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Stochastic model-predictive control (SMPC) has evolved to a powerful framework for the control of stochastic dynamical systems. SMPC utilizes a probabilistic uncertainty description to provide a systematic trade-off between the control…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Bendegúz Györök , Roland Tóth , Maarten Schoukens , Tamás Péni

We introduce feedback-control statistical system checking (FC-SSC), a new approach to statistical model checking that exploits principles of feedback-control for the analysis of cyber-physical systems (CPS). FC-SSC uses stochastic system…

Systems and Control · Computer Science 2015-06-15 Kenan Kalajdzic , Cyrille Jegourel , Ezio Bartocci , Axel Legay , Scott A. Smolka , Radu Grosu

Parametric model checking (PMC) computes algebraic formulae that express key non-functional properties of a system (reliability, performance, etc.) as rational functions of the system and environment parameters. In software engineering, PMC…

Software Engineering · Computer Science 2021-02-03 Xinwei Fang , Radu Calinescu , Simos Gerasimou , Faisal Alhwikem

Parametric Markov chains (pMC) are used to model probabilistic systems with unknown or partially known probabilities. Although (universal) pMC verification for reachability properties is known to be coETR-complete, there have been efforts…

Logic in Computer Science · Computer Science 2025-04-29 Kasper Engelen , Guillermo A. Pérez , Shrisha Rao

Stochastic branching processes are a classical model for describing random trees, which have applications in numerous fields including biology, physics, and natural language processing. In particular, they have recently been proposed to…

Logic in Computer Science · Computer Science 2012-06-07 Taolue Chen , Klaus Dräger , Stefan Kiefer

Many embedded and real-time systems have a inherent probabilistic behaviour (sensors data, unreliable hardware,...). In that context, it is crucial to evaluate system properties such as "the probability that a particular hardware fails".…

Software Engineering · Computer Science 2015-09-22 Van Chan Ngo , Axel Legay , Jean Quilbeuf

We present an efficient parametric model checking (PMC) technique for the analysis of software performability, i.e., of the performance and dependability properties of software systems. The new PMC technique works by automatically…

Logic in Computer Science · Computer Science 2022-10-25 Xinwei Fang , Radu Calinescu , Simos Gerasimou , Faisal Alhwikem

This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…

Optimization and Control · Mathematics 2019-01-09 V. Rostampour , T. Keviczky

Approaches for stochastic nonlinear model predictive control (SNMPC) typically make restrictive assumptions about the system dynamics and rely on approximations to characterize the evolution of the underlying uncertainty distributions. For…

Robotics · Computer Science 2023-09-14 Adam Polevoy , Marin Kobilarov , Joseph Moore

We investigate the Probably Approximately Correct (PAC) property of scenario decision algorithms, which refers to their ability to produce decisions with an arbitrarily low risk of violating unknown safety constraints, provided a sufficient…

Machine Learning · Computer Science 2025-08-28 Guillaume O. Berger , Raphaël M. Jungers

Many important properties of cyber-physical systems (CPS) are defined upon the relationship between multiple executions simultaneously in continuous time. Examples include probabilistic fairness and sensitivity to modeling errors (i.e.,…

Logic in Computer Science · Computer Science 2019-08-07 Yu Wang , Mojtaba Zarei , Borzoo Bonakdarpour , Miroslav Pajic

We present a learning model predictive control (MPC) scheme for chance-constrained Markov jump systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…

Optimization and Control · Mathematics 2023-01-06 Mathijs Schuurmans , Panagiotis Patrinos

In this paper, we address the stochastic MPC (SMPC) problem for linear systems, subject to chance state constraints and hard input constraints, under unknown noise distribution. First, we reformulate the chance state constraints as…

Systems and Control · Electrical Eng. & Systems 2022-04-05 Charis Stamouli , Anastasios Tsiamis , Manfred Morari , George J. Pappas

This paper offers a survey of uppaalsmc, a major extension of the real-time verification tool uppaal. uppaalsmc allows for the efficient analysis of performance properties of networks of priced timed automata under a natural stochastic…

Logic in Computer Science · Computer Science 2012-07-06 Peter Bulychev , Alexandre David , Kim Gulstrand Larsen , Marius Mikučionis , Danny Bøgsted Poulsen , Axel Legay , Zheng Wang

Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…

Probability · Mathematics 2017-06-22 Thomas Krak , Jasper De Bock , Arno Siebes

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

Machine Learning · Computer Science 2025-12-05 Hany Abdulsamad , Sahel Iqbal , Simo Särkkä

Parametric verification of linear temporal properties for stochastic models can be expressed as computing the satisfaction probability of a certain property as a function of the parameters of the model. Smoothed model checking (smMC) aims…

Machine Learning · Computer Science 2023-04-07 Luca Bortolussi , Francesca Cairoli , Ginevra Carbone , Paolo Pulcini

Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…

Optimization and Control · Mathematics 2020-01-03 Chao Shang , Fengqi You

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…