Related papers: Approximate probabilistic verification of hybrid s…
Probabilistic behavior is omnipresent in computer controlled systems, in particular, so-called safety-critical hybrid systems, because of various reasons, like uncertain environments, or fundamental properties of nature. In this paper, we…
Focusing on hybrid diffusion dynamics involving continuous dynamics as well as discrete events, this article investigates the explicit approximations for nonlinear switching diffusion systems modulated by a Markov chain. Different kinds of…
Many Cyber Physical System (CPS) work in a safety-critical environment, where correct execution, reliability and trustworthiness are essential. Signal Temporal Logic (STL) provides a formal framework for checking safety-critical CPS.…
In this paper, we prove measurability of event for which a general continuous-time stochastic process satisfies continuous-time Metric Temporal Logic (MTL) formula. Continuous-time MTL can define temporal constrains for physical system in…
Stochastic Hybrid Systems (SHS) constitute an important class of mathematical models that integrate discrete stochastic events with continuous dynamics. The time evolution of statistical moments is generally not closed for SHS, in the sense…
In this paper, we focus on discrete-time stochastic systems modelled by nonlinear stochastic difference equations and propose robust abstractions for verifying probabilistic linear temporal specifications. The current literature focuses on…
Probabilistic model checking can provide formal guarantees on the behavior of stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But decision making is typically with respect…
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…
A dynamical system may be defined by a simple transition law - such as a map or a vector field. The objective of most learning techniques is to reconstruct this dynamic transition law. This is a major shortcoming, as most dynamic properties…
In this paper, we present a novel iterative Monte Carlo method for approximating the stationary probability of a single state of a positive recurrent Markov chain. We utilize the characterization that the stationary probability of a state…
Although the notion of diagnostic problem has been extensively investigated in the context of static systems, in most practical applications the behavior of the modeled system is significantly variable during time. The goal of the paper is…
Single-cell data reveal the presence of biological stochasticity between cells of identical genome and environment, in particular highlighting the transcriptional bursting phenomenon. To account for this property, gene expression may be…
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…
This paper presents a probabilistic model validation methodology for nonlinear systems in time-domain. The proposed formulation is simple, intuitive, and accounts both deterministic and stochastic nonlinear systems with parametric and…
We study systems on time scales that are generalizations of classical differential or difference equations. In this paper we consider linear systems and their small nonlinear perturbations. In terms of time scales and of eigenvalues of…
In the first part of the paper, we consider a discrete-time stochastic control system. We show that, under certain conditions, the set of random occupational measures generated by the state-control trajectories of the system as well as the…
A continuous-time Markov process $X$ can be conditioned to be in a given state at a fixed time $T > 0$ using Doob's $h$-transform. This transform requires the typically intractable transition density of $X$. The effect of the $h$-transform…
We study the verification of a finite continuous-time Markov chain (CTMC) C against a linear real-time specification given as a deterministic timed automaton (DTA) A with finite or Muller acceptance conditions. The central question that we…
We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…
Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…