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We consider Markov decision processes where the state of the chain is only given at chosen observation times and of a cost. Optimal strategies involve the optimisation of observation times as well as the subsequent action values. We…

Optimization and Control · Mathematics 2025-03-27 Christoph Reisinger , Jonathan Tam

The simplest, and most common, stochastic model for population processes, including those from biochemistry and cell biology, are continuous time Markov chains. Simulation of such models is often relatively straightforward as there are…

Probability · Mathematics 2012-03-01 David F. Anderson , Masanori Koyama

We consider controller synthesis for stochastic and partially unknown environments in which safety is essential. Specifically, we abstract the problem as a Markov decision process in which the expected performance is measured using a cost…

Software Engineering · Computer Science 2015-10-21 Sebastian Junges , Nils Jansen , Christian Dehnert , Ufuk Topcu , Joost-Pieter Katoen

Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…

Probability · Mathematics 2024-04-03 Karim Abbas , Joost Berkhout , Bernd Heidergott

Markov chain methods are remarkably successful in computational physics, machine learning, and combinatorial optimization. The cost of such methods often reduces to the mixing time, i.e., the time required to reach the steady state of the…

Quantum Physics · Physics 2018-11-15 Davide Orsucci , Hans J. Briegel , Vedran Dunjko

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

Besides the different approaches suggested in the literature, accurate estimation of the order of a Markov chain from a given symbol sequence is an open issue, especially when the order is moderately large. Here, parametric significance…

Methodology · Statistics 2015-11-10 Maria Papapetrou , Dimitris Kugiumtzis

In this paper, we study the parameter synthesis problem for a class of parametric timed automata. The problem asks to construct the set of valuations of the parameters in the parametric timed automa- ton, referred to as the feasible region,…

Formal Languages and Automata Theory · Computer Science 2018-09-24 Liyun Dai , Taolue Chen , Zhiming Liu , Bican Xia , Naijun Zhan , Kim G. Larsen

In systems of programmable matter, we are given a collection of simple computation elements (or particles) with limited (constant-size) memory. We are interested in when they can self-organize to solve system-wide problems of movement,…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-27 Sarah Cannon , Joshua J. Daymude , Dana Randall , Andréa W. Richa

We address the safety verification and synthesis problems for real-time systems. We introduce real-time programs that are made of instructions that can perform assignments to discrete and real-valued variables. They are general enough to…

Formal Languages and Automata Theory · Computer Science 2020-07-24 Franck Cassez , Peter Gjøl Jensen , Kim Guldstrand Larsen

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

This paper considers robust Markov decision processes under parametric transition distributions. We assume that the true transition distribution is uniquely specified by some parametric distribution, and explicitly enforce that the…

Optimization and Control · Mathematics 2022-11-24 Ben Black , Trivikram Dokka , Christopher Kirkbride

This paper proposes various new analysis techniques for Bayes networks in which conditional probability tables (CPTs) may contain symbolic variables. The key idea is to exploit scalable and powerful techniques for synthesis problems in…

Artificial Intelligence · Computer Science 2022-08-17 Bahare Salmani , Joost-Pieter Katoen

In parametric lock-sharing systems processes can spawn new processes to run in parallel, and can create new locks. The behavior of every process is given by a pushdown automaton. We consider infinite behaviors of such systems under strong…

Logic in Computer Science · Computer Science 2023-07-12 Corto Mascle , Anca Muscholl , Igor Walukiewicz

We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…

Data Analysis, Statistics and Probability · Physics 2016-03-23 Pedro Lencastre , Frank Raischel , Tim Rogers , Pedro G. Lind

Many problems in computing, service, and manufacturing systems can be modeled via infinite repeating Markov chains with an infinite number of levels and a finite number of phases. Many such chains are quasi-birth-death processes (QBDs) with…

Probability · Mathematics 2015-10-13 Sherwin Doroudi , Brian Fralix , Mor Harchol-Balter

Despite the advances in probabilistic model checking, the scalability of the verification methods remains limited. In particular, the state space often becomes extremely large when instantiating parameterized Markov decision processes…

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Reversibility is a key property of Markov chains, central to algorithms such as Metropolis-Hastings and other MCMC methods. Yet many applications yield non-reversible chains, motivating the problem of approximating them by reversible ones…

Numerical Analysis · Mathematics 2026-02-27 Stefano Cipolla , Fabio Durastante , Miryam Gnazzo , Beatrice Meini

A wide class of ``counting'' problems have been studied in Computer Science. Three typical examples are the estimation of - (i) the permanent of an $n\times n$ 0-1 matrix, (ii) the partition function of certain $n-$ particle Statistical…

Probability · Mathematics 2007-05-23 Ravi Kannan