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Probabilistic programming is perfectly suited to reliable and transparent data science, as it allows the user to specify their models in a high-level language without worrying about the complexities of how to fit the models. Static analysis…
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…
Model checking has been proposed as a formal verification approach for analyzing computer-based and cyber-physical systems. The state space explosion problem is the main obstacle for applying this approach for sophisticated systems.…
Reinforcement learning (RL) methods have demonstrated their efficiency in simulation environments. However, many applications for which RL offers great potential, such as autonomous driving, are also safety critical and require a certified…
We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…
Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…
The utilization of model checking has been suggested as a formal verification technique for analyzing critical systems. However, the primary challenge in applying to complex systems is state space explosion problem. To address this issue,…
Stochastic and (distributionally) robust optimization problems often become computationally challenging as the number of scenarios or data points increases. Scenario reduction is therefore a key technique for improving tractability. We…
This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…
Several aspects influence corrosive processes in RC structures, such as environmental conditions, structural geometry, and mechanical properties. Since these aspects present large randomnesses, probabilistic models allow a more accurate…
Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…
The paper presents new asymptotic recurrent algorithms of phase space reduction for regularly and singularly perturbed semi-Markov processes. These algorithms give effective conditions of weak convergence for distributions and convergence…
Existing methods for nonlinear robust control often use scenario-based approaches to formulate the control problem as nonlinear optimization problems. Increasing the number of scenarios improves robustness, while increasing the size of the…
Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…
This paper describes a new program simplification technique called program trimming that aims to improve the scalability and precision of safety checking tools. Given a program ${\mathcal P}$, program trimming generates a new program…
One technique to reduce the state-space explosion problem in temporal logic model checking is symmetry reduction. The combination of symmetry reduction and symbolic model checking by using BDDs suffered a long time from the prohibitively…
The application of distributed model predictive controllers (DMPC) for multi-agent systems (MASs) necessitates communication between agents, yet the consequence of communication data rates is typically overlooked. This work focuses on…
We present a novel static analysis technique to derive higher moments for program variables for a large class of probabilistic loops with potentially uncountable state spaces. Our approach is fully automatic, meaning it does not rely on…