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Electricity systems are experiencing increased effects of randomness and variability due to emerging stochastic assets. The increased effects introduce new uncertainties into power systems that can impact system operability and reliability.…

Systems and Control · Electrical Eng. & Systems 2022-11-10 Naeem Turner-Bandele , Amritanshu Pandey , Larry Pileggi

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

Optimization and Control · Mathematics 2024-12-20 Serdar Yüksel

Probabilistic guarantees of safety and performance are important in constrained dynamical systems with stochastic uncertainty. We consider the stochastic reachability problem, which maximizes the probability that the state remains within…

Optimization and Control · Mathematics 2020-12-01 Abraham P. Vinod , Meeko M. K. Oishi

Algorithmic stability is a central notion in learning theory that quantifies the sensitivity of an algorithm to small changes in the training data. If a learning algorithm satisfies certain stability properties, this leads to many important…

Machine Learning · Statistics 2025-04-01 Yuetian Luo , Rina Foygel Barber

We introduce a novel methodology for testing stochastic black-box systems, frequently encountered in embedded systems. Our approach enhances the established black-box checking (BBC) technique to address stochastic behavior. Traditional BBC…

Software Engineering · Computer Science 2023-08-17 Junya Shijubo , Masaki Waga , Kohei Suenaga

This work introduces the StoMADS-PB algorithm for constrained stochastic blackbox optimization, which is an extension of the mesh adaptive direct-search (MADS) method originally developed for deterministic blackbox optimization under…

Optimization and Control · Mathematics 2022-07-29 Kwassi Joseph Dzahini , Michael Kokkolaras , Sébastien Le Digabel

We introduce a grey-box conformance testing method for networks of interconnected Mealy Machines. This approach addresses the scenario where all interfaces of the component under test are observable, but its inputs are under the control of…

Formal Languages and Automata Theory · Computer Science 2022-06-16 Alberto Larrauri , Roderick Bloem

In this paper, we address the problem of designing stochastic model predictive control (MPC) schemes for linear systems affected by unbounded disturbances. The contribution of the paper is twofold. First, motivated by the difficulty of…

Systems and Control · Electrical Eng. & Systems 2024-06-21 Mirko Fiacchini , Martina Mammarella , Fabrizio Dabbene

Markov decision processes model systems subject to nondeterministic and probabilistic uncertainty. A plethora of verification techniques addresses variations of reachability properties, such as: Is there a scheduler resolving the…

Logic in Computer Science · Computer Science 2025-05-26 Lina Gerlach , Tobias Winkler , Erika Ábrahám , Borzoo Bonakdarpour , Sebastian Junges

Maximum-likelihood estimation is applied to identification of an unknown quantum mechanical process represented by a ``black box''. In contrast to linear reconstruction schemes the proposed approach always yields physically sensible…

Quantum Physics · Physics 2007-05-23 Jaromir Fiurasek , Zdenek Hradil

Black-box optimization refers to the optimization problem whose objective function and/or constraint sets are either unknown, inaccessible, or non-existent. In many applications, especially with the involvement of humans, the only way to…

Statistical model checking (SMC) is a technique for analysis of probabilistic systems that may be (partially) unknown. We present an SMC algorithm for (unbounded) reachability yielding probably approximately correct (PAC) guarantees on the…

Systems and Control · Computer Science 2021-02-02 Pranav Ashok , Jan Křetínský , Maximilian Weininger

A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…

Machine Learning · Computer Science 2026-05-18 Moslem Noori , Elisabetta Valiante , Thomas Van Vaerenbergh , Masoud Mohseni , Ignacio Rozada

We propose automated techniques for the verification and control of probabilistic real-time systems that are only partially observable. To formally model such systems, we define an extension of probabilistic timed automata in which local…

Logic in Computer Science · Computer Science 2015-06-24 Gethin Norman , David Parker , Xueyi Zou

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

Computation · Statistics 2026-05-19 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

A classic reachability problem for safety of dynamic systems is to compute the set of initial states from which the state trajectory is guaranteed to stay inside a given constraint set over a given time horizon. In this paper, we leverage…

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…

Logic in Computer Science · Computer Science 2010-05-11 Axel Legay , Benoit Delahaye

This paper presents a method to verify closed-loop properties of optimization-based controllers for deterministic and stochastic constrained polynomial discrete-time dynamical systems. The closed-loop properties amenable to the proposed…

Optimization and Control · Mathematics 2016-11-16 Milan Korda , Colin N. Jones

We characterize the complexity of liveness verification for parameterized systems consisting of a leader process and arbitrarily many anonymous and identical contributor processes. Processes communicate through a shared, bounded-value…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-26 Antoine Durand-Gasselin , Javier Esparza , Pierre Ganty , Rupak Majumdar

In this paper, we focus on discrete-time stochastic systems modelled by nonlinear stochastic difference equations and propose robust abstractions for verifying probabilistic linear temporal specifications. The current literature focuses on…

Probability · Mathematics 2022-05-05 Yiming Meng , Jun Liu