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Deterministic Markov Decision Processes (DMDPs) are a mathematical framework for decision-making where the outcomes and future possible actions are deterministically determined by the current action taken. DMDPs can be viewed as a finite…

Artificial Intelligence · Computer Science 2025-06-17 Ali Asadi , Krishnendu Chatterjee , Jakob de Raaij

We consider discrete-time Markov decision processes in which the decision maker is interested in long but finite horizons. First we consider reachability objective: the decision maker's goal is to reach a specific target state with the…

Optimization and Control · Mathematics 2019-11-14 Galit Ashkenazi-Golan , János Flesch , Arkadi Predtetchinski , Eilon Solan

Markov automata (MAs) extend labelled transition systems with random delays and probabilistic branching. Action-labelled transitions are instantaneous and yield a distribution over states, whereas timed transitions impose a random delay…

Logic in Computer Science · Computer Science 2015-07-01 Dennis Guck , Hassan Hatefi , Holger Hermanns , Joost-Pieter Katoen , Mark Timmer

A fundamental assumption in classical mechanism design is that buyers are perfect optimizers. However, in practice, buyers may be limited by their computational capabilities or a lack of information, and may not be able to perfectly…

Theoretical Economics · Economics 2022-03-28 Santiago Balseiro , Omar Besbes , Francisco Castro

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

Reachability analysis is a formal method to guarantee safety of dynamical systems under the influence of uncertainties. A substantial bottleneck of all reachability algorithms is the necessity to adequately tune specific algorithm…

Numerical Analysis · Mathematics 2024-02-23 Mark Wetzlinger , Niklas Kochdumper , Stanley Bak , Matthias Althoff

We provide the first solution for model-free reinforcement learning of {\omega}-regular objectives for Markov decision processes (MDPs). We present a constructive reduction from the almost-sure satisfaction of {\omega}-regular objectives to…

Logic in Computer Science · Computer Science 2018-10-03 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

Partially observable Markov decision processes (POMDPs) provide a modeling framework for a variety of sequential decision making under uncertainty scenarios in artificial intelligence (AI). Since the states are not directly observable in a…

Systems and Control · Computer Science 2019-05-21 Mohamadreza Ahmadi , Nils Jansen , Bo Wu , Ufuk Topcu

We consider the maximal reach-avoid probability to a target in finite horizon for semi-Markov decision processes with time-varying obstacles. Since the variance of the obstacle set, the model \eqref{Model} is non-homogeneous. To overcome…

Probability · Mathematics 2025-05-06 Yanyun Li , Xianping Guo

The recent empirical success of unsupervised cross-domain mapping algorithms, between two domains that share common characteristics, is not well-supported by theoretical justifications. This lacuna is especially troubling, given the clear…

Machine Learning · Computer Science 2020-11-03 Tomer Galanti , Sagie Benaim , Lior Wolf

An irreducible stochastic matrix with rational entries has a stationary distribution given by a vector of rational numbers. We give an upper bound on the lowest common denominator of the entries of this vector. Bounds of this kind are used…

Combinatorics · Mathematics 2021-09-13 Mateusz Skomra

Markov chains and Markov decision processes (MDPs) are well-established probabilistic models. While finite Markov models are well-understood, analysing their infinite counterparts remains a significant challenge. Decisiveness has proven to…

Logic in Computer Science · Computer Science 2025-04-23 Nathalie Bertrand , Patricia Bouyer , Thomas Brihaye , Paulin Fournier , Pierre Vandenhove

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

Probabilistic hyperproperties describe probabilistic relations between multiple sets of executions in a stochastic system. Prominent examples include information-theoretic characterizations of security and privacy policies. However, model…

Logic in Computer Science · Computer Science 2026-04-09 Lina Gerlach , Tobias Winkler , Erika Ábrahám , Borzoo Bonakdarpour , Sebastian Junges

We study the optimal transport problem for pairs of stationary finite-state Markov chains, with an emphasis on the computation of optimal transition couplings. Transition couplings are a constrained family of transport plans that capture…

Optimization and Control · Mathematics 2021-09-20 Kevin O'Connor , Kevin McGoff , Andrew B. Nobel

Computing reachability probabilities is at the heart of probabilistic model checking. All model checkers compute these probabilities in an iterative fashion using value iteration. This technique approximates a fixed point from below by…

Logic in Computer Science · Computer Science 2018-04-16 Tim Quatmann , Joost-Pieter Katoen

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

Statistical model checking (SMC) is a technique for analysis of probabilistic systems that may be (partially) unknown. We present an SMC algorithm for (unbounded) reachability yielding probably approximately correct (PAC) guarantees on the…

Systems and Control · Computer Science 2021-02-02 Pranav Ashok , Jan Křetínský , Maximilian Weininger

Model checking undiscounted reachability and expected-reward properties on Markov decision processes (MDPs) is key for the verification of systems that act under uncertainty. Popular algorithms are policy iteration and variants of value…

Logic in Computer Science · Computer Science 2023-01-25 Arnd Hartmanns , Sebastian Junges , Tim Quatmann , Maximilian Weininger

We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for…

Optimization and Control · Mathematics 2013-04-09 D. Goreac
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