Submodels of Kripke models

A Kripke model ? is a submodel of another Kripke model ℳ if ? is obtained by restricting the set of nodes of ℳ. In this paper we show that the class of formulas of Intuitionistic Predicate Logic that is preserved under taking submodels of Kripke models is precisely the class of semipositive formulas. This result is an analogue of the Łoś-Tarski theorem for the Classical Predicate Calculus. In Appendix A we prove that for theories with decidable identity we can take as the embeddings between domains in Kripke models of the theory, the identical embeddings. This is a well known fact, but we know of no correct proof in the literature. In Appendix B we answer, negatively, a question posed by Sam Buss: whether there is a classical theory T, such that ℋT is HA. Here ℋT is the theory of all Kripke models ℳ such that the structures assigned to the nodes of ℳ all satisfy T in the sense of classical model theory. Received: 4 February 1999 / Published online: 25 January 2001     

On the structure of kripke models of heyting arithmetic

Since in Heyting Arithmetic (HA) all atomic formulas are decidable, a Kripke model for HA may be regarded classically as a collection of classical structures for the language of arithmetic, partially ordered by the submodel relation. The obvious question is then: are these classical structures models of Peano Arithmetic (PA)? And dually: if a collection of models of PA, partially ordered by the submodel relation, is regarded as a Kripke model, is it a model of HA? Some partial answers to these questions were obtained in [6], [3], [1] and [2]. Here we present some results in the same direction, announced in [7]. In particular, it is proved that the classical structures at the nodes of a Kripke model of HA must be models of IΔ₁ (PA^- with induction for provably Δ₁ formulas) and that the relation between these classical structures must be that of a Δ₁-elementary submodel. MSC: 03F30, 03F55.     

Kripke submodels and universal sentences

We define two notions for intuitionistic predicate logic: that of a submodel of a Kripke model, and that of a universal sentence. We then prove a corresponding preservation theorem. If a Kripke model is viewed as a functor from a small category to the category of all classical models with (homo)morphisms between them, then we define a submodel of a Kripke model to be a restriction of the original Kripke model to a subcategory of its domain, where every node in the subcategory is mapped to a classical submodel of the corresponding classical model in the range of the original Kripke model. We call a sentence universal if it is built inductively from atoms (including ? and ⊥) using ∧, ∨, ?, and →, with the restriction that antecedents of → must be atomic. We prove that an intuitionistic theory is axiomatized by universal sentences if and only if it is preserved under Kripke submodels. We also prove the following analogue of a classical model‐consistency theorem: The universal fragment of a theory Γ is contained in the universal fragment of a theory Δ if and only if every rooted Kripke model of Δ is strongly equivalent to a submodel of a rooted Kripke model of Γ. Our notions of Kripke submodel and universal sentence are natural in the sense that in the presence of the rule of excluded middle, they collapse to the classical notions of submodel and universal sentence. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Sahlqvist theorem for distributive modal logic

In this paper we consider distributive modal logic, a setting in which we may add modalities, such as classical types of modalities as well as weak forms of negation, to the fragment of classical propositional logic given by conjunction, disjunction, true, and false. For these logics we define both algebraic semantics, in the form of distributive modal algebras, and relational semantics, in the form of ordered Kripke structures. The main contributions of this paper lie in extending the notion of Sahlqvist axioms to our generalized setting and proving both a correspondence and a canonicity result for distributive modal logics axiomatized by Sahlqvist axioms. Our proof of the correspondence result relies on a reduction to the classical case, but our canonicity proof departs from the traditional style and uses the newly extended algebraic theory of canonical extensions.     

Multiple criteria linear programming model for portfolio selection

The portfolio selection problem is usually considered as a bicriteria optimization problem where a reasonable trade-off between expected rate of return and risk is sought. In the classical Markowitz model the risk is measured with variance, thus generating a quadratic programming model. The Markowitz model is frequently criticized as not consistent with axiomatic models of preferences for choice under risk. Models consistent with the preference axioms are based on the relation of stochastic dominance or on expected utility theory. The former is quite easy to implement for pairwise comparisons of given portfolios whereas it does not offer any computational tool to analyze the portfolio selection problem. The latter, when used for the portfolio selection problem, is restrictive in modeling preferences of investors. In this paper, a multiple criteria linear programming model of the portfolio selection problem is developed. The model is based on the preference axioms for choice under risk. Nevertheless, it allows one to employ the standard multiple criteria procedures to analyze the portfolio selection problem. It is shown that the classical mean-risk approaches resulting in linear programming models correspond to specific solution techniques applied to our multiple criteria model. This revised version was published online in June 2006 with corrections to the Cover Date.     

