Related papers: Predictability of Event Occurrences in Timed Syste…
The problem is sequence prediction in the following setting. A sequence x1,..., xn,... of discrete-valued observations is generated according to some unknown probabilistic law (measure) mu. After observing each outcome, it is required to…
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…
We offer a natural and extensible measure-theoretic treatment of missingness at random. Within the standard missing data framework, we give a novel characterisation of the observed data as a stopping-set sigma algebra. We demonstrate that…
Recent developments in sensing technologies have enabled us to examine the nature of human social behavior in greater detail. By applying an information theoretic method to the spatiotemporal data of cell-phone locations, [C. Song et al.…
Probabilistic timed automata are a suitable formalism to model systems with real-time, nondeterministic and probabilistic behaviour. We study two-player zero-sum games on such automata where the objective of the game is specified as the…
Automata expressiveness is an essential feature in understanding which of the formalisms available should be chosen for modelling a particular problem. Probabilistic and stochastic automata are suitable for modelling systems exhibiting…
Opacity is a property of privacy and security applications asking whether, given a system model, a passive intruder that makes online observations of system's behaviour can ascertain some "secret" information of the system. Deciding opacity…
Autonomous control systems use various sensors to decrease the amount of uncertainty under which they operate. While providing partial observation of the current state of the system, sensors require resources such as energy, time and…
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…
The paper deals with a problem of control of a system characterized by the fact that the influence of controls on the dynamics of certain functions of state variables (called observables) is relatively weak and the rates of change of these…
In this paper, we adopt a Bayesian point of view for predicting real continuous-time processes. We give two equivalent definitions of a Bayesian predictor and study some properties: admissibility, prediction sufficiency, non-unbiasedness,…
Modern time series forecasting methods, such as Transformer and its variants, have shown strong ability in sequential data modeling. To achieve high performance, they usually rely on redundant or unexplainable structures to model complex…
Real-life agents seldom have unlimited reasoning power. In this paper, we propose and study a new formal notion of computationally bounded strategic ability in multi-agent systems. The notion characterizes the ability of a set of agents to…
The problem of sequential probability forecasting is considered in the most general setting: a model set C is given, and it is required to predict as well as possible if any of the measures (environments) in C is chosen to generate the…
Inspired by recent work of P.-L. Lions on conditional optimal control, we introduce a problem of optimal stopping under bounded rationality: the objective is the expected payoff at the time of stopping, conditioned on another event. For…
We present results for long term and intermediate term prediction algorithms applied to a simple mechanical model of a fault. We use long term prediction methods based, for example, on the distribution of repeat times between large events…
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…
This paper investigates the time-bounded version of the reachability problem for hybrid automata. This problem asks whether a given hybrid automaton can reach a given target location within T time units, where T is a constant rational…
Predicting the future is an important component of decision making. In most situations, however, there is not enough information to make accurate predictions. In this paper, we develop a theory of causal reasoning for predictive inference…
This study concerns problems of time-series forecasting under the weakest of assumptions. Related results are surveyed and are points of departure for the developments here, some of which are new and others are new derivations of previous…