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Related papers: Reachability in Augmented Interval Markov Chains

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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

This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…

Methodology · Statistics 2018-06-01 Florian Maire , Nial Friel , Pierre Alquier

In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applications, including econometrics and applied mathematics. This…

Computation · Statistics 2013-04-01 Ajay Jasra , Nikolas Kantas , Elena Ehrlich

Reversibility is a key property of Markov chains, central to algorithms such as Metropolis-Hastings and other MCMC methods. Yet many applications yield non-reversible chains, motivating the problem of approximating them by reversible ones…

Numerical Analysis · Mathematics 2026-02-27 Stefano Cipolla , Fabio Durastante , Miryam Gnazzo , Beatrice Meini

This paper focuses on optimizing probabilities of events of interest defined over general controlled discrete-time Markov processes. It is shown that the optimization over a wide class of $\omega$-regular properties can be reduced to the…

Probability · Mathematics 2014-07-22 Ilya Tkachev , Alexandru Mereacre , Joost-Pieter Katoen , Alessandro Abate

The literature on reachability analysis methods for neural networks currently only focuses on uncertainties on the network's inputs. In this paper, we introduce two new approaches for the reachability analysis of neural networks with…

Systems and Control · Electrical Eng. & Systems 2023-03-15 Pierre-Jean Meyer

A method is proposed to compute robust inner-approximations to the backward reachable set for uncertain nonlinear systems. It also produces a robust control law that drives trajectories starting in these sets to the target set. The method…

Systems and Control · Electrical Eng. & Systems 2020-03-13 He Yin , Peter Seiler , Murat Arcak

We study and develop the stochastic Markov reward model (sMRM), which extends the Markov chain where transition time/reward as modelled as random variables. Techniques are presented to enable computing first-passage time distributions (or…

Numerical Analysis · Mathematics 2022-08-16 Irfan Muhammad

Markov Networks are widely used through out computer vision and machine learning. An important subclass are the Associative Markov Networks which are used in a wide variety of applications. For these networks a good approximate minimum cost…

Artificial Intelligence · Computer Science 2012-03-19 Chris Russell , L'ubor Ladicky , Pushmeet Kohli , Philip H. S. Torr

This paper over-approximates the reachable sets of a continuous-time uncertain system using the sensitivity of its trajectories with respect to initial conditions and uncertain parameters. We first prove the equivalence between an existing…

Systems and Control · Computer Science 2021-04-09 Pierre-Jean Meyer , Samuel Coogan , Murat Arcak

This work introduces a notion of approximate probabilistic trace equivalence for labelled Markov chains, and relates this new concept to the known notion of approximate probabilistic bisimulation. In particular this work shows that the…

Logic in Computer Science · Computer Science 2017-04-28 Gaoang Bian , Alessandro Abate

This paper poses a theoretical characterization of the stochastic reachability problem in terms of probability measures, capturing the probability measure of the state of the system that satisfies the reachability specification for all…

Optimization and Control · Mathematics 2024-12-13 Karthik Sivaramakrishnan , Vignesh Sivaramakrishnan , Rosalyn Alex Devonport , Meeko M. K. Oishi

One of the most fundamental problems in Markov decision processes is analysis and control synthesis for safety and reachability specifications. We consider the stochastic reach-avoid problem, in which the objective is to synthesize a…

Optimization and Control · Mathematics 2017-10-09 Nikolaos Kariotoglou , Maryam Kamgarpour , Tyler Summers , John Lygeros

In the present paper, we investigate the relationship between hitting times and hitting probabilities in discrete-time imprecise Markov chains (IMCs). We define lower and upper hitting times and probabilities for IMCs whose set of…

Probability · Mathematics 2026-03-18 Marco Sangalli , Erik Quaeghebeur , Thomas Krak

Reachability analysis plays a central role in system design and verification. The reachability problem, denoted $\Diamond^J\,\Phi$, asks whether the system will meet the property $\Phi$ after some time in a given time interval $J$.…

Logic in Computer Science · Computer Science 2023-10-19 Hui Jiang , Jianling Fu , Ming Xu , Yuxin Deng , Zhi-Bin Li

Over-approximating the reachable sets of dynamical systems is a fundamental problem in safety verification and robust control synthesis. The representation of these sets is a key factor that affects the computational complexity and the…

Systems and Control · Electrical Eng. & Systems 2023-05-17 Taha Entesari , Mahyar Fazlyab

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…

Systems and Control · Electrical Eng. & Systems 2021-09-17 Bineet Ghosh , Parasara Sridhar Duggirala

Recent research in decision theoretic planning has focussed on making the solution of Markov decision processes (MDPs) more feasible. We develop a family of algorithms for structured reachability analysis of MDPs that are suitable when an…

Artificial Intelligence · Computer Science 2013-04-24 Craig Boutilier , Ronen I. Brafman , Christopher W. Geib

Temporal networks are a class of time-varying networks, which change their topology according to a given time-ordered sequence of static networks (known as subsystems). This paper investigates the reachability and controllability of…

Systems and Control · Electrical Eng. & Systems 2024-05-27 Yuan Zhang , Yuanqing Xia , Long Wang