Cut-Elimination Theorem for the Logic of Constant Domains

The logic CD is an intermediate logic (stronger than intuitionistic logic and weaker than classical logic) which exactly corresponds to the Kripke models with constant domains. It is known that the logic CD has a Gentzen-type formulation called LD (which is same as LK except that (→) and (?–) rules are replaced by the corresponding intuitionistic rules) and that the cut-elimination theorem does not hold for LD . In this paper we present a modification of LD and prove the cut-elimination theorem for it. Moreover we prove a “weak” version of cut-elimination theorem for LD , saying that all “cuts” except some special forms can be eliminated from a proof in LD . From these cut-elimination theorems we obtain some corollaries on syntactical properties of CD : fragments collapsing into intuitionistic logic. Harrop disjunction and existence properties, and a fact on the number of logical symbols in the axiom of CD . Mathematics Subject Classification : 03B55. 03F05.     

A Shared Framework for Consequence Operations and Abstract Model Theory

In this paper we develop an abstract theory of adequacy. In the same way as the theory of consequence operations is a general theory of logic, this theory of adequacy is a general theory of the interactions and connections between consequence operations and its sound and complete semantics. Addition of axioms for the connectives of propositional logic to the basic axioms of consequence operations yields a unifying framework for different systems of classical propositional logic. We present an abstract model-theoretical semantics based on model mappings and theory mappings. Between the classes of models and theories, i.e., the set of sentences verified by a model, it obtains a connection that is well-known within algebra as Galois correspondence. Many basic semantical properties can be derived from this observation. A sentence A is a semantical consequence of T if every model of T is also a model of A. A model mapping is adequate for a consequence operation if its semantical inference operation is identical with the consequence operation. We study how properties of an adequate model mapping reflect the properties of the consequence operation and vice versa. In particular, we show how every concept of the theory of consequence operations can be formulated semantically.     

An epistemic model of an agent who does not reflect on reasoning processes

This paper introduces an epistemic model of a boundedly rational agent under the two assumptions that (i) the agent’s reasoning process is in accordance with the model but (ii) the agent does not reflect on these reasoning processes. For such a concept of bounded rationality a semantic interpretation by the possible world semantics of the Kripke (1963) type is no longer available because the definition of knowledge in these possible world semantics implies that the agent knows all valid statements of the model. The key to my alternative semantic approach is the extension of the method of truth tables, first introduced for the propositional logic by Wittgenstein (1922), to an epistemic logic so that I can determine the truth value of epistemic statements for all relevant truth conditions. In my syntactic approach I define an epistemic logic–consisting of the classical calculus of propositional logic plus two knowledge axioms–that does not include the inference rule of necessitation, which claims that an agent knows all theorems of the logic. As my main formal result I derive a determination theorem linking my semantic with my syntactic approach. The difference between my approach and existing knowledge models is illustrated in a game-theoretic application concerning the epistemic justification of iterative solution concepts.     

On intuitionistic modal and tense logics and their classical companion logics: Topological semantics and bisimulations

We take the well-known intuitionistic modal logic of Fischer Servi with semantics in bi-relational Kripke frames, and give the natural extension to topological Kripke frames. Fischer Servi’s two interaction conditions relating the intuitionistic pre-order (or partial-order) with the modal accessibility relation generalize to the requirement that the relation and its inverse be lower semi-continuous with respect to the topology. We then investigate the notion of topological bisimulation relations between topological Kripke frames, as introduced by Aiello and van Benthem, and show that their topology-preserving conditions are equivalent to the properties that the inverse relation and the relation are lower semi-continuous with respect to the topologies on the two models. The first main result is that this notion of topological bisimulation yields semantic preservation w.r.t. topological Kripke models for both intuitionistic tense logics, and for their classical companion multi-modal logics in the setting of the Gödel translation. After giving canonical topological Kripke models for the Hilbert-style axiomatizations of the Fischer Servi logic and its classical companion logic, we use the canonical model in a second main result to characterize a Hennessy–Milner class of topological models between any pair of which there is a maximal topological bisimulation that preserve the intuitionistic semantics.     

