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The weakest pre-expectation calculus has been proved to be a mature theory to analyze quantitative properties of probabilistic and nondeterministic programs. We present an automatic method for proving quantitative linear properties on any…

Logic in Computer Science · Computer Science 2010-06-29 Damián Barsotti , Nicolás Wolovick

Probabilistic automata are an extension of nondeterministic finite automata in which transitions are annotated with probabilities. Despite its simplicity, this model is very expressive and many of the associated algorithmic questions are…

Formal Languages and Automata Theory · Computer Science 2022-05-20 Nathanaël Fijalkow , Cristian Riveros , James Worrell

We investigate a class of chance-constrained combinatorial optimization problems. Given a pre-specified risk level $\epsilon \in [0,1]$, the chance-constrained program aims to find the minimum cost selection of a vector of binary decisions…

Optimization and Control · Mathematics 2020-06-02 Hao-Hsiang Wu , Simge Kucukyavuz

We consider the problem of computing the value and an optimal strategy for minimizing the expected termination time in one-counter Markov decision processes. Since the value may be irrational and an optimal strategy may be rather…

Formal Languages and Automata Theory · Computer Science 2012-05-08 Tomáš Brázdil , Antonín Kučera , Petr Novotný , Dominik Wojtczak

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

We study the qualitative and quantitative zero-reachability problem in probabilistic multi-counter systems. We identify the undecidable variants of the problems, and then we concentrate on the remaining two cases. In the first case, when we…

Formal Languages and Automata Theory · Computer Science 2014-01-28 Tomáš Brázdil , Stefan Kiefer , Antonín Kučera , Petr Novotný , Joost-Pieter Katoen

The paper addresses the problem of computing maximal expected time to termination of probabilistic timed automata (PTA) models, under the condition that the system will, eventually, terminate. This problem can exhibit high computational…

Formal Languages and Automata Theory · Computer Science 2018-03-23 Omar Al-Bataineh , Michael Fisher , David Rosenblum

We consider the problem of expected cost analysis over nondeterministic probabilistic programs, which aims at automated methods for analyzing the resource-usage of such programs. Previous approaches for this problem could only handle…

Programming Languages · Computer Science 2019-03-26 Peixin Wang , Hongfei Fu , Amir Kafshdar Goharshady , Krishnendu Chatterjee , Xudong Qin , Wenjun Shi

Probabilistic pushdown automata (pPDA) are a natural operational model for a variety of recursive discrete stochastic processes. In this paper, we study certificates - succinct and easily verifiable proofs - for upper and lower bounds on…

Formal Languages and Automata Theory · Computer Science 2023-04-25 Tobias Winkler , Joost-Pieter Katoen

Deciding termination is a fundamental problem in the analysis of probabilistic imperative programs. We consider the qualitative and quantitative probabilistic termination problems for an imperative programming model with discrete…

Logic in Computer Science · Computer Science 2024-07-25 Rupak Majumdar , V. R. Sathiyanarayana

Probabilistic programs encode stochastic models as ordinary-looking programs with primitives for sampling numbers from predefined distributions and conditioning. Their applications include, among many others, machine learning and modeling…

Formal Languages and Automata Theory · Computer Science 2025-12-16 Dominik Geißler , Tobias Winkler

Computing reachability probabilities is a fundamental problem in the analysis of probabilistic programs. This paper aims at a comprehensive and comparative account on various martingale-based methods for over- and under-approximating…

Programming Languages · Computer Science 2018-11-16 Toru Takisaka , Yuichiro Oyabu , Natsuki Urabe , Ichiro Hasuo

We study termination time and recurrence time in programs with unbounded recursion, which are either randomized or operate on some statistically quantified inputs. As the underlying formal model for such programs we use probabilistic…

Logic in Computer Science · Computer Science 2012-06-01 Tomas Brazdil , Stefan Kiefer , Antonin Kucera , Ivana Hutarova Varekova

We developed a corporative stochastic approximation (CSA) type algorithm for semi-infinite programming (SIP), where the cut generation problem is solved inexactly. First, we provide general error bounds for inexact CSA. Then, we propose two…

Optimization and Control · Mathematics 2018-12-24 Bo Wei , William B. Haskell , Sixiang Zhao

Monotone learning describes learning processes in which expected performance consistently improves as the amount of training data increases. However, recent studies challenge this conventional wisdom, revealing significant gaps in the…

Machine Learning · Computer Science 2025-05-22 Ming Li , Chenyi Zhang , Qin Li

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

Consider testing multiple hypotheses in the setting where the p-values of all hypotheses are unknown and thus have to be approximated using Monte Carlo simulations. One class of algorithms published in the literature for this scenario…

Statistics Theory · Mathematics 2020-06-16 Georg Hahn

Many problems in quantum information theory can be formulated as optimizations over the sequential outcomes of dynamical systems subject to unpredictable external influences. Such problems include many-body entanglement detection through…

Quantum Physics · Physics 2024-06-07 Mirjam Weilenmann , Costantino Budroni , Miguel Navascues

Although randomization has long been used in distributed computing, formal methods for reasoning about probabilistic concurrent programs have lagged behind. No existing program logics can express specifications about the full distributions…

Logic in Computer Science · Computer Science 2025-11-26 Noam Zilberstein , Alexandra Silva , Joseph Tassarotti