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We provide a framework for compositional and iterative design and verification of systems with quantitative information, such as rewards, time or energy. It is based on disjunctive modal transition systems where we allow actions to bear…

Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…

This paper presents a simple algorithm to check whether reachability probabilities in parametric Markov chains are monotonic in (some of) the parameters. The idea is to construct - only using the graph structure of the Markov chain and…

This paper proposes an Adaptive Learning Model Predictive Control strategy for uncertain constrained linear systems performing iterative tasks. The additive uncertainty is modeled as the sum of a bounded process noise and an unknown…

Instrumental variable methods are widely used for causal inference, but identification becomes especially challenging when instruments are weak and potentially invalid. These challenges are particularly pronounced in Mendelian…

The Pairwise Markov Chain (PMC) is a probabilistic graphical model extending the well-known Hidden Markov Model. This model, although highly effective for many tasks, has been scarcely utilized for continuous value prediction. This is…

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

A dynamical system can be regarded as an information processing apparatus that encodes input streams from the external environment to its state and processes them through state transitions. The information processing capacity (IPC) is an…

Reversibility is a key property of Markov chains, central to algorithms such as Metropolis-Hastings and other MCMC methods. Yet many applications yield non-reversible chains, motivating the problem of approximating them by reversible ones…

Continuous Time Markov Chain (CMTC) is widely used to describe and analyze systems in several knowledge areas. Steady state availability is one important analysis that can be made through Markov chain formalism that allows researchers…

Recognising that real-world optimisation problems have multiple interdependent components can be quite easy. However, providing a generic and formal model for dependencies between components can be a tricky task. In fact, a PMIC can be…

Learning to perform perfect tracking tasks based on measurement data is desirable in the controller design of systems operating repetitively. This motivates the present paper to seek an optimization-based design approach for iterative…

Multi-objective probabilistic model checking is a powerful technique for verifying stochastic systems against multiple (potentially conflicting) properties. To enhance the trustworthiness and explainability of model checking tools, we…

The Markov Chain Monte Carlo (MCMC) algorithm is a widely recognised as an efficient method for sampling a specified posterior distribution. However, when the posterior is multi-modal, conventional MCMC algorithms either tend to become…

This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…

We consider the problem of characterising expected hitting times and hitting probabilities for imprecise Markov chains. To this end, we consider three distinct ways in which imprecise Markov chains have been defined in the literature: as…

The design of a complex system warrants a compositional methodology, i.e., composing simple components to obtain a larger system that exhibits their collective behavior in a meaningful way. We propose an automaton-based paradigm for…

Mixed-integer model predictive control (MI-MPC) requires the solution of a mixed-integer quadratic program (MIQP) at each sampling instant under strict timing constraints, where part of the state and control variables can only assume a…

By leveraging the natural geometry of a smooth probabilistic system, Hamiltonian Monte Carlo yields computationally efficient Markov Chain Monte Carlo estimation. At least provided that the algorithm is sufficiently well-tuned. In this…

This paper focuses on optimizing probabilities of events of interest defined over general controlled discrete-time Markov processes. It is shown that the optimization over a wide class of $\omega$-regular properties can be reduced to the…