General methods of elliptic minimization

We provide general methods in the calculus of variations for the anisotropic Plateau problem in arbitrary dimension and codimension. Given a collection of competing “surfaces” that span a given “bounding set” in an ambient metric space, we produce one minimizing an elliptic area functional. The collection of competing surfaces is assumed to satisfy a set of geometrically-defined axioms. These axioms hold for collections defined using any combination of homological, cohomological or linking number spanning conditions. A variety of minimization problems can be solved, including sliding boundaries.     

Normal Linear Regression Models With Recursive Graphical Markov Structure

A multivariate normal statistical model defined by the Markov properties determined by an acyclic digraph admits a recursive factorization of its likelihood function (LF) into the product of conditional LFs, each factor having the form of a classical multivariate linear regression model (≡WMANOVA model). Here these models are extended in a natural way to normal linear regression models whose LFs continue to admit such recursive factorizations, from which maximum likelihood estimators and likelihood ratio (LR) test statistics can be derived by classical linear methods. The central distribution of the LR test statistic for testing one such multivariate normal linear regression model against another is derived, and the relation of these regression models to block-recursive normal linear systems is established. It is shown how a collection of nonnested dependent normal linear regression models (≡Wseemingly unrelated regressions) can be combined into a single multivariate normal linear regression model by imposing a parsimonious set of graphical Markov (≡Wconditional independence) restrictions.     

Negative modal schemes

We deal with the question of whether solutions of modal propositional negative schemes are definable on Kripke models. It is shown that there exists a formula by which a solution of such a scheme is defined in every Kripke model with the ascending chain condition, in which the solution exists. We present an algorithm for constructing such a defining formula. Supported by RFFR grant No. 96-01-01552. Translated fromAlgebra i Logika, Vol. 37, No. 3, pp. 329–337, May–June, 1998.     

Smoke and mirrors: Combinatorial properties of small cardinals equiconsistent with huge cardinals

Since the work of Godel and Cohen many questions in infinite combinatorics have been shown to be independent of the usual axioms for mathematics, Zermelo Frankel Set Theory with the Axiom of Choice (ZFC). Attempts to strengthen the axioms to settle these problems have converged on a system of principles collectively known as Large Cardinal Axioms.These principles are linearly ordered in terms of consistency strength. As far as is currently known, all natural independent combinatorial statements are equiconsistent with some large cardinal axiom. The standard techniques for showing this use forcing in one direction and inner model theory in the other direction.The conspicuous open problems that remain are suspected to involve combinatorial principles much stronger than the large cardinals for which there is a current fine-structural inner model theory for.The main results in this paper show that many standard constructions give objects with combinatorial properties that are, in turn, strong enough to show the existence of models with large cardinals are larger than any cardinal for which there is a standard inner model theory.     

Risk-value models: Restrictions and applications

Sarin and Weber [European Journal of Operational Research 70 (1993) 135] and others have argued for the expression of preferences under risk by the use of risk-value models, which have the intuitively appealing property that absence of certainty enters the decision-maker’s preference function only through a well-defined risk argument. The present paper proposes axioms which should be satisfied by any such model, and explores the restrictions that the axioms place on the preference function. Implications for absolute and relative risk aversion are considered, and the usefulness of the approach is demonstrated with applications to portfolio theory and the theory of the firm.     

Finite axiomatizability of local set theory

The need for modifying axiomatic set theories was caused, in particular, by the development of category theory. The ZF and NBG axiomatic theories turned out to be unsuitable for defining the notion of a model of category theory. The point is that there are constructions such as the category of categories in naïve category theory, while constructions like the set of sets are strongly restricted in the ZF and NBG axiomatic theories. Thus, it was required, on the one hand, to restrict constructions similar to the category of categories and, on the other hand, adapt axiomatic set theory in order to give a definition of a category which survives restricted construction similar to the category of categories. This task was accomplished by promptly inventing the axiom of universality (AU) asserting that each set is an element of a universal set closed under all NBG constructions. Unfortunately, in the theories ZF + AU and NBG + AU, there are toomany universal sets (as many as the number of all ordinals), whereas to solve the problem stated above, a countable collection of universal sets would suffice. For this reason, in 2005, the first-named author introduced local-minimal set theory, which preserves the axiom AU of universality and has an at most countable collection of universal sets. This was achieved at the expense of rejecting the global replacement axiom and using the local replacement axiom for each universal class instead. Local-minimal set theory has 14 axioms and one axiom scheme (of comprehension). It is shown that this axiom scheme can be replaced by finitely many axioms that are special cases of the comprehension scheme. The proof follows Bernays’ scheme with significant modifications required by the presence of the restricted predicativity condition on the formula in the comprehension axiom scheme.     

