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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…

Artificial Intelligence · Computer Science 2020-08-31 Ryan Bernstein , Matthijs Vákár , Jeannette Wing

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

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.…

Performance · Computer Science 2023-07-18 Mohammadsadegh Mohagheghi , Khayyam Salehi

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…

Systems and Control · Electrical Eng. & Systems 2021-01-19 Kim P. Wabersich , Lukas Hewing , Andrea Carron , Melanie N. Zeilinger

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).…

Optimization and Control · Mathematics 2021-06-25 Joshua L. Pulsipher , Victor M. Zavala

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…

Systems and Control · Computer Science 2018-11-29 Sofie Haesaert , Sadegh Soudjani

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…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

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…

Optimization and Control · Mathematics 2017-02-03 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

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,…

Logic in Computer Science · Computer Science 2023-08-08 Mohammadsadegh Mohaghegh , Khayyam Salehi

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…

Optimization and Control · Mathematics 2026-03-10 Kevin-Martin Aigner , Sebastian Denzler , Frauke Liers , Sebastian Pokutta , Kartikey Sharma

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…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

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…

Numerical Analysis · Mathematics 2021-04-20 Karolinne O. Coelho , Edson D. Leonel , Julio Flórez-López

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…

Artificial Intelligence · Computer Science 2020-02-28 Tomas Brazdil , Krishnendu Chatterjee , Petr Novotny , Jiri Vahala

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…

Probability · Mathematics 2019-07-09 Dmitrii Silvestrov

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…

Optimization and Control · Mathematics 2023-06-09 Marta Zagorowska , Paola Falugi , Edward O'Dwyer , Eric C. Kerrigan

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…

Chaotic Dynamics · Physics 2024-05-14 Ludovico Theo Giorgini , Andre N. Souza , Peter J. Schmid

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…

Software Engineering · Computer Science 2017-06-15 Kostas Ferles , Valentin Wüstholz , Maria Christakis , Isil Dillig

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…

Logic in Computer Science · Computer Science 2010-06-09 Christian Appold

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…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Yujia Yang , Ye Wang , Chris Manzie , Ye Pu

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…

Programming Languages · Computer Science 2022-12-21 Marcel Moosbrugger , Miroslav Stankovič , Ezio Bartocci , Laura Kovács