Related papers: When are Stochastic Transition Systems Tameable?
This paper introduces a general approach for synthesizing procedural models of the state-transitions of a given discrete system. The approach is general in that it accepts different target languages for modeling the state-transitions of a…
Stochastic Reaction Networks (SRNs) are a fundamental modeling framework for systems ranging from chemical kinetics and epidemiology to ecological and synthetic biological processes. A central computational challenge is the estimation of…
This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…
We consider parametric version of fixed-delay continuous-time Markov chains (or equivalently deterministic and stochastic Petri nets, DSPN) where fixed-delay transitions are specified by parameters, rather than concrete values. Our goal is…
In this paper we study various properties of finite stochastic systems or hidden Markov chains as they are alternatively called. We discuss their construction following different approaches and we also derive recursive filtering formulas…
We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the…
In this brief note, we investigate some constructions of Lyapunov functions for stochastic discrete-time stabilizable dynamical systems, in other words, controlled Markov chains. The main question here is whether a Lyapunov function in some…
Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…
We introduce stochastic decision Petri nets (SDPNs), which are a form of stochastic Petri nets equipped with rewards and a control mechanism via the deactivation of controllable transitions. Such nets can be translated into Markov decision…
Estimating the transition dynamics of controlled Markov chains is crucial in fields such as time series analysis, reinforcement learning, and system exploration. Traditional non-parametric density estimation methods often assume independent…
Algorithmic stability is a central concept in statistics and learning theory that measures how sensitive an algorithm's output is to small changes in the training data. Stability plays a crucial role in understanding generalization,…
Quantitative properties of stochastic systems are usually specified in logics that allow one to compare the measure of executions satisfying certain temporal properties with thresholds. The model checking problem for stochastic systems with…
Markov chains have been widely employed as a fundamental model in the studies of probabilistic and stochastic communicating and concurrent systems. It is well-understood that decomposition techniques play a key role in reachability analysis…
The conventional perspective on Markov chains considers decision problems concerning the probabilities of temporal properties being satisfied by traces of visited states. However, consider the following query made of a stochastic system…
The well-quasi-ordering (i.e., a well-founded quasi-ordering such that all antichains are finite) that defines well-structured transition systems (WSTS) is shown not to be the weakest hypothesis that implies decidability of the coverability…
Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…
We propose a new approach to apply the chaining technique in conjunction with information-theoretic measures to bound the generalization error of machine learning algorithms. Different from the deterministic chaining approach based on…
Markov chain analysis is a key technique in formal verification. A practical obstacle is that all probabilities in Markov models need to be known. However, system quantities such as failure rates or packet loss ratios, etc. are often not --…
We study the complexity of central controller synthesis problems for finite-state Markov decision processes, where the objective is to optimize both the expected mean-payoff performance of the system and its stability. We argue that the…
With the increasing ubiquity of safety-critical autonomous systems operating in uncertain environments, there is a need for mathematical methods for formal verification of stochastic models. Towards formally verifying properties of…