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Contextual stochastic optimization is an advanced methodology to model uncertainty in the presence of contextual information during decision planning processes. Although classical methodologies focus on minimizing the expectation of a…

Optimization and Control · Mathematics 2025-11-24 Man Yiu Tsang , Tony Sit , Hoi Ying Wong

The present work deals with quantitative two-phase reach-avoid problems on nonlinear control systems. This class of optimal control problem requires the plant's state to visit two (rather than one) target sets in succession while minimizing…

Optimization and Control · Mathematics 2021-02-09 Alexander Weber , Alexander Knoll

Neuro-symbolic approaches to artificial intelligence, which combine neural networks with classical symbolic techniques, are growing in prominence, necessitating formal approaches to reason about their correctness. We propose a novel…

Artificial Intelligence · Computer Science 2024-07-12 Rui Yan , Gabriel Santos , Gethin Norman , David Parker , Marta Kwiatkowska

We present a dynamic programming-based solution to the problem of maximizing the probability of attaining a target set before hitting a cemetery set for a discrete-time Markov control process. Under mild hypotheses we establish that there…

Optimization and Control · Mathematics 2011-01-18 Debasish Chatterjee , Eugenio Cinquemani , John Lygeros

Stochastic optimal control of dynamical systems is a crucial challenge in sequential decision-making. Recently, control-as-inference approaches have had considerable success, providing a viable risk-sensitive framework to address the…

Machine Learning · Computer Science 2023-12-22 Hany Abdulsamad , Sahel Iqbal , Adrien Corenflos , Simo Särkkä

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

The probabilistic reachability problems of nondeterministic systems are studied. Based on the existing studies, the definition of probabilistic reachable sets is generalized by taking into account time-varying target set and obstacle. A…

Systems and Control · Electrical Eng. & Systems 2021-08-10 Wei Liao , Taotao Liang , Xiaohui Wei , Qiaozhi Yin

In this paper, we develop approximate dynamic programming methods for stochastic systems modeled as Markov Decision Processes, given both soft performance criteria and hard constraints in a class of probabilistic temporal logic called…

Optimization and Control · Mathematics 2018-10-08 Lening Li , Jie Fu

In this paper, a novel computational technique for finite discrete approximation of continuous dynamical systems suitable for a significant class of biochemical dynamical systems is introduced. The method is parameterized in order to affect…

Systems and Control · Computer Science 2011-09-09 L. Brim , J. Fabriková , S. Dražan , D. Šafránek

Many natural and engineered systems can be modeled as discrete state Markov processes. Often, only a subset of states are directly observable. Inferring the conditional probability that a system occupies a particular hidden state, given the…

Signal Processing · Electrical Eng. & Systems 2023-01-04 Daniel Chen , Alexander G. Strang , Andrew W. Eckford , Peter J. Thomas

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

We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

Probability · Mathematics 2018-08-24 Rene Carmona , Peiqi Wang

In this paper, we propose a symbolic control synthesis method for nonlinear sampled switched systems whose vector fields are one-sided Lipschitz. The main idea is to use an approximate model obtained from the forward Euler method to build a…

Systems and Control · Computer Science 2017-04-12 Adrien Le Coënt , Florian De Vuyst , Ludovic Chamoin , Laurent Fribourg

This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…

Probability · Mathematics 2016-12-09 Roberto Imbuzeiro Oliveira

We consider finite horizon reach-avoid problems for discrete time stochastic systems. Our goal is to construct upper bound functions for the reach-avoid probability by means of tractable convex optimization problems. We achieve this by…

Optimization and Control · Mathematics 2015-06-11 Nikolaos Kariotoglou , Maryam Kamgarpour , Tyler H. Summers , John Lygeros

We show a methodology for the computation of the probability of deadline miss for a periodic real-time task scheduled by a resource reservation algorithm. We propose a modelling technique for the system that reduces the computation of such…

Performance · Computer Science 2016-04-28 Luigi Palopoli , Daniele Fontanelli , Luca Abeni , Bernardo Villalba Frías

We study the problem of policy synthesis for uncertain partially observable Markov decision processes (uPOMDPs). The transition probability function of uPOMDPs is only known to belong to a so-called uncertainty set, for instance in the form…

Optimization and Control · Mathematics 2020-01-24 Marnix Suilen , Nils Jansen , Murat Cubuktepe , Ufuk Topcu

In this paper, we consider the problem of synthesizing low-complexity controllers for incrementally stable switched systems. For that purpose, we establish a new approximation result for the computation of symbolic models that are…

Systems and Control · Computer Science 2013-02-12 Antoine Girard

In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…

Optimization and Control · Mathematics 2021-07-21 Nicole Bäuerle , Dirk Lange

This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Guanze Peng , Veeraruna Kavitha , Qunayan Zhu
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