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Understanding temporal processes and their correlations in time is of paramount importance for the development of near-term technologies that operate under realistic conditions. Capturing the complete multi-time statistics defining a…

Quantum Physics · Physics 2020-04-28 Philip Taranto

We provide finite-sample performance guarantees for control policies executed on stochastic robotic systems. Given an open- or closed-loop policy and a finite set of trajectory rollouts under the policy, we bound the expected value,…

Robotics · Computer Science 2024-06-17 Joseph A. Vincent , Aaron O. Feldman , Mac Schwager

We introduce the concept of structured synthesis for Markov decision processes where the structure is induced from finitely many pre-specified options for a system configuration. The resulting synthesis problem is in general a nonlinear…

Software Engineering · Computer Science 2018-07-18 Nils Jansen , Laura Humphrey , Jana Tumova , Ufuk Topcu

This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. In these models the uncertainties are…

Computational Finance · Quantitative Finance 2009-04-08 Sovan Mitra

Program synthesis is a class of regression problems where one seeks a solution, in the form of a source-code program, mapping the inputs to their corresponding outputs exactly. Due to its precise and combinatorial nature, program synthesis…

Artificial Intelligence · Computer Science 2018-06-08 Yewen Pu , Zachery Miranda , Armando Solar-Lezama , Leslie Pack Kaelbling

Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for example, by system identification techniques when the true…

Optimization and Control · Mathematics 2015-06-17 Yinlam Chow , Marek Petrik , Mohammad Ghavamzadeh

Two-player (antagonistic) games on (possibly stochastic) graphs are a prevalent model in theoretical computer science, notably as a framework for reactive synthesis. Optimal strategies may require randomisation when dealing with inherently…

Computer Science and Game Theory · Computer Science 2024-11-25 James C. A. Main , Mickael Randour

Synthesis from linear temporal logic (LTL) specifications provides assured controllers for systems operating in stochastic and potentially adversarial environments. Automatic synthesis tools, however, require a model of the environment to…

Artificial Intelligence · Computer Science 2026-04-07 Alper Kamil Bozkurt , Yu Wang , Michael M. Zavlanos , Miroslav Pajic

Continuous-time stochastic processes pervade everyday experience, and the simulation of models of these processes is of great utility. Classical models of systems operating in continuous-time must typically track an unbounded amount of…

Quantum Physics · Physics 2018-03-05 Thomas J. Elliott , Mile Gu

Decision making under uncertain environments in the maximization of expected reward while minimizing its risk is one of the ubiquitous problems in many subjects. Here, we introduce a novel problem setting in stochastic bandit optimization…

Machine Learning · Computer Science 2025-10-27 Shunta Nonaga , Koji Tabata , Yuta Mizuno , Tamiki Komatsuzaki

In dynamic programming and reinforcement learning, the policy for the sequential decision making of an agent in a stochastic environment is usually determined by expressing the goal as a scalar reward function and seeking a policy that…

Artificial Intelligence · Computer Science 2025-02-26 Simon Dima , Simon Fischer , Jobst Heitzig , Joss Oliver

A modern approach to engineering correct-by-construction systems is to synthesize them automatically from formal specifications. Oftentimes, a system can only satisfy its guarantees if certain environment assumptions hold, which motivates…

Logic in Computer Science · Computer Science 2015-07-10 Roderick Bloem , Ruediger Ehlers , Robert Koenighofer

We consider a class of hierarchical noncooperative $N$-player games where the $i$th player solves a parametrized stochastic mathematical program with equilibrium constraints (MPEC) with the caveat that the implicit form of the $i$th…

Optimization and Control · Mathematics 2022-02-23 Shisheng Cui , Uday V. Shanbhag

We consider the problem of synthesizing safe-by-design control strategies for semi-autonomous systems. Our aim is to address situations when safety cannot be guaranteed solely by the autonomous, controllable part of the system and a certain…

Systems and Control · Computer Science 2016-12-15 Jana Tumova , Dimos V. Dimarogonas

For decades, two-player (antagonistic) games on graphs have been a framework of choice for many important problems in theoretical computer science. A notorious one is controller synthesis, which can be rephrased through the game-theoretic…

Computer Science and Game Theory · Computer Science 2023-06-22 Patricia Bouyer , Stéphane Le Roux , Youssouf Oualhadj , Mickael Randour , Pierre Vandenhove

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Optimization and Control · Mathematics 2024-04-12 Francesco Cordiano , Bart De Schutter

Software testing research has traditionally relied on closed-world assumptions, such as finite state spaces, reproducible executions, and stable test oracles. However, many modern software systems operate under uncertainty, non-determinism,…

Software Engineering · Computer Science 2026-04-09 Yusaku Kato , Norihiro Yoshida , Erina Makihara , Katsuro Inoue

Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use…

Probability · Mathematics 2018-04-12 Soumyadip Ghosh , Henry Lam

Many problems in quantum information theory can be formulated as optimizations over the sequential outcomes of dynamical systems subject to unpredictable external influences. Such problems include many-body entanglement detection through…

Quantum Physics · Physics 2024-06-07 Mirjam Weilenmann , Costantino Budroni , Miguel Navascues

This paper introduces a performative scenario optimization framework for decision-dependent chance-constrained problems. Unlike classical stochastic optimization, we account for the feedback loop where decisions actively shape the…

Computer Science and Game Theory · Computer Science 2026-04-01 Quanyan Zhu , Zhengye Han