Related papers: Policy Synthesis for Switched Linear Systems with …

Markov Decision Processes (MDPs) are an effective way to formally describe many Machine Learning problems. In fact, recently MDPs have also emerged as a powerful framework to model financial trading tasks. For example, financial MDPs can…

In this paper, we provide a compositional approach for constructing finite abstractions (a.k.a. finite Markov decision processes (MDPs)) of interconnected discrete-time stochastic switched systems. The proposed framework is based on a…

Markov switching models are a popular family of models that introduces time-variation in the parameters in the form of their state- or regime-specific values. Importantly, this time-variation is governed by a discrete-valued latent…

We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…

Motivated by the post-disaster distribution system restoration problem, in this paper, we study the problem of synthesizing the optimal policy for a Markov Decision Process (MDP) from a sequence of goal sets. For each goal set, our aim is…

In this paper, we study the problem of certifying the stability of a closed loop system which receives feedback from an energy harvesting sensor. This is important, as energy harvesting sensors are recharged stochastically, and may only be…

Faced with the complexities of managing natural gas-dependent power system amid the surge of renewable integration and load unpredictability, this study explores strategies for navigating emergency transitions to costlier secondary fuels.…

In this paper, a sparse Markov decision process (MDP) with novel causal sparse Tsallis entropy regularization is proposed.The proposed policy regularization induces a sparse and multi-modal optimal policy distribution of a sparse MDP. The…

In this work, a novel digital channelizer design is developed through the use of a compact, system-level modeling approach. The model efficiently captures key properties of a digital channelizer system and its time-varying operation. The…

In this paper we analyze the probability of consistency of sensor data distribution systems (SDDS), and determine suitable evaluation models. This problem is typically difficult, since a reliable model taking into account all parameters and…

Stability analysis of switched systems, characterized by multiple operational modes and switching signals, is challenging due to their nonlinear dynamics. While frameworks such as multiple Lyapunov functions (MLF) provide a foundation for…

Online learning algorithms are designed to perform in non-stationary environments, but generally there is no notion of a dynamic state to model constraints on current and future actions as a function of past actions. State-based models are…

We introduce Markov Neural Processes (MNPs), a new class of Stochastic Processes (SPs) which are constructed by stacking sequences of neural parameterised Markov transition operators in function space. We prove that these Markov transition…

We present a method for solving implicit (factored) Markov decision processes (MDPs) with very large state spaces. We introduce a property of state space partitions which we call epsilon-homogeneity. Intuitively, an epsilon-homogeneous…

This study introduces a comparative modeling framework using stationary and non-stationary transition probabilities within a Markov Decision Process (MDP) to assess COVID-19 disease dynamics. Stationary transition probabilities assume…

In classical Markov Decision Processes (MDPs), action costs and transition probabilities are assumed to be known, although an accurate estimation of these parameters is often not possible in practice. This study addresses MDPs under cost…

We present a novel framework that integrates Large Language Models (LLMs) with automated planning and formal verification to streamline the creation and use of Markov Decision Processes (MDP). Our system leverages LLMs to extract structured…

Controlling stochastic systems with unknown dynamics and under complex specifications is specially challenging in safety-critical settings, where performance guarantees are essential. We propose a data-driven policy synthesis framework that…

We present a data-driven model predictive control scheme for chance-constrained Markovian switching systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…