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This work introduces a new abstraction technique for reducing the state space of large, discrete-time labelled Markov chains. The abstraction leverages the semantics of interval Markov decision processes and the existing notion of…

Systems and Control · Computer Science 2019-03-08 Y. Zacchia Lun , J. Wheatley , A. D'Innocenzo , A. Abate

With the increasing ubiquity of safety-critical autonomous systems operating in uncertain environments, there is a need for mathematical methods for formal verification of stochastic models. Towards formally verifying properties of…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Adrien Banse , Giannis Delimpaltadakis , Luca Laurenti , Manuel Mazo , Raphaël M. Jungers

The aim of this paper is to approximate a finite-state Markov process by another process with fewer states, called herein the approximating process. The approximation problem is formulated using two different methods. The first method,…

We study the approximation of a Markov chain on a reduced state space, for both discrete- and continuous-time Markov chains. In this context, we extend the existing theory of formal error bounds for the approximated transient distributions.…

Probability · Mathematics 2025-02-12 Fabian Michel , Markus Siegle

The essential step of abstraction-based control synthesis for nonlinear systems to satisfy a given specification is to obtain a finite-state abstraction of the original systems. The complexity of the abstraction is usually the dominating…

Systems and Control · Electrical Eng. & Systems 2023-03-13 Yiming Meng , Jun Liu

We study the problem of finite-horizon probabilistic invariance for discrete-time Markov processes over general (uncountable) state spaces. We compute discrete-time, finite-state Markov chains as formal abstractions of general Markov…

Systems and Control · Computer Science 2015-07-03 Sadegh Esmaeil Zadeh Soudjani , Alessandro Abate , Rupak Majumdar

Markov decision processes are a ubiquitous formalism for modelling systems with non-deterministic and probabilistic behavior. Verification of these models is subject to the famous state space explosion problem. We alleviate this problem by…

Artificial Intelligence · Computer Science 2022-06-07 Sebastian Junges , Matthijs T. J. Spaan

We propose a compositional approach for constructing abstractions of general Markov decision processes using approximate probabilistic relations. The abstraction framework is based on the notion of $\delta$-lifted relations, using which one…

Systems and Control · Electrical Eng. & Systems 2019-08-21 Abolfazl Lavaei , Sadegh Soudjani , Majid Zamani

In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…

Numerical Analysis · Mathematics 2025-06-19 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

Analysis of Markov Decision Processes (MDP) is often hindered by state space explosion. Abstraction is a well-established technique in model checking to mitigate this issue. This paper presents a novel lazy abstraction method for MDP…

Logic in Computer Science · Computer Science 2024-06-04 Dániel Szekeres , Kristóf Marussy , István Majzik

Computing the probability of reaching a set of goal states G in a discrete-time Markov chain (DTMC) is a core task of probabilistic model checking. We can do so by directly computing the probability mass of the set of all finite paths from…

Formal Languages and Automata Theory · Computer Science 2025-09-03 Arnd Hartmanns , Robert Modderman

The paper proposes a new aggregation method, based on the Arnoldi iteration, for computing approximate transient distributions of Markov chains. This aggregation is not partition-based, which means that an aggregate state may represent any…

Probability · Mathematics 2025-08-05 Patrick Sonnentag , Fabian Michel , Markus Siegle

In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…

Probability · Mathematics 2017-11-15 Michel Benaim , Bertrand Cloez , Fabien Panloup

In a previous paper the authors applied the Abstract Interpretation approach for approximating the probabilistic semantics of biological systems, modeled specifically using the Chemical Ground Form calculus. The methodology is based on the…

Logic in Computer Science · Computer Science 2009-12-01 Roberta Gori , Francesca Levi

Our work aims at developing reinforcement learning algorithms that do not rely on the Markov assumption. We consider the class of Non-Markov Decision Processes where histories can be abstracted into a finite set of states while preserving…

Machine Learning · Computer Science 2022-05-19 Alessandro Ronca , Gabriel Paludo Licks , Giuseppe De Giacomo

The estimation of absorption time distributions of Markov jump processes is an important task in various branches of statistics and applied probability. While the time-homogeneous case is classic, the time-inhomogeneous case has recently…

Statistics Theory · Mathematics 2022-07-26 Jamaal Ahmad , Martin Bladt , Mogens Bladt

Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the…

Computation · Statistics 2015-03-10 Jason Xu , Vladimir N. Minin

One important factor determining the computational complexity of evaluating a probabilistic network is the cardinality of the state spaces of the nodes. By varying the granularity of the state spaces, one can trade off accuracy in the…

Artificial Intelligence · Computer Science 2013-02-28 Michael P. Wellman , Chao-Lin Liu

In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…

Numerical Analysis · Mathematics 2014-09-23 Stefan Engblom , Jamol Pender

The abstraction of dynamical systems is a powerful tool that enables the design of feedback controllers using a correct-by-design framework. We investigate a novel scheme to obtain data-driven abstractions of discrete-time stochastic…

Systems and Control · Electrical Eng. & Systems 2024-04-15 Rudi Coppola , Andrea Peruffo , Licio Romao , Alessandro Abate , Manuel Mazo
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