# IntervalMDP.jl: Accelerated Value Iteration for Interval Markov Decision Processes

arXiv: https://arxiv.org/abs/2401.04068 · HTML: https://mlsanity.com/paper/2401.04068/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 8 Jan 2024.

## Built on by (most cited first, 1 of 1)

- [Safety Certification is Classification](https://mlsanity.com/paper/2605.06087/) (2026)

## Abstract (arXiv)

In this paper, we present IntervalMDP.jl, a Julia package for probabilistic analysis of interval Markov Decision Processes (IMDPs). IntervalMDP.jl facilitates the synthesis of optimal strategies and verification of IMDPs against reachability specifications and discounted reward properties. The library supports sparse matrices and is compatible with data formats from common tools for the analysis of probabilistic models, such as PRISM. A key feature of IntervalMDP.jl is that it presents both a multi-threaded CPU and a GPU-accelerated implementation of value iteration algorithms for IMDPs. In particular, IntervalMDP.jl takes advantage of the Julia type system and the inherently parallelizable nature of value iteration to improve the efficiency of performing analysis of IMDPs. On a set of examples, we show that IntervalMDP.jl substantially outperforms existing tools for verification and strategy synthesis for IMDPs in both computation time and memory consumption.