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Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…

Systems and Control · Computer Science 2018-11-29 Sofie Haesaert , Sadegh Soudjani

Within the framework of probably approximately correct Markov decision processes (PAC-MDP), much theoretical work has focused on methods to attain near optimality after a relatively long period of learning and exploration. However,…

Artificial Intelligence · Computer Science 2016-04-06 Kenji Kawaguchi

We study the verification of a finite continuous-time Markov chain (CTMC) C against a linear real-time specification given as a deterministic timed automaton (DTA) A with finite or Muller acceptance conditions. The central question that we…

Logic in Computer Science · Computer Science 2015-07-01 Taolue Chen , Tingting Han , Joost-Pieter Katoen , Alexandru Mereacre

For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…

Probability · Mathematics 2024-10-01 Takashi Kamihigashi , John Stachurski

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

We introduce a general methodology for quantitative model checking and control synthesis with supermartingale certificates. We show that every specification that is invariant to time shifts admits a stochastic invariant that bounds its…

Logic in Computer Science · Computer Science 2025-04-08 Alessandro Abate , Mirco Giacobbe , Diptarko Roy

Providing finite-time probabilistic safety and reach-avoid guarantees is crucial for safety-critical stochastic systems. Existing state-of-the-art barrier methods often rely on a restrictive boundedness assumption for auxiliary functions,…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Bai Xue , Luke Ong , Dominik Wagner , Peixin Wang

A method is proposed to identify target states that optimize a metastability index amongst a set of trial states and use these target states as milestones (or core sets) to build Markov State Models (MSMs). If the optimized metastability…

Statistical Mechanics · Physics 2016-08-03 Enrico Guarnera , Eric Vanden-Eijnden

In this paper we study reachability verification problems of stochastic discrete-time dynamical systems over the infinite time horizon. The reachability verification of interest in this paper is to certify specified lower and upper bounds…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Bai Xue

This work investigates the almost sure stabilization of a class of regime-switching systems based on discrete-time observations of both continuous and discrete components. It develops Shao's work [SIAM J. Control Optim., 55(2017), pp.…

Probability · Mathematics 2018-09-11 Jinghai Shao , Fubao Xi

Motivated by applications arising in networked systems, this work examines controlled regime-switching systems that stem from a mean-variance formulation. A main point is that the switching process is a hidden Markov chain. An additional…

Optimization and Control · Mathematics 2014-01-21 Zhixin Yang , George Yin , Qing Zhang

Exact approximations of Markov chain Monte Carlo (MCMC) algorithms are a general emerging class of sampling algorithms. One of the main ideas behind exact approximations consists of replacing intractable quantities required to run standard…

Computation · Statistics 2015-10-30 Christophe Andrieu , Matti Vihola

The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…

Probability · Mathematics 2022-01-04 Céline Comte

Recently, there have been efforts towards understanding the sampling behaviour of event-triggered control (ETC), for obtaining metrics on its sampling performance and predicting its sampling patterns. Finite-state abstractions, capturing…

Systems and Control · Electrical Eng. & Systems 2022-06-09 Giannis Delimpaltadakis , Luca Laurenti , Manuel Mazo

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

Markov decision processes are a ubiquitous formalism for modelling systems with non-deterministic and probabilistic behavior. Verification of these models is subject to the famous state space explosion problem. We alleviate this problem by…

Artificial Intelligence · Computer Science 2022-06-07 Sebastian Junges , Matthijs T. J. Spaan

A syntactic model is presented for the specification of finite-state synchronous digital logic systems with complex input/output interfaces, which control the flow of data between opaque computational elements, and for the composition of…

Logic in Computer Science · Computer Science 2023-02-02 Nick Mertin , K. Ritsuka , Karen Rudie

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

We consider a Markov process in continuous time with a finite number of discrete states. The time-dependent probabilities of being in any state of the Markov chain are governed by a set of ordinary differential equations, whose dimension…

Optimization and Control · Mathematics 2014-10-31 Fernando Lopez-Caamal , Tatiana T. Marquez-Lago

Parametric models abstract part of the specification of dynamical models by integral parameters. They are for example used in computational systems biology, notably with parametric regulatory networks, which specify the global architecture…

Logic in Computer Science · Computer Science 2018-11-30 Stefan Haar , Juraj Kolčák , Loïc Paulevé