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Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

Logic in Computer Science · Computer Science 2026-04-30 Marnix Suilen , Guillermo A. Pérez

We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…

Optimization and Control · Mathematics 2020-05-29 Rohit Kannan , James Luedtke

Many quantitative properties of probabilistic programs can be characterized as least fixed points, but verifying their lower bounds remains a challenging problem. We present a new approach to lower-bound verification that exploits and…

Logic in Computer Science · Computer Science 2026-04-21 Satoshi Kura , Hiroshi Unno , Takeshi Tsukada

We study the almost sure convergence of randomly truncated stochastic algorithms. We present a new convergence theorem which extends the already known results by making vanish the classical condition on the noise terms. The aim of this work…

Probability · Mathematics 2009-06-29 Jérôme Lelong

In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…

Optimization and Control · Mathematics 2015-05-12 Ashkan Jasour , Necdet Serhat Aybat , Constantino Lagoa

We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…

Optimization and Control · Mathematics 2025-04-08 Dan Garber , Atara Kaplan

We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the recourse…

Optimization and Control · Mathematics 2016-09-12 Vincent Guigues

We show that universal positive almost sure termination (UPAST) is decidable for a class of simple randomized programs, i.e., it is decidable whether the expected runtime of such a program is finite for all inputs. Our class contains all…

Logic in Computer Science · Computer Science 2025-07-02 Éléanore Meyer , Jürgen Giesl

We consider the two categories of termination problems of quantum programs with nondeterminism: 1) Is an input of a program terminating with probability one under all schedulers? If not, how can a scheduler be synthesized to evidence the…

Quantum Physics · Physics 2024-02-27 Jianling Fu , Hui Jiang , Ming Xu , Yuxin Deng , Zhi-Bin Li

The notion of program sensitivity (aka Lipschitz continuity) specifies that changes in the program input result in proportional changes to the program output. For probabilistic programs the notion is naturally extended to expected…

Programming Languages · Computer Science 2019-10-29 Peixin Wang , Hongfei Fu , Krishnendu Chatterjee , Yuxin Deng , Ming Xu

Neural networks are becoming increasingly prevalent in software, and it is therefore important to be able to verify their behavior. Because verifying the correctness of neural networks is extremely challenging, it is common to focus on the…

Machine Learning · Computer Science 2019-02-19 Ravi Mangal , Aditya V. Nori , Alessandro Orso

Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to…

Machine Learning · Computer Science 2021-06-09 Minhui Huang , Shiqian Ma , Lifeng Lai

Current discrete randomness and information conservation inequalities are over total recursive functions, i.e. restricted to deterministic processing. This restriction implies that an algorithm can break algorithmic randomness conservation…

Computational Complexity · Computer Science 2013-10-15 Samuel Epstein

Many probabilistic programming languages allow programs to be run under constraints in order to carry out Bayesian inference. Running programs under constraints could enable other uses such as rare event simulation and probabilistic…

Programming Languages · Computer Science 2015-01-19 Neil Toronto , Jay McCarthy , David Van Horn

Since many real-world problems arising in the fields of compiler optimisation, automated software engineering, formal proof systems, and so forth are equivalent to the Halting Problem--the most notorious undecidable problem--there is a…

Information Theory · Computer Science 2007-07-13 Cristian S. Calude , Michael A. Stay

We consider the predictive problem of supervised ranking, where the task is to rank sets of candidate items returned in response to queries. Although there exist statistical procedures that come with guarantees of consistency in this…

Statistics Theory · Mathematics 2013-11-27 John C. Duchi , Lester Mackey , Michael I. Jordan

Testing algorithms across a wide range of problem instances is crucial to ensure the validity of any claim about one algorithm's superiority over another. However, when it comes to inference algorithms for probabilistic logic programs,…

Logic in Computer Science · Computer Science 2020-09-14 Paulius Dilkas , Vaishak Belle

Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain…

Machine Learning · Computer Science 2021-03-30 Elan Rosenfeld , Pradeep Ravikumar , Andrej Risteski

This paper presents a wp-style calculus for obtaining bounds on the expected run-time of probabilistic programs. Its application includes determining the (possibly infinite) expected termination time of a probabilistic program and proving…

Logic in Computer Science · Computer Science 2022-02-17 Benjamin Lucien Kaminski , Joost-Pieter Katoen , Christoph Matheja , Federico Olmedo

We study the problem of developing efficient approaches for proving worst-case bounds of non-deterministic recursive programs. Ranking functions are sound and complete for proving termination and worst-case bounds of nonrecursive programs.…

Programming Languages · Computer Science 2017-05-02 Krishnendu Chatterjee , Hongfei Fu , Amir Kafshdar Goharshady