Related papers: The compositional construction of Markov processes
In an earlier paper we introduced a notion of Markov automaton, together with parallel operations which permit the compositional description of Markov processes. We illustrated by showing how to describe a system of n dining philosophers,…
We present a compositional model checking algorithm for Markov decision processes, in which they are composed in the categorical graphical language of string diagrams. The algorithm computes optimal expected rewards. Our theoretical…
We present a numerical method to compute expectations of functionals of a piecewise-deterministic Markov process. We discuss time dependent functionals as well as deterministic time horizon problems. Our approach is based on the…
We establish an assume-guarantee (AG) framework for compositional reasoning about multi-objective queries in parametric probabilistic automata (pPA) - an extension to probabilistic automata (PA), where transition probabilities are functions…
We present a novel method for computing reachability probabilities of parametric discrete-time Markov chains whose transition probabilities are fractions of polynomials over a set of parameters. Our algorithm is based on two key…
We present a numerical method to compute the survival function and the moments of the exit time for a piecewise-deterministic Markov process (PDMP). Our approach is based on the quantization of an underlying discrete-time Markov chain…
We derive explicit upper bounds for the $\bar{d}$-distance between a chain of infinite order and its canonical $k$-steps Markov approximation. Our proof is entirely constructive and involves a "coupling from the past" argument. The new…
The dynamics in games involving multiple players, who adaptively learn from their past experience, is not yet well understood. We analyzed a class of stochastic games with Markov strategies in which players choose their actions…
The Perron-Frobenius theorem plays an important role in many areas of management science and operations research. This paper provides a probabilistic perspective on the theorem, by discussing a proof that exploits a probabilistic…
We consider Markov decision processes (MDPs) which are a standard model for probabilistic systems. We focus on qualitative properties for MDPs that can express that desired behaviors of the system arise almost-surely (with probability 1) or…
We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…
This paper develops an assume-guarantee (AG) framework for the compositional verification of probabilistic automata (PAs) with uncertain transition probabilities. We study parametric probabilistic automata (pPAs), where probabilities are…
Markov automata combine non-determinism, probabilistic branching, and exponentially distributed delays. This compositional variant of continuous-time Markov decision processes is used in reliability engineering, performance evaluation and…
In the context of interactive theorem provers based on a dependent type theory, automation tactics (dedicated decision procedures, call of automated solvers, ...) are often limited to goals which are exactly in some expected logical…
Let $i(\infty,k)$ be the limiting proportion, as $n \rightarrow \infty$, of permutations in the symmetric group of degree $n$ that fix a $k$-set. We give an algorithm for computing $i(\infty,k)$ and state the values of $i(\infty,k)$ for $k…
We find the number of compositions over finite abelian groups under two types of restrictions: (i) each part belongs to a given subset and (ii) small runs of consecutive parts must have given properties. Waring's problem over finite fields…
We consider the value 1 problem for probabilistic automata over finite words: it asks whether a given probabilistic automaton accepts words with probability arbitrarily close to 1. This problem is known to be undecidable. However, different…
A definition of a probabilistic automaton is formulated in which its prime decomposition follows as a direct consequence of Krohn-Rhodes theorem. We first characterize the local structure of probabilistic automata. The prime decomposition…
Probabilistic automata constitute a versatile and elegant model for concurrent probabilistic systems. They are equipped with a compositional theory supporting abstraction, enabled by weak probabilistic bisimulation serving as the reference…
We give a calculus for reasoning about the first-order fragment of classical logic that is adequate for giving the truth conditions of intuitionistic Kripke frames, and outline a proof-theoretic soundness and completeness proof, which we…