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The design of provably correct controllers for continuous-state stochastic systems crucially depends on approximate finite-state abstractions and their accuracy quantification. For this quantification, one generally uses approximate…

Systems and Control · Electrical Eng. & Systems 2022-01-17 B. C. van Huijgevoort , S. Haesaert

The formal verification and controller synthesis for Markov decision processes that evolve over uncountable state spaces are computationally hard and thus generally rely on the use of approximations. In this work, we consider the…

Systems and Control · Computer Science 2018-11-28 Sofie Haesaert , Sadegh Soudjani , Alessandro Abate

This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop a simple agent-based model for a stock market where the agents are traders equipped with simple…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 James Aspnes , David F. Fischer , Michael J. Fischer , Ming-Yang Kao , Alok Kumar

We analyse the stochastic comparison of interacting particle systems allowing for multiple arrivals, departures and non-conservative jumps of individuals between sites. That is, if $k$ individuals leave site $x$ for site $y$, a possibly…

Probability · Mathematics 2025-04-07 Raúl Gouet , F. Javier López , Gerardo Sanz

Population protocols are a model for distributed computing that is focused on simplicity and robustness. A system of $n$ identical agents (finite state machines) performs a global task like electing a unique leader or determining the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-08-24 Petra Berenbrink , Robert Elsässer , Tom Friedetzky , Dominik Kaaser , Peter Kling , Tomasz Radzik

We study planning problems where autonomous agents operate inside environments that are subject to uncertainties and not fully observable. Partially observable Markov decision processes (POMDPs) are a natural formal model to capture such…

Artificial Intelligence · Computer Science 2018-02-28 Steven Carr , Nils Jansen , Ralf Wimmer , Jie Fu , Ufuk Topcu

Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves solving a set of linear equations. In most cases of interest, the number of equations is infinite or too large, and the equations cannot be solved…

Probability · Mathematics 2020-08-25 Juan Kuntz , Philipp Thomas , Guy-Bart Stan , Mauricio Barahona

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

Statistical Mechanics · Physics 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

Social choice theory is the study of preference aggregation across a population, used both in mechanism design for human agents and in the democratic alignment of language models. In this study, we propose the representative social choice…

Machine Learning · Computer Science 2025-11-03 Tianyi Qiu

The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in various contexts. Here we propose a generative model to capture the dynamics of survival analysis,…

Physics and Society · Physics 2015-09-30 Trevor Fenner , Mark Levene , George Loizou

Model checking has been successfully applied to verification of computer hardware and software, communication systems and even biological systems. In this paper, we further push the boundary of its applications and show that it can be…

Quantum Physics · Physics 2019-02-11 Ji Guan , Yuan Feng , Andrea Turrini , Mingsheng Ying

A dynamical model of an ecological community is analyzed within a "mean-field approximation" in which one of the species interacts with the combination of all of the other species in the community. Within this approximation the model may be…

Adaptation and Self-Organizing Systems · Physics 2009-10-31 Alan McKane , David Alonso , Ricard V. Sole

Tau leaping is a popular method for performing fast approximate simulation of certain continuous time Markov chain models typically found in chemistry and biochemistry. This method is known to perform well when the transition rates satisfy…

Probability · Mathematics 2025-12-09 Ross McVinish , Liam Hodgkinson

We consider the problem of computing the satisfaction probability of a formula for stochastic models with parametric uncertainty. We show that this satisfaction probability is a smooth function of the model parameters. This enables us to…

Logic in Computer Science · Computer Science 2014-10-23 Luca Bortolussi , Dimitrios Milios , Guido Sanguinetti

We study a density-dependent Markov jump process describing a population where each individual is characterized by a type, and reproduces at rates depending both on its type and on the population type distribution. We are interested in the…

Probability · Mathematics 2026-02-26 Madeleine Kubasch

Density dependent Markov population processes with countably many types can often be well approximated over finite time intervals by the solution of the differential equations that describe their average drift, provided that the total…

Probability · Mathematics 2014-06-05 A. D. Barbour , Malwina Luczak

Probabilistic Cellular Automata are a generalization of Cellular Automata. Despite their simple definition, they exhibit fascinating and complex behaviours. The stationary behaviour of these models changes when model parameters are varied,…

Cellular Automata and Lattice Gases · Physics 2024-08-20 E. N. M. Cirillo , G. Lancia , C. Spitoni

Many of society's most pressing challenges, from pandemic response to supply chain disruptions to climate adaptation, emerge from the collective behavior of millions of autonomous agents making decisions over time. Large Population Models…

Multiagent Systems · Computer Science 2025-07-15 Ayush Chopra

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

The use of stochastic models, in effect piecewise deterministic Markov processes (PDMP), has become increasingly popular especially for the modeling of chemical reactions and cell biophysics. Yet, exact simulation methods, for the…

Numerical Analysis · Mathematics 2015-04-28 Romain Veltz
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