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We consider generalized definitions of mixing and exactness for random dynamical systems in terms of Markov operator cocycles. We first give six fundamental definitions of mixing for Markov operator cocycles in view of observations of the…

Dynamical Systems · Mathematics 2022-03-30 Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

Euclidean Markov decision processes are a powerful tool for modeling control problems under uncertainty over continuous domains. Finite state imprecise, Markov decision processes can be used to approximate the behavior of these infinite…

Artificial Intelligence · Computer Science 2020-06-29 Manfred Jaeger , Giorgio Bacci , Giovanni Bacci , Kim Guldstrand Larsen , Peter Gjøl Jensen

This paper introduces the abstraction of max-plus linear (MPL) systems via predicates. Predicates are automatically selected from system matrix, as well as from the specifications under consideration. We focus on verifying time-difference…

Logic in Computer Science · Computer Science 2019-07-09 Muhammad Syifa'ul Mufid , Dieky Adzkiya , Alessandro Abate

Estimating the transition dynamics of controlled Markov chains is crucial in fields such as time series analysis, reinforcement learning, and system exploration. Traditional non-parametric density estimation methods often assume independent…

Statistics Theory · Mathematics 2025-05-21 Imon Banerjee , Vinayak Rao , Harsha Honnappa

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…

Dynamical Systems · Mathematics 2011-09-19 András Bátkai , Istvan Z. Kiss , Eszter Sikolya , Péter L. Simon

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

We study the approximation of a Markov chain on a reduced state space, for both discrete- and continuous-time Markov chains. In this context, we extend the existing theory of formal error bounds for the approximated transient distributions.…

Probability · Mathematics 2025-02-12 Fabian Michel , Markus Siegle

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

Optimization and Control · Mathematics 2012-05-18 Serdar Yüksel , Sean P. Meyn

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

We introduce a framework for the control of discrete-time switched stochastic systems with uncertain distributions. In particular, we consider stochastic dynamics with additive noise whose distribution lies in an ambiguity set of…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Ibon Gracia , Dimitris Boskos , Morteza Lahijanian , Luca Laurenti , Manuel Mazo

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

Optimization and Control · Mathematics 2013-08-12 Péter Koltai , Alexander Volf

Multi-objective probabilistic model checking is a powerful technique for verifying stochastic systems against multiple (potentially conflicting) properties. To enhance the trustworthiness and explainability of model checking tools, we…

Logic in Computer Science · Computer Science 2025-08-26 Christel Baier , Calvin Chau , Volodymyr Drobitko , Simon Jantsch , Sascha Klüppelholz

Discrete-time Markov Chains (MCs) and Markov Decision Processes (MDPs) are two standard formalisms in system analysis. Their main associated quantitative objectives are hitting probabilities, discounted sum, and mean payoff. Although there…

Data Structures and Algorithms · Computer Science 2020-04-21 Ali Asadi , Krishnendu Chatterjee , Amir Kafshdar Goharshady , Kiarash Mohammadi , Andreas Pavlogiannis

Many state of the art methods for the thermodynamic and kinetic characterization of large and complex biomolecular systems by simulation rely on ensemble approaches, where data from large numbers of relatively short trajectories are…

Data Analysis, Statistics and Probability · Physics 2017-04-05 Feliks Nüske , Hao Wu , Jan-Hendrik Prinz , Christoph Wehmeyer , Cecilia Clementi , Frank Noé

We consider the problem of fitting variational posterior approximations using stochastic optimization methods. The performance of these approximations depends on (1) how well the variational family matches the true posterior…

We investigate the parameter recovery of Markov-switching ordinary differential processes from discrete observations, where the differential equations are nonlinear additive models. This framework has been widely applied in biological…

Methodology · Statistics 2025-01-03 Katherine Tsai , Mladen Kolar , Sanmi Koyejo

We revisit the classical problem of approximating a stochastic differential equation by a discrete-time and discrete-space Markov chain. Our construction iterates Caratheodory's theorem over time to match the moments of the increments…

Probability · Mathematics 2021-11-08 Francesco Cosentino , Harald Oberhauser , Alessandro Abate

We present a novel approach for generalizing the IC3 algorithm for invariant checking from finite-state to infinite-state transition systems, expressed over some background theories. The procedure is based on a tight integration of IC3 with…

Logic in Computer Science · Computer Science 2013-10-28 Alessandro Cimatti , Alberto Griggio , Sergio Mover , Stefano Tonetta
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