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In this paper we consider stopping problems with partial observation under a general risk-sensitive optimization criterion for problems with finite and infinite time horizon. Our aim is to maximize the certainty equivalent of the stopping…

Optimization and Control · Mathematics 2017-03-29 Nicole Bäuerle , Ulrich Rieder

We consider the model checking problem for probabilistic pushdown automata (pPDA) and properties expressible in various probabilistic logics. We start with properties that can be formulated as instances of a generalized random walk problem.…

Logic in Computer Science · Computer Science 2017-01-11 Javier Esparza , Antonin Kucera , Richard Mayr

We consider the problem of determining feasible systems from a finite set of simulated alternatives with respect to probability constraints, where the observations from stochastic simulations are Bernoulli distributed. Most statistically…

Optimization and Control · Mathematics 2026-05-27 Taehoon Kim , Sigrun Andradottir , Seong-Hee Kim , Yuwei Zhou

System identification is a key step for model-based control, estimator design, and output prediction. This work considers the offline identification of partially observed nonlinear systems. We empirically show that the certainty-equivalent…

Machine Learning · Computer Science 2020-06-23 Kunal Menda , Jean de Becdelièvre , Jayesh K. Gupta , Ilan Kroo , Mykel J. Kochenderfer , Zachary Manchester

Invertibility conditions for observation-driven time series models often fail to be guaranteed in empirical applications. As a result, the asymptotic theory of maximum likelihood and quasi-maximum likelihood estimators may be compromised.…

Statistical Finance · Quantitative Finance 2016-10-11 F Blasques , P Gorgi , S Koopman , O Wintenberger

Most model checkers provide a useful simulation mode, that allows users to explore the set of possible behaviours by interactively picking at each state which event to execute next. Traditionally this simulation mode cannot take into…

Software Engineering · Computer Science 2019-12-24 Julien Brunel , David Chemouil , Alcino Cunha , Nuno Macedo

We consider pushdown timed automata (PTAs) that are timed automata (with dense clocks) augmented with a pushdown stack. A configuration of a PTA includes a control state, dense clock values and a stack word. By using the pattern technique,…

Logic in Computer Science · Computer Science 2007-05-23 Zhe Dang

We develop an efficient algorithm to find optimal observation times by maximizing the Fisher information for the birth rate of a partially observable pure birth process involving $n$ observations. Partially observable implies that at each…

Statistics Theory · Mathematics 2024-02-21 Ali Eshragh , Matthew P. Skerritt , Bruno Salvy , Thomas McCallum

We introduce a kind of partial observability to the projective simulation (PS) learning method. It is done by adding a belief projection operator and an observability parameter to the original framework of the efficiency of the PS model. I…

Artificial Intelligence · Computer Science 2023-05-08 Rasoul Kheiri

A stochastic timed automaton is a purely stochastic process defined on a timed automaton, in which both delays and discrete choices are made randomly. We study the almost-sure model-checking problem for this model, that is, given a…

Logic in Computer Science · Computer Science 2015-07-01 Nathalie Bertrand , Patricia Bouyer , Thomas Brihaye , Quentin Menet , Christel Baier , Marcus Groesser , Marcin Jurdzinski

As industrial autonomous ground vehicles are increasingly deployed in safety-critical environments, ensuring their safe operation under diverse conditions is paramount. This paper presents a novel approach for their safety verification…

Robotics · Computer Science 2025-07-17 Nawshin Mannan Proma , Gricel Vázquez , Sepeedeh Shahbeigi , Arjun Badyal , Victoria Hodge

Constrained counting is important in domains ranging from artificial intelligence to software analysis. There are already a few approaches for counting models over various types of constraints. Recently, hashing-based approaches achieve…

Artificial Intelligence · Computer Science 2017-06-14 Cunjing Ge , Feifei Ma , Tian Liu , Jian Zhang

This paper is a survey of extensions to finite automata theory to model real-time systems as well as systems exhibiting mixed discrete-continuous behavior. Real-time systems maintain a continuous and timely interaction with the environment,…

Formal Languages and Automata Theory · Computer Science 2018-11-27 Lakhan Shiva Kamireddy

The reachable sets of nonlinear control systems can in general only be numerically approximated, and are often very expensive to calculate. In this paper, we propose an algorithm that tracks only the boundaries of the reachable sets and…

Numerical Analysis · Mathematics 2025-02-20 Janosch Rieger , Kyria Wawryk

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

Control applications for cyber-physical systems must make reliably safe control decisions in the presence of continuous dynamics as well as stochastic uncertainty. Providing safety guarantees for such systems requires formal modeling and…

Formal Languages and Automata Theory · Computer Science 2026-04-28 Joanna Delicaris , Erika Ábrahám , Anne Remke

For linear infinite systems the approximate controllability problem by control constraints is considered. Controllability conditions represented via system parameters are obtained. Partial differential control systems and control systems…

solv-int · Physics 2008-02-03 B. Shklyar

We present a data-driven approach to the quantitative verification of probabilistic programs and stochastic dynamical models. Our approach leverages neural networks to compute tight and sound bounds for the probability that a stochastic…

Logic in Computer Science · Computer Science 2026-04-22 Alessandro Abate , Alec Edwards , Mirco Giacobbe , Hashan Punchihewa , Diptarko Roy

We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski

Model Predictive Control (MPC) can efficiently control constrained systems in real-time applications. MPC feedback law for a linear system with linear inequality constraints can be explicitly computed off-line, which results in an off-line…

Systems and Control · Computer Science 2016-06-13 Andrew Knyazev , Peizhen Zhu , Stefano Di Cairano
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