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Optimal stopping is the problem of deciding when to stop a stochastic system to obtain the greatest reward, arising in numerous application areas such as finance, healthcare and marketing. State-of-the-art methods for high-dimensional…

Optimization and Control · Mathematics 2020-01-01 Dragos Florin Ciocan , Velibor V. Mišić

Clock-dependent probabilistic timed automata extend classical timed automata with discrete probabilistic choice, where the probabilities are allowed to depend on the exact values of the clocks. Previous work has shown that the quantitative…

Logic in Computer Science · Computer Science 2023-06-22 Jeremy Sproston

We consider the reachability problem for timed automata. A standard solution to this problem involves computing a search tree whose nodes are abstractions of zones. For efficiency reasons, they are parametrized by the maximal lower and…

Logic in Computer Science · Computer Science 2013-01-21 Frédéric Herbreteau , B. Srivathsan , Igor Walukiewicz

The paper addresses the problem of computing maximal expected time to termination of probabilistic timed automata (PTA) models, under the condition that the system will, eventually, terminate. This problem can exhibit high computational…

Formal Languages and Automata Theory · Computer Science 2018-03-23 Omar Al-Bataineh , Michael Fisher , David Rosenblum

Parametric timed automata are a powerful formalism for reasoning on concurrent real-time systems with unknown or uncertain timing constants. In order to test the efficiency of new algorithms, a fair set of benchmarks is required. We present…

Logic in Computer Science · Computer Science 2021-06-21 Étienne André , Dylan Marinho , Jaco van de Pol

We present the conditions under which the time-optimal control problem for a nonlinear non-autonomous linearizable system can be solved by the method of successive approximations, at each step of which a power Markov moment min-problem is…

Optimization and Control · Mathematics 2022-03-17 Katerina V. Sklyar , Svetlana Yu. Ignatovich

Parametric timed automata (PTA) extend timed automata by allowing parameters in clock constraints. Such a formalism is for instance useful when reasoning about unknown delays in a timed system. Using existing techniques, a user can…

Logic in Computer Science · Computer Science 2019-07-31 Étienne André , Vincent Bloemen , Laure Petrucci , Jaco van de Pol

Reachability analysis of hybrid systems has been used as a safety verification tool to assess offline whether the state of a system is capable of remaining within a designated safe region for a given time horizon. Although it has been…

Optimization and Control · Mathematics 2014-04-24 Kendra Lesser , Meeko Oishi

Event-clock automata (ECA) are a well-known semantic subclass of timed automata (TA) which enjoy admirable theoretical properties, e.g., determinizability, and are practically useful to capture timed specifications. However, unlike for…

Formal Languages and Automata Theory · Computer Science 2024-08-07 S Akshay , Paul Gastin , R Govind , B Srivathsan

Parametric timed automata (PTA) extend timed automata with unknown constants ("parameters"), at the price of undecidability of most interesting problems. The (untimed) language preservation problem ("given a parameter valuation, can we find…

Formal Languages and Automata Theory · Computer Science 2018-12-24 Étienne André , Shang-Wei Lin

In real world applications, uncertain parameters are the rule rather than the exception. We present a reachability algorithm for linear systems with uncertain parameters and inputs using set propagation of polynomial zonotopes. In contrast…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Yushen Huang , Ertai Luo , Stanley Bak , Yifan Sun

We consider the reachability problem for timed automata. A standard solution to this problem involves computing a search tree whose nodes are abstractions of zones. These abstractions preserve underlying simulation relations on the state…

Logic in Computer Science · Computer Science 2016-07-29 Frédéric Herbreteau , B. Srivathsan , Igor Walukiewicz

We consider partially observable Markov decision processes (POMDPs) with a set of target states and every transition is associated with an integer cost. The optimization objective we study asks to minimize the expected total cost till the…

Artificial Intelligence · Computer Science 2014-11-17 Krishnendu Chatterjee , Martin Chmelík , Raghav Gupta , Ayush Kanodia

Parametric timed automata (PTA) are a powerful formalism to model and reason about concurrent systems with some unknown timing delays. In this paper, we address the (untimed) language- and trace-preservation problems: given a reference…

Logic in Computer Science · Computer Science 2023-06-22 Étienne André , Didier Lime , Nicolas Markey

We present an approach to approximate reachable sets for linear systems with bounded L-infinity controls in finite time. Our first approach investigates the boundaries of these sets and reveals an exact characterization for single-input,…

Optimization and Control · Mathematics 2026-03-18 Steven Nguyen , Jorge Cortés , Boris Kramer

In this paper we consider the reachability problem for bounded branching VASS. Bounded VASS are a variant of the classic VASS model where all values in all configurations are upper bounded by a fixed natural number, encoded in binary in the…

Formal Languages and Automata Theory · Computer Science 2019-08-20 Filip Mazowiecki , Michał Pilipczuk

We study the trade-off between the Price of Anarchy (PoA) and the Price of Stability (PoS) in mechanism design, in the prototypical problem of unrelated machine scheduling. We give bounds on the space of feasible mechanisms with respect to…

Computer Science and Game Theory · Computer Science 2021-02-25 Aris Filos-Ratsikas , Yiannis Giannakopoulos , Philip Lazos

The determination of acceptability prices of contingent claims requires the choice of a stochastic model for the underlying asset price dynamics. Given this model, optimal bid and ask prices can be found by stochastic optimization. However,…

Pricing of Securities · Quantitative Finance 2019-01-31 Martin Glanzer , Georg Ch. Pflug , Alois Pichler

Qualitative timeline-based planning models domains as sets of independent, but interacting, components whose behaviors over time, the timelines, are governed by sets of qualitative temporal constraints (ordering relations), called…

Artificial Intelligence · Computer Science 2026-03-31 Dario Della Monica , Angelo Montanari , Pietro Sala

This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…

Optimization and Control · Mathematics 2018-10-29 Dan Goreac
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