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Markov Decision Processes (MDPs) are a classical model for decision making in the presence of uncertainty. Often they are viewed as state transformers with planning objectives defined with respect to paths over MDP states. An increasingly…

Artificial Intelligence · Computer Science 2024-05-08 S. Akshay , Krishnendu Chatterjee , Tobias Meggendorfer , Đorđe Žikelić

Finite-state abstractions (a.k.a. symbolic models) present a promising avenue for the formal verification and synthesis of controllers in continuous-space control systems. These abstractions provide simplified models that capture the…

Systems and Control · Electrical Eng. & Systems 2025-02-25 Daniel Ajeleye , Majid Zamani

We study stochastic planning problems in Markov Decision Processes (MDPs) with goals specified in Linear Temporal Logic (LTL). The state-of-the-art approach transforms LTL formulas into good-for-MDP (GFM) automata, which feature a…

Formal Languages and Automata Theory · Computer Science 2025-11-18 Christoph Weinhuber , Giuseppe De Giacomo , Yong Li , Sven Schewe , Qiyi Tang

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári

This paper considers parametric Markov decision processes (pMDPs) whose transitions are equipped with affine functions over a finite set of parameters. The synthesis problem is to find a parameter valuation such that the instantiated pMDP…

Artificial Intelligence · Computer Science 2018-08-01 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

This work establishes a crucial step toward advancing data-driven trajectory-based methods for stochastic systems with unknown mathematical dynamics. In contrast to scenario-based approaches that rely on independent and identically…

Systems and Control · Electrical Eng. & Systems 2025-08-01 Abolfazl Lavaei

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

Multi stage stochastic programs arise in many applications from engineering whenever a set of inventories or stocks has to be valued. Such is the case in seasonal storage valuation of a set of cascaded reservoir chains in hydro management.…

Optimization and Control · Mathematics 2019-12-02 Wim Van-Ackooij , Xavier Warin

We introduce the Markov Distributional Conformal Prediction (MDCP) method that extends the distributional conformal prediction (previously developed for regression) to the setting of a strictly stationary Markov process. Instead of relying…

Methodology · Statistics 2026-05-26 Dehao Dai , Kejin Wu , Dimitris N. Politis

This paper proposes a comprehensive hierarchical control framework for autonomous decision-making arising in robotics and autonomous systems. In a typical hierarchical control architecture, high-level decision making is often characterised…

Systems and Control · Electrical Eng. & Systems 2024-09-21 Xue-Fang Wang , Jingjing Jiang , Wen-Hua Chen

We consider the problem of designing policies for Markov decision processes (MDPs) with dynamic coherent risk objectives and constraints. We begin by formulating the problem in a Lagrangian framework. Under the assumption that the risk…

Artificial Intelligence · Computer Science 2021-03-30 Mohamadreza Ahmadi , Ugo Rosolia , Michel D. Ingham , Richard M. Murray , Aaron D. Ames

Multi-agent planning under stochastic dynamics is usually formalised using decentralized (partially observable) Markov decision processes ( MDPs) and reachability or expected reward specifications. In this paper, we propose a different…

Logic in Computer Science · Computer Science 2025-02-20 Francesco Pontiggia , Filip Macák , Roman Andriushchenko , Michele Chiari , Milan Češka

The modeling and simulation of dynamical systems is a necessary step for many control approaches. Using classical, parameter-based techniques for modeling of modern systems, e.g., soft robotics or human-robot interaction, is often…

Systems and Control · Electrical Eng. & Systems 2021-12-01 Thomas Beckers , Sandra Hirche

In this paper, we present structural abstraction refinement, a novel framework for verifying the threshold problem of probabilistic programs. Our approach represents the structure of a Probabilistic Control-Flow Automaton (PCFA) as a Markov…

Formal Languages and Automata Theory · Computer Science 2025-08-19 Guanyan Li , Juanen Li , Zhilei Han , Peixin Wang , Hongfei Fu , Fei He

This paper studies the computation of robust deterministic policies for Markov Decision Processes (MDPs) in the Lightning Does Not Strike Twice (LDST) model of Mannor, Mebel and Xu (ICML '12). In this model, designed to provide robustness…

Optimization and Control · Mathematics 2024-12-18 Fei Wu , Erik Demeulemeester , Jannik Matuschke

We introduce the spatiotemporal Markov decision process (STMDP), a special type of Markov decision process that models sequential decision-making problems which are not only characterized by temporal, but also by spatial interaction…

Optimization and Control · Mathematics 2025-01-08 M. C. de Jongh , Richard J. Boucherie , M. N. M. van Lieshout

We propose a data-driven tracking model predictive control (MPC) scheme to control unknown discrete-time linear time-invariant systems. The scheme uses a purely data-driven system parametrization to predict future trajectories based on…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Inspired by Shapiro et al.~\cite{shapiro2023episodic}, we consider a stochastic optimal control (SOC) and Markov decision process (MDP) where the risks arising from epistemic and aleatoric uncertainties are assessed using Bayesian composite…

Optimization and Control · Mathematics 2025-09-01 Wentao Ma , Zhiping Chen , Huifu Xu

We consider the problem of finding a control policy for a Markov Decision Process (MDP) to maximize the probability of reaching some states while avoiding some other states. This problem is motivated by applications in robotics, where such…

In this paper, we consider solving discounted Markov Decision Processes (MDPs) under the constraint that the resulting policy is stabilizing. In practice MDPs are solved based on some form of policy approximation. We will leverage recent…

Machine Learning · Computer Science 2021-02-03 Mario Zanon , Sébastien Gros , Michele Palladino