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In this paper we propose augmented interval Markov chains (AIMCs): a generalisation of the familiar interval Markov chains (IMCs) where uncertain transition probabilities are in addition allowed to depend on one another. This new model…

Computational Complexity · Computer Science 2017-01-12 Ventsislav Chonev

This paper studies parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a finite set of parameters. Fixing values for all parameters…

Logic in Computer Science · Computer Science 2019-04-03 Tobias Winkler , Sebastian Junges , Guillermo A. Pérez , Joost-Pieter Katoen

Interval Markov chains extend classical Markov chains with the possibility to describe transition probabilities using intervals, rather than exact values. While the standard formulation of interval Markov chains features closed intervals,…

Logic in Computer Science · Computer Science 2018-09-25 Jeremy Sproston

This article presents the complexity of reachability decision problems for parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a…

Logic in Computer Science · Computer Science 2020-09-29 Sebastian Junges , Joost-Pieter Katoen , Guillermo A. Pérez , Tobias Winkler

Parametric Markov chains (pMCs) are Markov chains (MCs) with symbolic probabilities. A pMC encodes a family of MCs, where each member is obtained by replacing parameters with constants. The parameters allow encoding dependencies between…

Logic in Computer Science · Computer Science 2025-08-05 Linus Heck , Tim Quatmann , Jip Spel , Joost-Pieter Katoen , Sebastian Junges

Parametric Markov chains have been introduced as a model for families of stochastic systems that rely on the same graph structure, but differ in the concrete transition probabilities. The latter are specified by polynomial constraints for…

Logic in Computer Science · Computer Science 2017-09-08 Lisa Hutschenreiter , Christel Baier , Joachim Klein

Interactive Markov chains (IMC) are compositional behavioural models extending labelled transition systems and continuous-time Markov chains. We provide a framework and algorithms for compositional verification and optimization of IMC with…

Logic in Computer Science · Computer Science 2013-12-05 Holger Hermanns , Jan Krčál , Jan Křetínský

We derive an algorithm to compute satisfiability bounds for arbitrary {\omega}-regular properties in an Interval-valued Markov Chain (IMC) interpreted in the adversarial sense. IMCs generalize regular Markov Chains by assigning a range of…

Systems and Control · Computer Science 2018-09-18 Maxence Dutreix , Samuel Coogan

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…

Logic in Computer Science · Computer Science 2018-06-14 Sebastian Arming , Ezio Bartocci , Krishnendu Chatterjee , Joost-Pieter Katoen , Ana Sokolova

We present a novel method for computing reachability probabilities of parametric discrete-time Markov chains whose transition probabilities are fractions of polynomials over a set of parameters. Our algorithm is based on two key…

Software Engineering · Computer Science 2014-03-28 Nils Jansen , Florian Corzilius , Matthias Volk , Ralf Wimmer , Erika Ábrahám , Joost-Pieter Katoen , Bernd Becker

We study the computation of lower and upper probabilities of hitting a target set of states for imprecise Markov chains, where transition uncertainty is modelled by a convex set of transition matrices. In the precise case, hitting…

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

Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…

Probability · Mathematics 2017-06-22 Thomas Krak , Jasper De Bock , Arno Siebes

Suitable reachability conditions can make two different fixed point semantics of a transition system coincide. For instance, the total and partial expected reward semantics on Markov chains (MCs) coincide whenever the MC at hand is almost…

Logic in Computer Science · Computer Science 2025-09-08 Mayuko Kori , Kazuki Watanabe , Jurriaan Rot

We propose a new abstract formalism for probabilistic timed systems, Parametric Interval Probabilistic Timed Automata, based on an extension of Parametric Timed Automata and Interval Markov Chains. In this context, we consider the…

Formal Languages and Automata Theory · Computer Science 2019-06-13 Étienne André , Benoît Delahaye , Paulin Fournier

Verification of infinite-state Markov chains is still a challenge despite several fruitful numerical or statistical approaches. For decisive Markov chains, there is a simple numerical algorithm that frames the reachability probability as…

Logic in Computer Science · Computer Science 2024-09-30 Benoît Barbot , Patricia Bouyer , Serge Haddad

Continuous-time Markov chains (CTMCs) are popular modeling formalism that constitutes the underlying semantics for real-time probabilistic systems such as queuing networks, stochastic process algebras, and calculi for systems biology. Prism…

Machine Learning · Computer Science 2023-02-20 Giovanni Bacci , Anna Ingólfsdóttir , Kim G. Larsen , Raphaël Reynouard

Parametric Markov chains (pMC) are used to model probabilistic systems with unknown or partially known probabilities. Although (universal) pMC verification for reachability properties is known to be coETR-complete, there have been efforts…

Logic in Computer Science · Computer Science 2025-04-29 Kasper Engelen , Guillermo A. Pérez , Shrisha Rao

Computing optimal conditional reachability probabilities in Markov decision processes (MDPs) is tractable by a reduction to reachability probabilities. Yet, this reduction yields cyclic, challenging MDPs that are often notoriously hard to…

Logic in Computer Science · Computer Science 2026-05-14 Milan Češka , Sebastian Junges , Luko van der Maas , Filip Macák , Tim Quatmann

We employ uncertain parametric CTMCs with parametric transition rates and a prior on the parameter values. The prior encodes uncertainty about the actual transition rates, while the parameters allow dependencies between transition rates.…

Logic in Computer Science · Computer Science 2022-12-08 Thom S. Badings , Nils Jansen , Sebastian Junges , Marielle Stoelinga , Matthias Volk

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Kush Grover , Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger
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