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Probabilistic model checking aims to prove whether a Markov decision process (MDP) satisfies a temporal logic specification. The underlying methods rely on an often unrealistic assumption that the MDP is precisely known. Consequently,…

Optimization and Control · Mathematics 2021-07-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

This work focuses on the invariance of important properties between continuous and discrete models of systems which can be useful in the control design of large-scale systems and their software implementations. In particular, this paper…

Systems and Control · Computer Science 2017-11-22 Etika Agarwal , Shravan Sajja , Panos J. Antsaklis , Vijay Gupta

Partially Observable Markov Decision Processes (POMDPs) provide a principled mathematical framework for decision-making under uncertainty. However, the exact solution to POMDPs is computationally intractable. In this paper, we address the…

Robotics · Computer Science 2026-04-03 Da Kong , Vadim Indelman

Non-stationary domains, that change in unpredicted ways, are a challenge for agents searching for optimal policies in sequential decision-making problems. This paper presents a combination of Markov Decision Processes (MDP) with Answer Set…

Artificial Intelligence · Computer Science 2017-06-06 Leonardo A. Ferreira , Reinaldo A. C. Bianchi , Paulo E. Santos , Ramon Lopez de Mantaras

Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…

Artificial Intelligence · Computer Science 2024-12-11 Marnix Suilen , Thom Badings , Eline M. Bovy , David Parker , Nils Jansen

We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation principle (MDP) for the waiting time process. The waiting times…

Probability · Mathematics 2025-11-03 Chang Feng , John J. Hasenbein , Guodong Pang

Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

Artificial Intelligence · Computer Science 2024-12-16 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

Predicting stochastic cellular dynamics as emerging from the mechanistic models of molecular interactions is a long-standing challenge in systems biology: low-level chemical reaction network (CRN) models give raise to a highly-dimensional…

Molecular Networks · Quantitative Biology 2020-02-06 Tatjana Petrov , Denis Repin

This work addresses the design of multi-agent coordination through high-order consensus protocols. While first-order consensus strategies are well-studied -- with known robustness to uncertainties such as time delays, time-varying weights,…

Systems and Control · Electrical Eng. & Systems 2025-04-11 Jonas Hansson , Emma Tegling

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…

Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs…

Artificial Intelligence · Computer Science 2020-01-22 Mohamadreza Ahmadi , Rangoli Sharan , Joel W. Burdick

We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

Systems and Control · Computer Science 2019-01-23 Lukas Hewing , Kim P. Wabersich , Melanie N. Zeilinger

Safety in stochastic control systems, which are subject to random noise with a known probability distribution, aims to compute policies that satisfy predefined operational constraints with high confidence throughout the uncertain evolution…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Saber Omidi , Marek Petrik , Se Young Yoon , Momotaz Begum

The paper deals with finite-state Markov decision processes (MDPs) with integer weights assigned to each state-action pair. New algorithms are presented to classify end components according to their limiting behavior with respect to the…

Logic in Computer Science · Computer Science 2018-05-01 Christel Baier , Nathalie Bertrand , Clemens Dubslaff , Daniel Gburek , Ocan Sankur

Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…

Optimization and Control · Mathematics 2018-01-15 Shuoguang Yang , Mengdi Wang , Ethan X. Fang

We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the convex hull of unknown generating kernels. We utilize the…

Optimization and Control · Mathematics 2026-05-28 Mengmeng Li , Yifan Hu , Daniel Kuhn , Yan Li

We consider the computation of resilient controllers for perturbed non-linear dynamical systems w.r.t. linear-time temporal logic specifications. We address this problem through the paradigm of Abstraction-Based Controller Design (ABCD)…

Systems and Control · Electrical Eng. & Systems 2020-08-17 Stanly Samuel , Kaushik Mallik , Anne-Kathrin Schmuck , Daniel Neider

Compositional synthesis relies on the discovery of assumptions, i.e., restrictions on the behavior of the remainder of the system that allow a component to realize its specification. In order to avoid losing valid solutions, these…

Logic in Computer Science · Computer Science 2022-07-05 Bernd Finkbeiner , Niklas Metzger , Yoram Moses

We study infinite-horizon Discounted Markov Decision Processes (DMDPs) under a generative model. Motivated by the Algorithm with Advice framework Mitzenmacher and Vassilvitskii 2022, we propose a novel framework to investigate how a…

Machine Learning · Computer Science 2025-02-24 Lixing Lyu , Jiashuo Jiang , Wang Chi Cheung

We consider the stability and the input-output analysis problems of a class of large-scale hybrid systems composed of continuous dynamics coupled with discrete dynamics defined over finite alphabets, e.g., deterministic finite state…

Optimization and Control · Mathematics 2018-03-05 Murat Cubuktepe , Mohamadreza Ahmadi , Ufuk Topcu , Brandon Hencey
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