Related papers: Out of Control: Reducing Probabilistic Models by C…
The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…
Quantitative properties of stochastic systems are usually specified in logics that allow one to compare the measure of executions satisfying certain temporal properties with thresholds. The model checking problem for stochastic systems with…
This brief introduction to Model Predictive Control specifically addresses stochastic Model Predictive Control, where probabilistic constraints are considered. A simple linear system subject to uncertainty serves as an example. The Matlab…
We consider stochastic model predictive control of a multi-agent systems with constraints on the probabilities of inter-agent collisions. We first study a sample-based approximation of the collision probabilities and use this approximation…
Partially Observable Markov Decision Processes (POMDPs) model decision making under uncertainty. While there are many approaches to approximately solving POMDPs, we aim to address the problem of learning such models. In particular, we are…
This work presents a scalable control framework based on nonlinear Model Predictive Control for high-dimensional dynamical systems. The proposed approach addresses the key challenges of model scalability and partial observability by…
We consider the reduction of parametric families of linear dynamical systems having an affine parameter dependence that differ from one another by a low-rank variation in the state matrix. Usual approaches for parametric model reduction…
We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…
Probabilistic programming offers a powerful framework for modeling uncertainty, yet statistical model discovery in this domain entails navigating an immense search space under strict domain-specific constraints. When small language models…
There is a scalability gap between probabilistic and non-probabilistic verification. Probabilistic model checking tools are based either on explicit engines or on (Multi-Terminal) Binary Decision Diagrams. These structures are complemented…
Stochastic model-predictive control (SMPC) has evolved to a powerful framework for the control of stochastic dynamical systems. SMPC utilizes a probabilistic uncertainty description to provide a systematic trade-off between the control…
Accurate simulation of complex physical systems enables the development, testing, and certification of control strategies before they are deployed into the real systems. As simulators become more advanced, the analytical tractability of the…
Transaction-level modeling with SystemC has been very successful in describing the behavior of embedded systems by providing high-level executable models, in which many of them have inherent probabilistic behaviors, e.g., random data and…
Bounded Model Checking is one the most successful techniques for finding bugs in program. However, model checkers are resource hungry and are often unable to verify programs with loops iterating over large arrays.We present a transformation…
This paper presents an adaptive sampling algorithm tailored for the optimization of parametrized dynamical systems using projection-based model order reduction. Unlike classical sampling strategies, this framework does not aim for a small…
We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…
We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…
This paper presents a novel non-linear model reduction method: Probabilistic Manifold Decomposition (PMD), which provides a powerful framework for constructing non-intrusive reduced-order models (ROMs) by embedding a high-dimensional system…
Systems may depend on parameters which one may control, or which serve to optimise the system, or are imposed externally, or they could be uncertain. This last case is taken as the ``Leitmotiv'' for the following. A reduced order model is…
Bayesian inference in state-space models is challenging due to high-dimensional state trajectories. A viable approach is particle Markov chain Monte Carlo, combining MCMC and sequential Monte Carlo to form "exact approximations" to…