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We study the recursion-theoretic complexity of Positive Almost-Sure Termination ($\mathsf{PAST}$) in an imperative programming language with rational variables, bounded nondeterministic choice, and discrete probabilistic choice. A program…

Programming Languages · Computer Science 2023-10-30 Rupak Majumdar , V. R. Sathiyanarayana

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

Probabilistic omega-automata are variants of nondeterministic automata for infinite words where all choices are resolved by probabilistic distributions. Acceptance of an infinite input word can be defined in different ways: by requiring…

Formal Languages and Automata Theory · Computer Science 2009-07-29 Christel Baier , Nathalie Bertrand , Marcus Größer

We extend conformal prediction to control the expected value of any monotone loss function. The algorithm generalizes split conformal prediction together with its coverage guarantee. Like conformal prediction, the conformal risk control…

Methodology · Statistics 2025-06-17 Anastasios N. Angelopoulos , Stephen Bates , Adam Fisch , Lihua Lei , Tal Schuster

The problem of optimal motion planing and control is fundamental in robotics. However, this problem is intractable for continuous-time stochastic systems in general and the solution is difficult to approximate if non-instantaneous nonlinear…

Robotics · Computer Science 2017-02-28 Mustafa Mukadam , Ching-An Cheng , Xinyan Yan , Byron Boots

This paper presents a wp-style calculus for obtaining expectations on the outcomes of (mutually) recursive probabilistic programs. We provide several proof rules to derive one-- and two--sided bounds for such expectations, and show the…

Logic in Computer Science · Computer Science 2016-03-10 Federico Olmedo , Benjamin Lucien Kaminski , Joost-Pieter Katoen , Christoph Matheja

This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…

Optimization and Control · Mathematics 2025-07-17 Yasong Feng , Yifan Jiang , Tianyu Wang , Zhiliang Ying

Computing the reachability probability in infinite state probabilistic models has been the topic of numerous works. Here we introduce a new property called \emph{divergence} that when satisfied allows to compute reachability probabilities…

Formal Languages and Automata Theory · Computer Science 2026-03-03 Alain Finkel , Serge Haddad , Lina Ye

We analyze an optimal stopping problem with a series of inequality-type and equality-type expectation constraints in a general non-Markovian framework. We show that the optimal stopping problem with expectation constraints (OSEC) in an…

Optimization and Control · Mathematics 2023-02-10 Erhan Bayraktar , Song Yao

We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

Systems and Control · Computer Science 2019-01-23 Lukas Hewing , Kim P. Wabersich , Melanie N. Zeilinger

We study the termination problem for nondeterministic recursive probabilistic programs. First, we show that a ranking-supermartingales-based approach is both sound and complete for bounded terminiation (i.e., bounded expected termination…

Programming Languages · Computer Science 2017-01-12 Krishnendu Chatterjee , Hongfei Fu

Conformal prediction provides a pivotal and flexible technique for uncertainty quantification by constructing prediction sets with a predefined coverage rate. Many online conformal prediction methods have been developed to address data…

Machine Learning · Statistics 2026-02-25 Dongjian Hu , Junxi Wu , Shu-Tao Xia , Changliang Zou

This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Arash Bahari Kordabad , Mario Zanon , Sebastien Gros

We consider partially observable Markov decision processes (POMDPs) with limit-average payoff, where a reward value in the interval [0,1] is associated to every transition, and the payoff of an infinite path is the long-run average of the…

Artificial Intelligence · Computer Science 2013-08-23 Krishnendu Chatterjee , Martin Chmelík

We consider partially observable Markov decision processes (POMDPs) with limit-average payoff, where a reward value in the interval [0,1] is associated to every transition, and the payoff of an infinite path is the long-run average of the…

Artificial Intelligence · Computer Science 2014-08-12 Krishnendu Chatterjee , Martin Chmelik

We study discrete probabilistic programs with potentially unbounded looping behaviors over an infinite state space. We present, to the best of our knowledge, the first decidability result for the problem of determining whether such a…

Logic in Computer Science · Computer Science 2022-06-22 Mingshuai Chen , Joost-Pieter Katoen , Lutz Klinkenberg , Tobias Winkler

We show that for several variations of partially observable Markov decision processes, polynomial-time algorithms for finding control policies are unlikely to or simply don't have guarantees of finding policies within a constant factor or a…

Artificial Intelligence · Computer Science 2011-06-02 J. Goldsmith , C. Lusena , M. Mundhenk

We consider MAP estimators for structured prediction with exponential family models. In particular, we concentrate on the case that efficient algorithms for uniform sampling from the output space exist. We show that under this assumption…

Machine Learning · Computer Science 2012-05-14 Shankar Vembu , Thomas Gartner , Mario Boley

In probabilistic program analysis, quantitative analysis aims at deriving tight numerical bounds for probabilistic properties such as expectation and assertion probability. Most previous works consider numerical bounds over the whole…

Programming Languages · Computer Science 2026-01-06 Tengshun Yang , Shenghua Feng , Hongfei Fu , Naijun Zhan , Jingyu Ke , Shiyang Wu

We study finite memory belief approximation for partially observable (PO) stochastic optimal control (SOC) problems. While belief states are sufficient for SOC in partially observable Markov decision processes (POMDPs), they are generally…

Systems and Control · Electrical Eng. & Systems 2026-01-07 Mintae Kim