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This work presents a multilevel approach to large--scale topology optimization accounting for linearized buckling criteria. The method relies on the use of preconditioned iterative solvers for all the systems involved in the linear buckling…
We provide a probabilistic analysis of the banker algorithm when transition probabilities may depend on time and space. The transition probabilities evolve, as time goes by, along the trajectory of an ergodic Markovian environment, whereas…
The paper deals with finite-state Markov decision processes (MDPs) with integer weights assigned to each state-action pair. New algorithms are presented to classify end components according to their limiting behavior with respect to the…
We provide lower error bounds for randomized algorithms that approximate integrals of functions depending on an unrestricted or even infinite number of variables. More precisely, we consider the infinite-dimensional integration problem on…
In this paper we study a class of risk-sensitive Markovian control problems in discrete time subject to model uncertainty. We consider a risk-sensitive discounted cost criterion with finite time horizon. The used methodology is the one of…
We propose a solution to a time-varying variant of Markov Decision Processes which can be used to address decision-theoretic planning problems for autonomous systems operating in unstructured outdoor environments. We explore the time…
We present an approach for satisfying state constraints in systems with nonparametric uncertainty by estimating this uncertainty with a real-time-update Gaussian process (GP) model. Notably, new data is incorporated into the model in real…
Providing finite-time probabilistic safety and reach-avoid guarantees is crucial for safety-critical stochastic systems. Existing state-of-the-art barrier methods often rely on a restrictive boundedness assumption for auxiliary functions,…
Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…
We propose an automata-theoretic approach for reinforcement learning (RL) under complex spatio-temporal constraints with time windows. The problem is formulated using a Markov decision process under a bounded temporal logic constraint.…
In response to the increasing deployment of battery storage systems for cost reduction and grid stress mitigation, this study presents the development of a new real-time Markov decision process model to efficiently schedule battery systems…
This paper addresses key challenges in task scheduling for multi-tenant distributed systems, including dynamic resource variation, heterogeneous tenant demands, and fairness assurance. An adaptive scheduling method based on reinforcement…
In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very…
In high performance computing, scheduling of tasks and allocation to machines is very critical especially when we are dealing with heterogeneous execution costs. Simulations can be performed with a large variety of environments and…
In this note, we provide complexity characterizations of model checking multi-pushdown systems. Multi-pushdown systems model recursive concurrent programs in which any sequential process has a finite control. We consider three standard…
Many probabilistic inference problems such as stochastic filtering or the computation of rare event probabilities require model analysis under initial and terminal constraints. We propose a solution to this bridging problem for the widely…
It is crucial for accurate model checking that the model be a complete and faithful representation of the system. Unfortunately, this is not always possible, mainly because of two reasons: (i) the model is still under development and (ii)…
We study Probabilistic Workflow Nets (PWNs), a model extending van der Aalst's workflow nets with probabilities. We give a semantics for PWNs in terms of Markov Decision Processes and introduce a reward model. Using a result by Varacca and…
Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…
Probabilistic model checking is a technique for formal automated reasoning about software or hardware systems that operate in the context of uncertainty or stochasticity. It builds upon ideas and techniques from a diverse range of fields,…