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Markov decision processes (MDP) are finite-state systems with both strategic and probabilistic choices. After fixing a strategy, an MDP produces a sequence of probability distributions over states. The sequence is eventually synchronizing…

Computer Science and Game Theory · Computer Science 2013-11-01 Laurent Doyen , Thierry Massart , Mahsa Shirmohammadi

Gradient Symbolic Computation is proposed as a means of solving discrete global optimization problems using a neurally plausible continuous stochastic dynamical system. Gradient symbolic dynamics involves two free parameters that must be…

Computation and Language · Computer Science 2018-01-12 Paul Tupper , Paul Smolensky , Pyeong Whan Cho

We present an approach for systematically anticipating the actions and policies employed by \emph{oblivious} environments in concurrent stochastic games, while maximizing a reward function. Our main contribution lies in the synthesis of a…

Artificial Intelligence · Computer Science 2024-09-19 Shadi Tasdighi Kalat , Sriram Sankaranarayanan , Ashutosh Trivedi

We study synthesis problems with constraints in partially observable Markov decision processes (POMDPs), where the objective is to compute a strategy for an agent that is guaranteed to satisfy certain safety and performance specifications.…

Uncertainty quantification is a fundamental problem in the analysis and interpretation of synthetic control (SC) methods. We develop conditional prediction intervals in the SC framework, and provide conditions under which these intervals…

Methodology · Statistics 2021-09-09 Matias D. Cattaneo , Yingjie Feng , Rocio Titiunik

A classic reachability problem for safety of dynamic systems is to compute the set of initial states from which the state trajectory is guaranteed to stay inside a given constraint set over a given time horizon. In this paper, we leverage…

In this paper, we present a method for optimal control synthesis of a plant that interacts with a set of agents in a graph-like environment. The control specification is given as a temporal logic statement about some properties that hold at…

Robotics · Computer Science 2012-09-06 Alphan Ulusoy , Tichakorn Wongpiromsarn , Calin Belta

This letter proposes a novel reinforcement learning method for the synthesis of a control policy satisfying a control specification described by a linear temporal logic formula. We assume that the controlled system is modeled by a Markov…

Systems and Control · Electrical Eng. & Systems 2020-03-27 Ryohei Oura , Ami Sakakibara , Toshimitsu Ushio

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

Logic in Computer Science · Computer Science 2020-02-26 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…

Optimization and Control · Mathematics 2022-04-08 Shukai Li , Sanjay Mehrotra

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

We consider parametric version of fixed-delay continuous-time Markov chains (or equivalently deterministic and stochastic Petri nets, DSPN) where fixed-delay transitions are specified by parameters, rather than concrete values. Our goal is…

Performance · Computer Science 2016-04-18 Tomáš Brázdil , Ľuboš Korenčiak , Jan Krčál , Petr Novotný , Vojtěch Řehák

In this paper we study the semi-global (approximate) state feedback stabilization of an infinite dimensional quantum stochastic system towards a target state. A discrete-time Markov chain on an infinite-dimensional Hilbert space is used to…

Optimization and Control · Mathematics 2011-03-22 Ram Somaraju , Mazyar Mirrahimi , Pierre Rouchon

Markov decision processes (MDPs) describe sequential decision-making processes; MDP policies return for every state in that process an advised action. Classical algorithms can efficiently compute policies that are optimal with respect to,…

Logic in Computer Science · Computer Science 2025-05-23 Roman Andriushchenko , Milan Češka , Sebastian Junges , Filip Macák

Many problems in quantum information theory can be formulated as optimizations over the sequential outcomes of dynamical systems subject to unpredictable external influences. Such problems include many-body entanglement detection through…

Quantum Physics · Physics 2024-06-07 Mirjam Weilenmann , Costantino Budroni , Miguel Navascues

In this paper, a general stochastic model with controls applied at the moments when the random process hits the boundary of a given subset of the state set is proposed and studied. The general concept of the model is formulated and its…

Optimization and Control · Mathematics 2019-06-27 P. V. Shnurkov

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

Optimization and Control · Mathematics 2024-12-20 Serdar Yüksel

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

This work focuses on optimal harvesting-renewing for a stochastic population. A mixed regular-singular control formulation with a state constraint and regime-switching is introduced. The decision-makers either harvest or renew with finite…

Optimization and Control · Mathematics 2022-11-07 K. Q. Tran , L. T. N. Bich , George Yin

Probabilistic guarantees of safety and performance are important in constrained dynamical systems with stochastic uncertainty. We consider the stochastic reachability problem, which maximizes the probability that the state remains within…

Optimization and Control · Mathematics 2020-12-01 Abraham P. Vinod , Meeko M. K. Oishi
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