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This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Automated synthesis of provably correct controllers for cyber-physical systems is crucial for deployment in safety-critical scenarios. However, hybrid features and stochastic or unknown behaviours make this problem challenging. We propose a…

Systems and Control · Electrical Eng. & Systems 2023-08-07 Luke Rickard , Thom Badings , Licio Romao , Alessandro Abate

Time-homogeneous Markov chains are often used as disease progression models in studies of cost-effectiveness and optimal decision-making. Maximum likelihood estimation of these models can be challenging when data are collected at a time…

Methodology · Statistics 2022-09-26 Duncan Ermini Leaf

The paper is concerned with the approximation of the deterministic the mean field type control system by a mean field Markov chain. It turns out that the dynamics of the distribution in the approximating system is described by a system of…

Optimization and Control · Mathematics 2023-08-07 Yurii Averboukh

Propositional Projection Temporal Logic (PPTL) is a useful formalism for reasoning about period of time in hardware and software systems and can handle both sequential and parallel compositions. In this paper, based on discrete time Markov…

Logic in Computer Science · Computer Science 2010-11-08 Xiaoxiao Yang

We consider a general method for the approximation of the distribution of a process conditioned to not hit a given set. Existing methods are based on particle system that are failable, in the sense that, in many situations , they are not…

Probability · Mathematics 2016-06-30 William Oçafrain , Denis Villemonais

(Multi-type) branching processes are a natural and well-studied model for generating random infinite trees. Branching processes feature both nondeterministic and probabilistic branching, generalizing both transition systems and Markov…

Logic in Computer Science · Computer Science 2021-07-06 Stefan Kiefer , Pavel Semukhin , Cas Widdershoven

Quantitative properties of stochastic systems are usually specified in logics that allow one to compare the measure of executions satisfying certain temporal properties with thresholds. The model checking problem for stochastic systems with…

Logic in Computer Science · Computer Science 2010-05-11 Axel Legay , Benoit Delahaye

The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…

Probability · Mathematics 2021-05-21 Aleksandr Shchegolev

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

Systems and Control · Computer Science 2017-11-15 Mohammad Soltani , Abhyudai Singh

Many complex systems can be described by population models, in which a pool of agents interacts and produces complex collective behaviours. We consider the problem of verifying formal properties of the underlying mathematical representation…

Logic in Computer Science · Computer Science 2017-11-13 Luca Bortolussi , Roberta Lanciani , Laura Nenzi

We introduce $(\varepsilon, \delta)$-bisimulation, a novel type of approximate probabilistic bisimulation for continuous-time Markov chains. In contrast to related notions, $(\varepsilon, \delta)$-bisimulation allows the use of different…

Logic in Computer Science · Computer Science 2025-05-23 Timm Spork , Christel Baier , Joost-Pieter Katoen , Sascha Klüppelholz , Jakob Piribauer

In this paper, we present a novel framework to synthesize robust strategies for discrete-time nonlinear systems with random disturbances that are unknown, against temporal logic specifications. The proposed framework is data-driven and…

Systems and Control · Electrical Eng. & Systems 2025-04-29 Ibon Gracia , Luca Laurenti , Manuel Mazo , Alessandro Abate , Morteza Lahijanian

Several natural phenomena exhibit long-range conditional dependencies. High-order mixture transition distribution (MTD) are parsimonious non-parametric models to study these phenomena. An MTD is a Markov chain in which the transition…

Methodology · Statistics 2025-12-02 Maiara Gripp , Giulio Iacobelli , Guilherme Ost , Daniel Y. Takahashi

A widely used approach to describe the dynamics of gene regulatory networks is based on the chemical master equation, which considers probability distributions over all possible combinations of molecular counts. The analysis of such models…

Molecular Networks · Quantitative Biology 2019-06-04 Pavel Kurasov , Alexander Lück , Delio Mugnolo , Verena Wolf

We introduce a real-time identification method for discrete-time state-dependent switching systems in both the input--output and state-space domains. In particular, we design a system of adaptive algorithms running in two timescales; a…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Christos Mavridis , Karl Henrik Johansson

In order to avoid the state space explosion problem encountered in the quantitative analysis of large scale PEPA models, a fluid approximation approach has recently been proposed, which results in a set of ordinary differential equations…

Logic in Computer Science · Computer Science 2010-08-30 Jie Ding , Jane Hillston

This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented by differential equations and discrete events given by a…

Probability · Mathematics 2008-07-10 Bernard Bercu , Francois Dufour , G. George Yin

Providing guarantees on the safe operation of robots against edge cases is challenging as testing methods such as traditional Monte-Carlo require too many samples to provide reasonable statistics. Built upon recent advancements in…

Robotics · Computer Science 2023-05-01 Guy Scher , Sadra Sadraddini , Ariel Yadin , Hadas Kress-Gazit

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

Logic in Computer Science · Computer Science 2020-02-26 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu
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