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This paper concentrates on the reliability of a discrete-time controlled Markov system with finite states and actions, and aims to give an efficient algorithm for obtaining an optimal (control) policy that makes the system have the maximal…

Optimization and Control · Mathematics 2025-05-06 Yanyun Li , Xin Guo , Xianping Guo

Markov decision processes continue to gain in popularity for modeling a wide range of applications ranging from analysis of supply chains and queuing networks to cognitive science and control of autonomous vehicles. Nonetheless, they tend…

Optimization and Control · Mathematics 2023-12-07 Ali Eshragh

This paper addresses the problem of verifying discrete-time stochastic systems against omega-regular specifications using finite-state abstractions. Omega-regular properties allow specifying complex behavior and encompass, for example,…

Signal Processing · Electrical Eng. & Systems 2020-01-31 Maxence Dutreix , Samuel Coogan

As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…

Optimization and Control · Mathematics 2007-05-23 Markus Fischer , Markus Reiss

We study observation-based strategies for partially-observable Markov decision processes (POMDPs) with omega-regular objectives. An observation-based strategy relies on partial information about the history of a play, namely, on the past…

Logic in Computer Science · Computer Science 2015-05-14 Krishnendu Chatterjee , Laurent Doyen , Thomas A. Henzinger

We introduce a Markov chain model of concurrent quantum programs. This model is a quantum generalization of Hart, Sharir and Pnueli's probabilistic concurrent programs. Some characterizations of the reachable space, uniformly repeatedly…

Logic in Computer Science · Computer Science 2012-06-12 Nengkun Yu , Mingsheng Ying

A discrete-time method for solving problems in optimal quantum control is presented. Controlling the time discretized markovian dynamics of a quantum system can be reduced to a Markov-decision process. We demonstrate this method in this…

Quantum Physics · Physics 2012-06-05 Jon R. Grice , David A. Meyer

One of the most fundamental problems in Markov decision processes is analysis and control synthesis for safety and reachability specifications. We consider the stochastic reach-avoid problem, in which the objective is to synthesize a…

Optimization and Control · Mathematics 2017-10-09 Nikolaos Kariotoglou , Maryam Kamgarpour , Tyler Summers , John Lygeros

In this paper we study reachability verification problems of stochastic discrete-time dynamical systems over the infinite time horizon. The reachability verification of interest in this paper is to certify specified lower and upper bounds…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Bai Xue

We register a random sequence which has the following properties: it has three segments being the homogeneous Markov processes. Each segment has his own one step transition probability law and the length of the segment is unknown and…

Probability · Mathematics 2011-11-21 Krzysztof Szajowski

Computing reachability probabilities is a fundamental problem in the analysis of probabilistic programs. This paper aims at a comprehensive and comparative account on various martingale-based methods for over- and under-approximating…

Programming Languages · Computer Science 2018-11-16 Toru Takisaka , Yuichiro Oyabu , Natsuki Urabe , Ichiro Hasuo

Motivated by applications in telecommunications, computer scienceand physics, we consider a discrete-time Markov process withrestart. At each step the process eitherwith a positive probability restarts from a given distribution, orwith the…

Performance · Computer Science 2017-03-13 Konstantin Avrachenkov , Alexey Piunovskiy , Yi Zhang

Various notions from geometric control theory are used to characterize the behavior of the Markovian master equation for N-level quantum mechanical systems driven by unitary control and to describe the structure of the sets of reachable…

Quantum Physics · Physics 2009-11-07 C. Altafini

We consider a hidden Markov model with multiple observation processes, one of which is chosen at each point in time by a policy---a deterministic function of the information state---and attempt to determine which policy minimises the…

Probability · Mathematics 2015-03-17 James Y. Zhao

A random sequence having two segments being the homogeneous Markov processes is registered. Each segment has his own transition probability law and the length of the segment is unknown and random. The transition probabilities of each…

Statistics Theory · Mathematics 2020-11-17 A. Ochman-Gozdek , W. Sarnowski , K. J. Szajowski

We introduce a general framework for Markov decision problems under model uncertainty in a discrete-time infinite horizon setting. By providing a dynamic programming principle we obtain a local-to-global paradigm, namely solving a local,…

Optimization and Control · Mathematics 2023-01-06 Ariel Neufeld , Julian Sester , Mario Šikić

In this paper, we consider multi-dimensional maximal cost-bounded reachability probability over continuous-time Markov decision processes (CTMDPs). Our major contributions are as follows. Firstly, we derive an integral characterization…

Systems and Control · Computer Science 2014-01-20 Hongfei Fu

The problem of controlling a finite state Markov chain in the presence of an adversary so as to ensure desired performance levels for a vector of objectives is cast in the framework of Blackwell approachability. Relying on an elementary two…

Probability · Mathematics 2010-11-03 Sameer Kamal

The formal verification and controller synthesis for Markov decision processes that evolve over uncountable state spaces are computationally hard and thus generally rely on the use of approximations. In this work, we consider the…

Systems and Control · Computer Science 2018-11-28 Sofie Haesaert , Sadegh Soudjani , Alessandro Abate

We consider reachability in dynamical systems with discrete linear updates, but with fixed digital precision, i.e., such that values of the system are rounded at each step. Given a matrix $M \in \mathbb{Q}^{d \times d}$, an initial vector…