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We provide a new algorithm for solving Risk Sensitive Partially Observable Markov Decisions Processes, when the risk is modeled by a utility function, and both the state space and the space of observations is finite. This algorithm is based…

Optimization and Control · Mathematics 2022-07-19 Arsham Afsardeir , Andreas Kapetanis , Vaios Laschos , Klaus Obermayer

Reliability in terms of functional properties from the safety-liveness spectrum is an indispensable requirement of low-level operating-system (OS) code. However, with evermore complex and thus less predictable hardware, quantitative and…

We investigate the problem of monitoring partially observable systems with nondeterministic and probabilistic dynamics. In such systems, every state may be associated with a risk, e.g., the probability of an imminent crash. During runtime,…

Logic in Computer Science · Computer Science 2021-05-27 Sebastian Junges , Hazem Torfah , Sanjit A. Seshia

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

Effective static analyses have been proposed which infer bounds on the number of resolutions or reductions. These have the advantage of being independent from the platform on which the programs are executed and have been shown to be useful…

Programming Languages · Computer Science 2007-05-23 Edison Mera , Pedro Lopez-Garcia , German Puebla , Manuel Carro , Manuel Hermenegildo

We study the problem of learning safe control policies that are also effective; i.e., maximizing the probability of satisfying a linear temporal logic (LTL) specification of a task, and the discounted reward capturing the (classic) control…

Robotics · Computer Science 2026-04-07 Alper Kamil Bozkurt , Yu Wang , Miroslav Pajic

This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rates may be unbounded, the reward and costs are admitted to be…

Probability · Mathematics 2012-01-04 Xianping Guo , Xinyuan Song

Hyperproperties have shown to be a powerful tool for expressing and reasoning about information-flow security policies. In this paper, we investigate the problem of statistical model checking (SMC) for hyperproperties. Unlike exhaustive…

Logic in Computer Science · Computer Science 2020-08-06 Yu Wang , Siddhartha Nalluri , Borzoo Bonakdarpour , Miroslav Pajic

Real-time bidding (RTB) is an important mechanism in online display advertising, where a proper bid for each page view plays an essential role for good marketing results. Budget constrained bidding is a typical scenario in RTB where the…

Artificial Intelligence · Computer Science 2018-10-24 Di Wu , Xiujun Chen , Xun Yang , Hao Wang , Qing Tan , Xiaoxun Zhang , Jian Xu , Kun Gai

This paper presents a new static analysis for deriving upper bounds on the expected resource consumption of probabilistic programs. The analysis is fully automatic and derives symbolic bounds that are multivariate polynomials of the inputs.…

Programming Languages · Computer Science 2017-11-27 Van Chan Ngo , Quentin Carbonneaux , Jan Hoffmann

Markov decision processes are widely used for planning and verification in settings that combine controllable or adversarial choices with probabilistic behaviour. The standard analysis algorithm, value iteration, only provides a lower bound…

Logic in Computer Science · Computer Science 2019-10-21 Arnd Hartmanns , Benjamin Lucien Kaminski

The increasing use of model-based tools enables further use of formal verification techniques in the context of distributed real-time systems. To avoid state explosion, it is necessary to construct verification models that focus on the…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-18 Chih-Hong Cheng , Christian Buckl , Javier Esparza , Alois Knoll

We propose a novel distribution-free scheme to solve optimization problems where the goal is to minimize the expected value of a cost function subject to probabilistic constraints. Unlike standard sampling-based methods, our idea consists…

Optimization and Control · Mathematics 2025-05-28 Francesco Cordiano , Matin Jafarian , Bart De Schutter

In this paper, we propose a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal…

Optimization and Control · Mathematics 2022-12-20 Amir-Salar Esteki , Solmaz S. Kia

This paper considers an opportunistic scheduling problem over a renewal system. A controller observes a random event at the beginning of each renewal frame and then chooses an action in response to the event, which affects the duration of…

Optimization and Control · Mathematics 2019-06-10 Xiaohan Wei , Michael J. Neely

We propose a novel randomized linear programming algorithm for approximating the optimal policy of the discounted Markov decision problem. By leveraging the value-policy duality and binary-tree data structures, the algorithm adaptively…

Optimization and Control · Mathematics 2019-06-04 Mengdi Wang

This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision processes (MDPs for short). Since the cost functional is…

Optimization and Control · Mathematics 2020-10-22 Hongwei Mei

Continuous-time Markov processes over finite state-spaces are widely used to model dynamical processes in many fields of natural and social science. Here, we introduce an maximum likelihood estimator for constructing such models from data…

Data Analysis, Statistics and Probability · Physics 2015-07-01 Robert T. McGibbon , Vijay S. Pande

Modern safety-critical systems are heterogeneous, complex, and highly dynamic. They require reliability evaluation methods that go beyond the classical static methods such as fault trees, event trees, or reliability block diagrams.…

Logic in Computer Science · Computer Science 2020-04-15 Clemens Dubslaff , Andrey Morozov , Christel Baier , Klaus Janschek

Scheduling with testing is a recent online problem within the framework of explorable uncertainty motivated by environments where some preliminary action can influence the duration of a task. Jobs have an unknown processing time that can be…

Data Structures and Algorithms · Computer Science 2021-08-20 Susanne Albers , Alexander Eckl
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