English
Related papers

Related papers: Decisive Markov Chains

200 papers

Stochastic reaction networks are dynamical models of biochemical reaction systems and form a particular class of continuous-time Markov chains on $\mathbb{N}^n$. Here we provide a fundamental characterisation that connects structural…

Probability · Mathematics 2018-05-22 Daniele Cappelletti , Carsten Wiuf

The safety of infinite state systems can be checked by a backward reachability procedure. For certain classes of systems, it is possible to prove the termination of the procedure and hence conclude the decidability of the safety problem.…

Logic in Computer Science · Computer Science 2015-07-01 Silvio Ghilardi , Silvio Ranise

Continuous Time Markov Chain (CMTC) is widely used to describe and analyze systems in several knowledge areas. Steady state availability is one important analysis that can be made through Markov chain formalism that allows researchers…

Performance · Computer Science 2017-01-24 Eduardo M. Vasconcelos

Given Markov chains and Markov decision processes (MDPs) whose transitions are labelled with non-negative integer costs, we study the computational complexity of deciding whether the probability of paths whose accumulated cost satisfies a…

Computational Complexity · Computer Science 2015-04-22 Christoph Haase , Stefan Kiefer

Synthesising verifiably correct controllers for dynamical systems is crucial for safety-critical problems. To achieve this, it is important to account for uncertainty in a robust manner, while at the same time it is often of interest to…

Systems and Control · Electrical Eng. & Systems 2024-05-16 Luke Rickard , Alessandro Abate , Kostas Margellos

We study (backward) stochastic differential equations with noise coming from a finite state Markov chain. We show that, for the solutions of these equations to be `Markovian', in the sense that they are deterministic functions of the state…

Probability · Mathematics 2011-11-28 Samuel N. Cohen , Lukasz Szpruch

This work provides complete description of Quasistationary Distributions (QSDs) for Markov chains with a unique absorbing state and an irreducible set of non-absorbing states. As is well-known, every QSD has an associated absorption…

Probability · Mathematics 2025-11-14 Iddo Ben-Ari , Ningwei Jiang

Let X be a continuous-time Markov chain in a finite set I, let h be a mapping of I onto another set, and let Y be defined by Y_t=h(X_t), (for t nonnegative). We address the filtering problem for X in terms of the observation Y, which is not…

Probability · Mathematics 2010-09-07 Fulvia Confortola , Marco Fuhrman

Markov decision processes can be viewed as transformers of probability distributions. While this view is useful from a practical standpoint to reason about trajectories of distributions, basic reachability and safety problems are known to…

Logic in Computer Science · Computer Science 2023-05-29 S. Akshay , Krishnendu Chatterjee , Tobias Meggendorfer , Đorđe Žikelić

In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…

Optimization and Control · Mathematics 2021-07-21 Nicole Bäuerle , Dirk Lange

We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…

Probability · Mathematics 2017-04-03 Tristan Benoist , Martin Fraas , Yan Pautrat , Clément Pellegrini

Motivated by techniques developed in recent progress on lower bounds for sublinear time algorithms (Behnezhad, Roghani and Rubinstein, STOC 2023, FOCS 2023, and STOC 2024) we introduce and study a new class of randomized algorithmic…

Data Structures and Algorithms · Computer Science 2026-03-19 Amir Azarmehr , Soheil Behnezhad , Alma Ghafari , Madhu Sudan

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

Machine Learning · Computer Science 2023-12-18 Eddie Seabrook , Laurenz Wiskott

The study of Markov models is central to control theory and machine learning. A quantum analogue of partially observable Markov decision process was studied in (Barry, Barry, and Aaronson, Phys. Rev. A, 90, 2014). It was proved that…

Quantum Physics · Physics 2019-11-06 Christino Tamon , Weichen Xie

Hidden Markov chains are widely applied statistical models of stochastic processes, from fundamental physics and chemistry to finance, health, and artificial intelligence. The hidden Markov processes they generate are notoriously…

Chaotic Dynamics · Physics 2021-05-26 Alexandra M. Jurgens , James P. Crutchfield

Stability and safety are crucial in safety-critical control of dynamical systems. The reach-avoid-stay objectives for deterministic dynamical systems can be effectively handled by formal methods as well as Lyapunov methods with soundness…

Dynamical Systems · Mathematics 2022-06-03 Yiming Meng , Jun Liu

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

Probability · Mathematics 2007-05-23 Zach Dietz , Sunder Sethuraman

Markov chains are convenient means of generating realizations of networks with a given (joint or otherwise) degree distribution, since they simply require a procedure for rewiring edges. The major challenge is to find the right number of…

Social and Information Networks · Computer Science 2012-11-01 J. Ray , A. Pinar , C. Seshadhri

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

We consider partially observable Markov decision processes (POMDPs) with {\omega}-regular conditions specified as parity objectives. The class of {\omega}-regular languages extends regular languages to infinite strings and provides a robust…

Logic in Computer Science · Computer Science 2013-09-12 Krishnendu Chatterjee , Martin Chmelik , Mathieu Tracol