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We aim at characterizing the asymptotic behavior of value functions in the control of piece-wise deterministic Markov processes (PDMP) of switch type under nonexpansive assumptions. For a particular class of processes inspired by temperate…

Optimization and Control · Mathematics 2015-05-29 Dan Goreac

The Markov assumption (MA) is fundamental to the empirical validity of reinforcement learning. In this paper, we propose a novel Forward-Backward Learning procedure to test MA in sequential decision making. The proposed test does not assume…

Machine Learning · Statistics 2020-02-06 Chengchun Shi , Runzhe Wan , Rui Song , Wenbin Lu , Ling Leng

Information-theory based variational principles have proven effective at providing scalable uncertainty quantification (i.e. robustness) bounds for quantities of interest in the presence of nonparametric model-form uncertainty. In this…

Probability · Mathematics 2020-06-11 Jeremiah Birrell , Luc Rey-Bellet

We study the long-time behaviour of a class of piecewise-deterministic Markov processes which are an extension of some recent works. These $d$-dimensional processes, d>=1, can especially be used to model the motion of a bacterium in…

Probability · Mathematics 2018-11-29 Ninon Fétique

This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP's) taking values in a general Borel space and with compact action space depending on the state variable. The control…

Probability · Mathematics 2008-09-03 O. L. V. Costa , F. Dufour

In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are…

Probability · Mathematics 2014-02-11 Kai Liu

The aim of this paper is to explore the relationship between invariant cones and nonlinear normal modes in piecewise linear mechanical systems. As a key result, we extend the invariant cone concept, originally established for homogeneous…

Dynamical Systems · Mathematics 2025-03-21 A. Yassine Karoui , Remco I. Leine

In this paper we study Green measures for certain classes of random time change Markov processes where the random time change are inverse subordinators. We show the existence of the Green measure for these processes under the condition of…

Probability · Mathematics 2020-08-11 José L. da Silva , Yuri Kondratiev

Notions of invariance pressure for control systems are introduced based on weights for the control values. The equivalence is shown between inner invariance pressure based on spanning sets of controls and on invariant open covers,…

Optimization and Control · Mathematics 2018-04-17 Fritz Colonius , Alexandre J. Santana , João A. N. Cossich

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…

Logic in Computer Science · Computer Science 2018-06-14 Sebastian Arming , Ezio Bartocci , Krishnendu Chatterjee , Joost-Pieter Katoen , Ana Sokolova

Planning under uncertainty is critical to robotics. The Partially Observable Markov Decision Process (POMDP) is a mathematical framework for such planning problems. It is powerful due to its careful quantification of the non-deterministic…

Robotics · Computer Science 2021-07-19 Hanna Kurniawati

Neural networks are powerful tools for data-driven modeling of complex dynamical systems, enhancing predictive capability for control applications. However, their inherent nonlinearity and black-box nature challenge control designs that…

Systems and Control · Electrical Eng. & Systems 2025-05-20 Xiao Li , Tianhao Wei , Changliu Liu , Anouck Girard , Ilya Kolmanovsky

We aim at studying approximate null-controllability properties of a particular class of piecewise linear Markov processes (Markovian switch systems). The criteria are given in terms of algebraic invariance and are easily computable. We…

Optimization and Control · Mathematics 2015-07-03 Dan Goreac , Miguel Martinez

In this paper, a condition-based imperfect maintenance model based on piecewise deterministic Markov process (PDMP) is constructed. The degradation of the system includes two types: natural degradation and random shocks. The natural…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Weikai Wang , Xian Chen

We introduce and study a class of determinantal probability measures generalising the class of discrete determinantal point processes. These measures live on the Grassmannian of a real, complex, or quaternionic inner product space that is…

Probability · Mathematics 2023-08-22 Adrien Kassel , Thierry Lévy

An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a broader category of random systems. The corresponding…

Numerical Analysis · Mathematics 2025-10-20 Mario Annunziato

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt…

Probability · Mathematics 2015-12-03 Weronika Biedrzycka , Marta Tyran-Kaminska

For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly…

Probability · Mathematics 2022-11-01 Tom Claeys , Gabriel Glesner

This article presents an identification methodology to capture general relationships, with application to piecewise nonlinear approximations of model predictive control for constrained (non)linear systems. The mathematical formulation…

Optimization and Control · Mathematics 2017-01-06 Van-Vuong Trinh , Mazen Alamir , Patrick Bonnay
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