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The paper deals with a risk averse dynamic programming problem with infinite horizon. First, the required assumptions are formulated to have the problem well defined. Then the Bellman equation is derived, which may be also seen as a…

Optimization and Control · Mathematics 2022-08-04 Martin Šmíd , Miloš Kopa

The aim of this survey is twofold. First we show how the Markov tower construction is applicable for obtaining finer stochastic properties, like a local limit theorem of probability theory. Here the fundamental method is the study of the…

Dynamical Systems · Mathematics 2007-05-23 Domokos Szász , Tamás Varjú

The solution to the infinite horizon optimal control problem for linear distributed time-delay systems is presented. The proposal is based on the use of the Cauchy solution for distributed time-delay systems. In contrast with previous…

Optimization and Control · Mathematics 2022-01-19 Jorge Ortega , Omar Santos , Liliam Rodríguez , Sabine Mondié

Two new logics for verification of hyperproperties are proposed. Hyperproperties characterize security policies, such as noninterference, as a property of sets of computation paths. Standard temporal logics such as LTL, CTL, and CTL* can…

Logic in Computer Science · Computer Science 2014-01-22 Michael R. Clarkson , Bernd Finkbeiner , Masoud Koleini , Kristopher K. Micinski , Markus N. Rabe , César Sánchez

Probabilistic hyperproperties describe probabilistic relations between multiple sets of executions in a stochastic system. Prominent examples include information-theoretic characterizations of security and privacy policies. However, model…

Logic in Computer Science · Computer Science 2026-04-09 Lina Gerlach , Tobias Winkler , Erika Ábrahám , Borzoo Bonakdarpour , Sebastian Junges

Since the topic emerged several years ago, work on regular model checking has mostly been devoted to the verification of state reachability and safety properties. Though it was known that linear temporal properties could also be checked…

Logic in Computer Science · Computer Science 2009-01-27 Ahmed Bouajjani , Axel Legay , Pierre Wolper

The aim of this paper is to provide improvments to Pontryagin principles in infinite-horizon discrete-time framework when the space of states and of space of controls are infinite-dimensional. We use the method of reduction to finite…

Optimization and Control · Mathematics 2016-07-01 Mohammed Bachir , Joel Blot

In the field of Markov models for image generation, the main idea is to learn how non-trivial images are gradually destroyed by a trivial forward Markov dynamics over the large time window $[0,t]$ converging towards pure noise for $t \to +…

Statistical Mechanics · Physics 2025-01-30 Cecile Monthus

Numerical methods for developing port-Hamiltonian representations of general linear time-invariant systems are studied. The approach extends previous port-Hamiltonian characterizations to include the general non-minimal case and the case…

Optimization and Control · Mathematics 2025-12-16 Christopher Beattie , Volker Mehrmann , Hongguo Xu

In this paper, we investigate finite representations of DatalogMTL models. First, we discuss sufficient conditions for detecting programs that have finite models. Then, we study infinite models that eventually become constant and introduce…

Logic in Computer Science · Computer Science 2022-02-17 Luigi Bellomarini , Markus Nissl , Emanuel Sallinger

We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the convex hull of unknown generating kernels. We utilize the…

Optimization and Control · Mathematics 2026-05-28 Mengmeng Li , Yifan Hu , Daniel Kuhn , Yan Li

In this paper the reversibility of executable Interval Temporal Logic (ITL) specifications is investigated. ITL allows for the reasoning about systems in terms of behaviours which are represented as non-empty sequences of states. It allows…

Formal Languages and Automata Theory · Computer Science 2021-07-12 Antonio Cau , Stefan Kuhn , James Hoey

This paper proposes a specification-guided framework for control of nonlinear systems with linear temporal logic (LTL) specifications. In contrast with well-known abstraction-based methods, the proposed framework directly characterizes the…

Systems and Control · Electrical Eng. & Systems 2022-05-03 Yinan Li , Zhibing Sun , Jun Liu

Automatic synthesis from linear temporal logic (LTL) specifications is widely used in robotic motion planning, control of autonomous systems, and load distribution in power networks. A common specification pattern in such applications…

Logic in Computer Science · Computer Science 2018-04-03 Rayna Dimitrova , Mahsa Ghasemi , Ufuk Topcu

In order to deal with the systematic verification with uncertain infromation in possibility theory, Li and Li \cite{li12} introduced model checking of linear-time properties in which the uncertainty is modeled by possibility measures. Xue,…

Logic in Computer Science · Computer Science 2014-01-21 Yongming Li , Yali Li , Zhanyou Ma

Markov processes are popular mathematical models, studied by theoreticians for their intriguing properties, and applied by practitioners for their flexible structure. With this book we teach how to model and analyze Markov processes. We…

Probability · Mathematics 2017-09-27 Ivo Adan , Johan van Leeuwaarden , Jori Selen

We consider the problem of generating randomized control sequences for complex networked systems typically actuated by human agents. Our approach leverages a concept known as control improvisation, which is based on a combination of…

Systems and Control · Computer Science 2016-11-18 Ilge Akkaya , Daniel J. Fremont , Rafael Valle , Alexandre Donzé , Edward A. Lee , Sanjit A. Seshia

This note summarizes the optimization formulations used in the study of Markov decision processes. We consider both the discounted and undiscounted processes under the standard and the entropy-regularized settings. For each setting, we…

Optimization and Control · Mathematics 2020-12-18 Lexing Ying , Yuhua Zhu

We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite…

Optimization and Control · Mathematics 2017-02-22 Peyman Mohajerin Esfahani , Tobias Sutter , Daniel Kuhn , John Lygeros

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…

Data Analysis, Statistics and Probability · Physics 2018-04-09 Peter Grassberger