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The goal of this paper is to study the Moderate Deviation Principle (MDP) for a system of stochastic reaction-diffusion equations with a time-scale separation in slow and fast components and small noise in the slow component. Based on weak…

Probability · Mathematics 2022-02-03 Ioannis Gasteratos , Michael Salins , Konstantinos Spiliopoulos

Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Simon Muntwiler , Kim P. Wabersich , Lukas Hewing , Melanie N. Zeilinger

This article is concerned with a data-driven divide-and-conquer strategy to construct symbolic abstractions for interconnected control networks with unknown mathematical models. We employ a notion of alternating bisimulation functions (ABF)…

Systems and Control · Electrical Eng. & Systems 2023-09-15 Abolfazl Lavaei

Discrete-time stochastic systems with continuous spaces are hard to verify and control, even with MDP abstractions due to the curse of dimensionality. We propose an abstraction-based framework with robust dynamic programming mappings that…

Systems and Control · Electrical Eng. & Systems 2026-05-13 Ruohan Wang , Siyuan Liu , Zhiyong Sun , Sofie Haesaert

We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the convex hull of unknown generating kernels. We utilize the…

Optimization and Control · Mathematics 2026-05-28 Mengmeng Li , Yifan Hu , Daniel Kuhn , Yan Li

This paper presents two new approaches to decomposing and solving large Markov decision problems (MDPs), a partial decoupling method and a complete decoupling method. In these approaches, a large, stochastic decision problem is divided into…

Artificial Intelligence · Computer Science 2013-02-01 Ron Parr

We present metrics for measuring the similarity of states in a finite Markov decision process (MDP). The formulation of our metrics is based on the notion of bisimulation for MDPs, with an aim towards solving discounted infinite horizon…

Artificial Intelligence · Computer Science 2012-07-19 Norman Ferns , Prakash Panangaden , Doina Precup

This paper addresses the challenge of a particular class of noisy state observations in Markov Decision Processes (MDPs), a common issue in various real-world applications. We focus on modeling this uncertainty through a confusion matrix…

Machine Learning · Computer Science 2023-12-15 Amirhossein Afsharrad , Sanjay Lall

This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…

Optimization and Control · Mathematics 2016-09-01 Yinan Li , Jun Liu

Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs…

Artificial Intelligence · Computer Science 2020-01-22 Mohamadreza Ahmadi , Rangoli Sharan , Joel W. Burdick

The predominant knowledge-based approach to automated model construction, compositional modelling, employs a set of models of particular functional components. Its inference mechanism takes a scenario describing the constituent interacting…

Artificial Intelligence · Computer Science 2011-07-04 J. Keppens , Q. Shen

Stochastic domains often involve risk-averse decision makers. While recent work has focused on how to model risk in Markov decision processes using risk measures, it has not addressed the problem of solving large risk-averse formulations.…

Portfolio Management · Quantitative Finance 2012-10-19 Marek Petrik , Dharmashankar Subramanian

At the intersection of dynamical systems, control theory, and formal methods lies the construction of symbolic abstractions: these typically represent simpler, finite-state models whose behavior mimics that of an underlying concrete system…

Systems and Control · Electrical Eng. & Systems 2024-09-27 Rudi Coppola , Andrea Peruffo , Manuel Mazo

Designing large-scale control systems to satisfy complex specifications is hard in practice, as most formal methods are limited to systems of modest size. Contract theory has been proposed as a modular alternative to formal methods in…

Systems and Control · Electrical Eng. & Systems 2022-11-03 Miel Sharf , Bart Besselink , Karl Henrik Johansson

We study synthesis problems with constraints in partially observable Markov decision processes (POMDPs), where the objective is to compute a strategy for an agent that is guaranteed to satisfy certain safety and performance specifications.…

In this paper, we develop a Topological Approximate Dynamic Programming (TADP) method for planningin stochastic systems modeled as Markov Decision Processesto maximize the probability of satisfying high-level systemspecifications expressed…

Optimization and Control · Mathematics 2020-08-04 Lening Li , Jie Fu

Probabilistic automata constitute a versatile and elegant model for concurrent probabilistic systems. They are equipped with a compositional theory supporting abstraction, enabled by weak probabilistic bisimulation serving as the reference…

Formal Languages and Automata Theory · Computer Science 2015-07-01 Andrea Turrini , Holger Hermanns

The main focus of Hierarchical Reinforcement Learning (HRL) is studying how large Markov Decision Processes (MDPs) can be more efficiently solved when addressed in a modular way, by combining partial solutions computed for smaller subtasks.…

Machine Learning · Computer Science 2025-12-05 Roberto Cipollone , Luca Iocchi , Matteo Leonetti

A central task in control theory, artificial intelligence, and formal methods is to synthesize reward-maximizing strategies for agents that operate in partially unknown environments. In environments modeled by gray-box Markov decision…

Machine Learning · Computer Science 2023-04-25 Christel Baier , Clemens Dubslaff , Patrick Wienhöft , Stefan J. Kiebel

In this paper we propose an output-feedback Model Predictive Control (MPC) algorithm for linear discrete-time systems affected by a possibly unbounded additive noise and subject to probabilistic constraints. In case the noise distribution…

Systems and Control · Computer Science 2014-08-29 Marcello Farina , Luca Giulioni , Lalo Magni , Riccardo Scattolini