Kripke‐style semantics for many‐valued logics

This paper deals with Kripke‐style semantics for many‐valued logics. We introduce various types of Kripke semantics, and we connect them with algebraic semantics. As for modal logics, we relate the axioms of logics extending MTL to properties of the Kripke frames in which they are valid. We show that in the propositional case most logics are complete but not strongly complete with respect to the corresponding class of complete Kripke frames, whereas in the predicate case there are important many‐valued logics like BL, ? and Π, which are not even complete with respect to the class of all predicate Kripke frames in which they are valid. Thus although very natural, Kripke semantics seems to be slightly less powerful than algebraic semantics. (© 2003 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Describing a Basis in Semireduced Form for Inference Rules of Intuitionistic Logic

It is shown that a set of all rules in semireduced form whose premises satisfy a collection of specific conditions form a basis for all rules admissible in IPC. The conditions specified are quite natural, and many of them show up as properties of maximal theories in the canonical Kripke model for IPC. Besides, a similar basis is constructed for rules admissible in the superintuitionistic logic KC, a logic of the weak law of the excluded middle.     

On the constructive Dedekind reals

In order to build the collection of Cauchy reals as a set in constructive set theory, the only power set-like principle needed is exponentiation. In contrast, the proof that the Dedekind reals form a set has seemed to require more than that. The main purpose here is to show that exponentiation alone does not suffice for the latter, by furnishing a Kripke model of constructive set theory, Constructive Zermelo–Fraenkel set theory with subset collection replaced by exponentiation, in which the Cauchy reals form a set while the Dedekind reals constitute a proper class.     

Myopia,amnesia, and consistent intertemporal choice

Social scientists often explain observed streams of behavior as the outcome of constrained choice at successive dates, with actors choosing among planned sequences of actions extending into the future. This paper presents four axioms for consistent intertemporal choice in such models. Within this framework, myopia and amnesia are defined to be choice processes in which future feasible actions and past decisions, respectively, play no role in current choice. Each of these modeling strategies is argued to have some plausibility on the basis of bounded rationality considerations. It is shown that an anticipatory process reduces to a behaviorally equivalent myopic process if and only if binary choices are lexically organized. Amnesia, or the absence of endogenous preference formation, is characterized by the condition that binary choices be ‘ahistorical’. The paper closes with some remarks on the methodological role of the consistency axioms, and the problems posed by inconsistent choice processes.     

Computational adequacy for recursive types in models of intuitionistic set theory

This paper provides a unifying axiomatic account of the interpretation of recursive types that incorporates both domain-theoretic and realizability models as concrete instances. Our approach is to view such models as full subcategories of categorical models of intuitionistic set theory. It is shown that the existence of solutions to recursive domain equations depends upon the strength of the set theory. We observe that the internal set theory of an elementary topos is not strong enough to guarantee their existence. In contrast, as our first main result, we establish that solutions to recursive domain equations do exist when the category of sets is a model of full intuitionistic Zermelo–Fraenkel set theory. We then apply this result to obtain a denotational interpretation of FPC, a recursively typed lambda-calculus with call-by-value operational semantics. By exploiting the intuitionistic logic of the ambient model of intuitionistic set theory, we analyse the relationship between operational and denotational semantics. We first prove an “internal” computational adequacy theorem: the model always believes that the operational and denotational notions of termination agree. This allows us to identify, as our second main result, a necessary and sufficient condition for genuine “external” computational adequacy to hold, i.e. for the operational and denotational notions of termination to coincide in the real world. The condition is formulated as a simple property of the internal logic, related to the logical notion of 1-consistency. We provide useful sufficient conditions for establishing that the logical property holds in practice. Finally, we outline how the methods of the paper may be applied to concrete models of FPC. In doing so, we obtain computational adequacy results for an extensive range of realizability and domain-theoretic models.