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In this paper we investigate the convergence of the Policy Iteration Algorithm (PIA) for a class of general continuous-time entropy-regularized stochastic control problems. In particular, instead of employing sophisticated PDE estimates for…

Optimization and Control · Mathematics 2025-04-24 Jin Ma , Gaozhan Wang , Jianfeng Zhang

Probabilistic argumentation allows reasoning about argumentation problems in a way that is well-founded by probability theory. However, in practice, this approach can be severely limited by the fact that probabilities are defined by adding…

Artificial Intelligence · Computer Science 2019-03-07 Nico Potyka

Termination is one of the basic liveness properties, and we study the termination problem for probabilistic programs with real-valued variables. Previous works focused on the qualitative problem that asks whether an input program terminates…

Programming Languages · Computer Science 2016-11-17 Krishnendu Chatterjee , Petr Novotný , Đorđe Žikelić

This paper studies the problem of model-checking of probabilistic automaton and probabilistic one-counter automata against probabilistic branching-time temporal logics (PCTL and PCTL$^*$). We show that it is undecidable for these problems.…

Logic in Computer Science · Computer Science 2023-07-19 T. Lin

Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the continuous-time linear quadratic regulator framework,…

Optimization and Control · Mathematics 2025-07-29 Meiling Yu , Lechen Feng , Lei Jiang , Yuan-Hua Ni

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

We prove that every semidefinite moment relaxation of a polynomial optimization problem (POP) with a ball constraint can be reformulated as a semidefinite program involving a matrix with constant trace property (CTP). As a result such…

Optimization and Control · Mathematics 2020-12-17 Ngoc Hoang Anh Mai , Jean-Bernard Lasserre , Victor Magron , Jie Wang

We examine the convergence properties of sequences of nonnegative real numbers that satisfy a particular class of recursive inequalities, from the perspective of proof theory and computability theory. We first establish a number of results…

Logic · Mathematics 2023-05-02 Morenikeji Neri , Thomas Powell

We consider both discrete and continuous "uncertain horizon" deterministic control processes, for which the termination time is a random variable. We examine the dynamic programming equations for the value function of such processes,…

Optimization and Control · Mathematics 2016-01-06 June Andrews , Alexander Vladimirsky

The deployment of safe and trustworthy machine learning systems, and particularly complex black box neural networks, in real-world applications requires reliable and certified guarantees on their performance. The conformal prediction…

Computer Vision and Pattern Recognition · Computer Science 2024-06-14 Paul Melki , Lionel Bombrun , Boubacar Diallo , Jérôme Dias , Jean-Pierre da Costa

The deployment of autonomous systems in safety-critical environments requires control policies that guarantee satisfaction of complex control specifications. These systems are commonly modeled as nonlinear discrete-time stochastic systems.…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Alessandro Riccardi , Thom Badings , Luca Laurenti , Alessandro Abate , Bart De Schutter

This paper presents a PAC-Bayes framework for learning controllers for unknown stochastic linear discrete-time systems, where the system parameters are drawn from a fixed but unknown distribution. We derive a data-dependent high probability…

Optimization and Control · Mathematics 2026-05-22 Yujia Luo , Ye Pu , Jonathan H. Manton , Jingge Zhu

We propose a sound and complete proof rule ProbTA for quantitative analysis of violation probability of probabilistic programs. Our approach extends the technique of trace abstraction with probability in the control-flow randomness style,…

Programming Languages · Computer Science 2022-03-10 Guanyan Li , Zhilei Han , Fei He

Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…

Logic in Computer Science · Computer Science 2018-06-12 Dimitrios Milios , Guido Sanguinetti , David Schnoerr

In this paper we consider a fragment of the first-order theory of the real numbers that includes systems of equations of continuous functions in bounded domains, and for which all functions are computable in the sense that it is possible to…

Computational Complexity · Computer Science 2016-08-15 Peter Franek , Stefan Ratschan , Piotr Zgliczynski

The main purpose of this paper is to show that we can exploit the difference ($l_1$-norm and $l_2$-norm) in the probability calculation between quantum and probabilistic computations to claim the difference in their space efficiencies. It…

Quantum Physics · Physics 2007-05-23 Masami Amano , Kazuo Iwama , Rudy Raymond

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Kush Grover , Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

This paper addresses the issue of estimating the expectation of a real-valued random variable of the form $X = g(\mathbf{U})$ where $g$ is a deterministic function and $\mathbf{U}$ can be a random finite- or infinite-dimensional vector.…

Computational Engineering, Finance, and Science · Computer Science 2015-09-10 Clément Walter

In this work, we consider the fundamental problem of deriving quantitative bounds on the probability that a given assertion is violated in a probabilistic program. We provide automated algorithms that obtain both lower and upper bounds on…

Programming Languages · Computer Science 2020-12-02 Jinyi Wang , Yican Sun , Hongfei Fu , Krishnendu Chatterjee , Amir Kafshdar Goharshady

Probabilistic control design is founded on the principle that a rational agent attempts to match modelled with an arbitrary desired closed-loop system trajectory density. The framework was originally proposed as a tractable alternative to…

Machine Learning · Computer Science 2023-11-16 Tom Lefebvre