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This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision processes (MDPs for short). Since the cost functional is…

Optimization and Control · Mathematics 2020-10-22 Hongwei Mei

We consider the problem of quantitative predictive monitoring (QPM) of stochastic systems, i.e., predicting at runtime the degree of satisfaction of a desired temporal logic property from the current state of the system. Since computational…

Artificial Intelligence · Computer Science 2025-09-03 Francesca Cairoli , Luca Bortolussi , Jyotirmoy V. Deshmukh , Lars Lindemann , Nicola Paoletti

Conformal prediction is a powerful post-hoc framework for uncertainty quantification that provides distribution-free coverage guarantees. However, these guarantees crucially rely on the assumption of exchangeability. This assumption is…

Methodology · Statistics 2025-11-18 M. Stocker , W. Małgorzewicz , M. Fontana , S. Ben Taieb

As artificial intelligence (AI) systems become increasingly integrated into various domains, ensuring that they align with human values becomes critical. This paper introduces a novel formalism to quantify the alignment between AI systems…

Artificial Intelligence · Computer Science 2023-12-27 Fazl Barez , Philip Torr

Personalized decision making requires the knowledge of potential outcomes under different treatments, and confidence intervals about the potential outcomes further enrich this decision-making process and improve its reliability in…

Machine Learning · Computer Science 2024-05-22 Zonghao Chen , Ruocheng Guo , Jean-François Ton , Yang Liu

Automated synthesis of provably correct controllers for cyber-physical systems is crucial for deployment in safety-critical scenarios. However, hybrid features and stochastic or unknown behaviours make this problem challenging. We propose a…

Systems and Control · Electrical Eng. & Systems 2023-08-07 Luke Rickard , Thom Badings , Licio Romao , Alessandro Abate

In this paper, we develop a method to automatically generate a control policy for a dynamical system modeled as a Markov Decision Process (MDP). The control specification is given as a Linear Temporal Logic (LTL) formula over a set of…

Robotics · Computer Science 2011-03-24 Xu Chu Ding , Stephen L. Smith , Calin Belta , Daniela Rus

In this work, we study the problem of actively classifying the attributes of dynamical systems characterized as a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the…

Systems and Control · Electrical Eng. & Systems 2023-01-06 Bo Wu , Niklas Lauffer , Mohamadreza Ahmadi , Suda Bharadwaj , Zhe Xu , Ufuk Topcu

Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at future stages at various states which are visited according to…

Optimization and Control · Mathematics 2022-12-19 Hoang Nam Nguyen , Abdel Lisser , Vikas Vikram Singh

Neural networks are among the most powerful nonlinear models used to address supervised learning problems. Similar to most machine learning algorithms, neural networks produce point predictions and do not provide any prediction interval…

Machine Learning · Statistics 2020-07-01 Saeed Khaki , Dan Nettleton

Constrained Markov Decision Processes (CMDPs) formalize sequential decision-making problems whose objective is to minimize a cost function while satisfying constraints on various cost functions. In this paper, we consider the setting of…

Machine Learning · Computer Science 2020-09-25 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

Reliable uncertainty quantification is of critical importance in time series forecasting, yet traditional methods often rely on restrictive distributional assumptions. Conformal prediction (CP) has emerged as a promising distribution-free…

Machine Learning · Computer Science 2026-02-02 Andro Sabashvili

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen

In this work, we consider an online robust Markov Decision Process (MDP) where we have the information of finitely many prototypes of the underlying transition kernel. We consider an adaptively updated ambiguity set of the prototypes and…

Machine Learning · Computer Science 2024-12-20 Shuo Sun , Meng Qi , Zuo-Jun Max Shen

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…

Machine Learning · Statistics 2023-05-31 Chen Xu , Yao Xie

In the theory of Partially Observed Markov Decision Processes (POMDPs), existence of optimal policies have in general been established via converting the original partially observed stochastic control problem to a fully observed one on the…

Optimization and Control · Mathematics 2022-01-11 Ali Devran Kara , Serdar Yuksel

We investigate methods to provide safety assurances for autonomous agents that incorporate predictions of other, uncontrolled agents' behavior into their own trajectory planning. Given a learning-based forecasting model that predicts…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Anish Muthali , Haotian Shen , Sampada Deglurkar , Michael H. Lim , Rebecca Roelofs , Aleksandra Faust , Claire Tomlin

We consider reinforcement learning for continuous-time Markov decision processes (MDPs) in the infinite-horizon, average-reward setting. In contrast to discrete-time MDPs, a continuous-time process moves to a state and stays there for a…

Machine Learning · Computer Science 2024-07-03 Xuefeng Gao , Xun Yu Zhou

The abstraction of dynamical systems is a powerful tool that enables the design of feedback controllers using a correct-by-design framework. We investigate a novel scheme to obtain data-driven abstractions of discrete-time stochastic…

Systems and Control · Electrical Eng. & Systems 2024-04-15 Rudi Coppola , Andrea Peruffo , Licio Romao , Alessandro Abate , Manuel Mazo

Partially observable Markov decision processes (POMDPs) are standard models for dynamic systems with probabilistic and nondeterministic behaviour in uncertain environments. We prove that in POMDPs with long-run average objective, the…

Computer Science and Game Theory · Computer Science 2022-09-29 Krishnendu Chatterjee , Raimundo Saona , Bruno Ziliotto
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