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Related papers: Model Checking Finite-Horizon Markov Chains with P…

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We present a novel method for computing reachability probabilities of parametric discrete-time Markov chains whose transition probabilities are fractions of polynomials over a set of parameters. Our algorithm is based on two key…

Software Engineering · Computer Science 2014-03-28 Nils Jansen , Florian Corzilius , Matthias Volk , Ralf Wimmer , Erika Ábrahám , Joost-Pieter Katoen , Bernd Becker

Given its ability to analyse stochastic models ranging from discrete and continuous-time Markov chains to Markov decision processes and stochastic games, probabilistic model checking (PMC) is widely used to verify system dependability and…

Logic in Computer Science · Computer Science 2025-03-26 Radu Calinescu , Sinem Getir Yaman , Simos Gerasimou , Gricel Vázquez , Micah Bassett

Markov decision processes are useful models of concurrency optimisation problems, but are often intractable for exhaustive verification methods. Recent work has introduced lightweight approximative techniques that sample directly from…

Logic in Computer Science · Computer Science 2015-03-24 Axel Legay , Sean Sedwards , Louis-Marie Traonouez

Markov chains provide a foundational framework for modeling sequential stochastic processes, with the transition probability matrix characterizing the dynamics of state evolution. While classical estimation methods such as maximum…

Methodology · Statistics 2025-07-11 Agamani Saha , Souvik Roy

We study finite horizon optimal switching problems for hidden Markov chain models under partially observable Poisson processes. The controller possesses a finite range of strategies and attempts to track the state of the unobserved state…

Optimization and Control · Mathematics 2008-05-22 Erhan Bayraktar , Mike Ludkovski

Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…

Machine Learning · Statistics 2026-04-21 Giosue Migliorini , Padhraic Smyth

When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This can be done by considering as basic uncertainty models the so-called credal sets that…

Probability · Mathematics 2009-11-24 Gert de Cooman , Filip Hermans , Erik Quaeghebeur

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Kush Grover , Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

The formal verification of large probabilistic models is important and challenging. Exploiting the concurrency that is often present is one way to address this problem. Here we study a restricted class of asynchronous distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-08-06 Sumit Kumar Jha , Madhavan Mukund , Ratul Saha , P S Thiagarajan

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

In the context of Markov decision processes running in continuous time, one of the most intriguing challenges is the efficient approximation of finite horizon reachability objectives. A multitude of sophisticated model checking algorithms…

Systems and Control · Computer Science 2015-08-03 Yuliya Butkova , Hassan Hatefi , Holger Hermanns , Jan Krcal

This paper presents a simple algorithm to check whether reachability probabilities in parametric Markov chains are monotonic in (some of) the parameters. The idea is to construct - only using the graph structure of the Markov chain and…

Logic in Computer Science · Computer Science 2019-07-22 Jip Spel , Sebastian Junges , Joost-Pieter Katoen

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

With the symbolic framework of Probability Bracket Notation (PBN), the Markov Sequence Projector (MSP) is introduced to expand the evolution formula of Homogeneous Markov Chains (HMCs). The well-known weather example, a Visible Markov Model…

Artificial Intelligence · Computer Science 2025-02-21 Xing M. Wang

The possibility of errors in human-engineered formal verification software, such as model checkers, poses a serious threat to the purpose of these tools. An established approach to mitigate this problem are certificates -- lightweight,…

Logic in Computer Science · Computer Science 2025-01-22 Krishnendu Chatterjee , Tim Quatmann , Maximilian Schäffeler , Maximilian Weininger , Tobias Winkler , Daniel Zilken

We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…

Data Structures and Algorithms · Computer Science 2015-11-05 Siddhartha Banerjee , Peter Lofgren

There has been an increasing demand for formal methods in the design process of safety-critical synthetic genetic circuits. Probabilistic model checking techniques have demonstrated significant potential in analyzing the intrinsic…

Emerging Technologies · Computer Science 2019-01-24 Thakur Neupane , Zhen Zhang , Curtis Madsen , Hao Zheng , Chris J. Myers

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

Despite its prevalence, probabilistic bisimilarity suffers from a lack of robustness under minuscule perturbations of the transition probabilities. This can lead to discontinuities in the probabilistic bisimilarity distance function,…

Logic in Computer Science · Computer Science 2025-05-22 Syyeda Zainab Fatmi , Stefan Kiefer , David Parker , Franck van Breugel

We launch the new probabilistic model checker storm. It features the analysis of discrete- and continuous-time variants of both Markov chains and MDPs. It supports the PRISM and JANI modeling languages, probabilistic programs, dynamic fault…

Software Engineering · Computer Science 2017-02-15 Christian Dehnert , Sebastian Junges , Joost-Pieter Katoen , Matthias Volk