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Many product lines are critical, and therefore reliability is a vital part of their requirements. Reliability is a probabilistic property. We therefore propose a model for feature-aware discrete-time Markov chains as a basis for verifying…

Software Engineering · Computer Science 2013-11-07 Maxime Cordy , Patrick Heymans , Pierre-Yves Schobbens , Amir Molzam Sharifloo , Carlo Ghezzi , Axel Legay

In this paper we study the Poisson Hypothesis, which is a device to analyze approximately the behavior of large queueing networks. We prove it in some simple limiting cases. We show in particular that the corresponding dynamical system,…

Probability · Mathematics 2007-05-23 A. Rybko , S. Shlosman

There is a scalability gap between probabilistic and non-probabilistic verification. Probabilistic model checking tools are based either on explicit engines or on (Multi-Terminal) Binary Decision Diagrams. These structures are complemented…

Logic in Computer Science · Computer Science 2019-09-20 Elizabeth Polgreen , Martin Brain , Martin Fraenzle , Alessandro Abate

Many problems of practical interest rely on Continuous-time Markov chains~(CTMCs) defined over combinatorial state spaces, rendering the computation of transition probabilities, and hence probabilistic inference, difficult or impossible…

We study deterministic games of infinite duration played on graphs and focus on the strategy complexity of quantitative objectives. Such games are known to admit optimal memoryless strategies over finite graphs, but require infinite-memory…

Computer Science and Game Theory · Computer Science 2024-06-26 Sougata Bose , Rasmus Ibsen-Jensen , David Purser , Patrick Totzke , Pierre Vandenhove

For a countable-state Markov decision process we introduce an embedding which produces a finite-state Markov decision process. The finite-state embedded process has the same optimal cost, and moreover, it has the same dynamics as the…

Probability · Mathematics 2007-11-15 Arie Leizarowitz , Adam Shwartz

This paper studies parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a finite set of parameters. Fixing values for all parameters…

Logic in Computer Science · Computer Science 2019-04-03 Tobias Winkler , Sebastian Junges , Guillermo A. Pérez , Joost-Pieter Katoen

This paper focuses on optimizing probabilities of events of interest defined over general controlled discrete-time Markov processes. It is shown that the optimization over a wide class of $\omega$-regular properties can be reduced to the…

Probability · Mathematics 2014-07-22 Ilya Tkachev , Alexandru Mereacre , Joost-Pieter Katoen , Alessandro Abate

We study the finiteness of physical measures for skew-product transformations $F$ associated with discrete-time random dynamical systems driven by ergodic Markov chains. We develop a framework, using an independent and identically…

Dynamical Systems · Mathematics 2025-07-18 Pablo G. Barrientos , Dominique Malicet , Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

The Probabilistic Computational Tree Logic (PCTL) is the main specification formalism for discrete probabilistic systems modeled by Markov chains. Despite serious research attempts, the decidability of PCTL satisfiability and validity…

Logic in Computer Science · Computer Science 2025-05-01 Miroslav Chodil , Antonín Kučera

We describe an algorithm for computing the maximal invariant set for a Markov chain with linear safety constraints on the distribution over states. We then propose a Markov chain synthesis method that guarantees finite determination of the…

Optimization and Control · Mathematics 2019-05-06 Dylan Janak , Behçet Açıkmeşe

Parametric Markov chains occur quite naturally in various applications: they can be used for a conservative analysis of probabilistic systems (no matter how the parameter is chosen, the system works to specification); they can be used to…

Logic in Computer Science · Computer Science 2018-11-05 Paul Gainer , Ernst Moritz Hahn , Sven Schewe

By algorithmic metatheorems for a model checking problem P over infinite-state systems we mean generic results that can be used to infer decidability (possibly complexity) of P not only over a specific class of infinite systems, but over a…

Logic in Computer Science · Computer Science 2009-10-28 Anthony Widjaja To , Leonid Libkin

In piecewise-deterministic Markov processes (PDMPs) the state of a finite-dimensional system evolves continuously, but the evolutive equation may change randomly as a result of discrete switches. A running cost is integrated along the…

Optimization and Control · Mathematics 2023-02-27 Elliot Cartee , Antonio Farah , April Nellis , Jacob van Hook , Alexander Vladimirsky

When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This is done by considering as basic uncertainty models the so-called credal sets that…

Artificial Intelligence · Computer Science 2014-08-12 Gert de Cooman , Filip Hermans , Erik Quaeghebeur

We address the problem of community detection in networks by introducing a general definition of Markov stability, based on the difference between the probability fluxes of a Markov chain on the network at different time scales. The…

Physics and Society · Physics 2020-05-05 Aurelio Patelli , Andrea Gabrielli , Giulio Cimini

We consider discrete-time Markov decision processes in which the decision maker is interested in long but finite horizons. First we consider reachability objective: the decision maker's goal is to reach a specific target state with the…

Optimization and Control · Mathematics 2019-11-14 Galit Ashkenazi-Golan , János Flesch , Arkadi Predtetchinski , Eilon Solan

Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…

Machine Learning · Statistics 2026-04-21 Giosue Migliorini , Padhraic Smyth

In this paper we develop the elements of the theory of algorithmic randomness in continuous-time Markov chains (CTMCs). Our main contribution is a rigorous, useful notion of what it means for an individual trajectory of a CTMC to be random.…

Information Theory · Computer Science 2025-10-21 Xiang Huang , Jack H. Lutz , Neil Lutz , Andrei N. Migunov

We give qualitative and quantitative improvements to theorems which enable significance testing in Markov Chains, with a particular eye toward the goal of enabling strong, interpretable, and statistically rigorous claims of political…

Probability · Mathematics 2019-10-24 Maria Chikina , Alan Frieze , Jonathan Mattingly , Wesley Pegden
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