastic game models, respectively. We show that an effectivity function that maps into principal filters is given by an image-countable nondeterministic kernel, and that image-finite kernels give rise to effectivity functions. We define state bisimilarity for the latter, considering its connection to morphisms. We provide a logical characterization of bisimilarity in the finitary case. A generalization of congruences (event bisimulations) to effectivity functions and its relation to the categorical presentation of bisimulation are also studied.

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