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The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such…

Computation · Statistics 2018-03-28 Christophe Andrieu , Arnaud Doucet , Sinan Yıldırım , Nicolas Chopin

By using the integration by parts formula of a Markov operator, the closability of quadratic forms associated to the corresponding invariant probability measure is proved. The general result is applied to the study of semilinear SPDEs,…

Probability · Mathematics 2016-07-12 Michael Rockner , Feng-Yu Wang

Complex systems may often be characterized by their hierarchical dynamics. In this paper do we present a method and an operational algorithm that automatically infer this property in a broad range of systems; discrete stochastic processes.…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Olof Görnerup , Martin Nilsson Jacobi

We discuss a hierarchy of broken symmetries with special emphasis on partial dynamical symmetries (PDS). The latter correspond to a situation in which a non-invariant Hamiltonian accommodates a subset of solvable eigenstates with good…

Nuclear Theory · Physics 2013-04-16 A. Leviatan

The paper deals with finite-state Markov decision processes (MDPs) with integer weights assigned to each state-action pair. New algorithms are presented to classify end components according to their limiting behavior with respect to the…

Logic in Computer Science · Computer Science 2018-05-01 Christel Baier , Nathalie Bertrand , Clemens Dubslaff , Daniel Gburek , Ocan Sankur

In two previous papers (Price & Monaghan 2004a,b) (papers I,II) we have described an algorithm for solving the equations of Magnetohydrodynamics (MHD) using the Smoothed Particle Hydrodynamics (SPH) method. The algorithm uses dissipative…

Astrophysics · Physics 2009-11-13 D. J. Price , J. J. Monaghan

This article presents an innovative approach to integrating port-Hamiltonian systems with neural network architectures, transitioning from deterministic to stochastic models. The study presents novel mathematical formulations and…

Dynamical Systems · Mathematics 2024-03-26 Luca Di Persio , Matthias Ehrhardt , Sofia Rizzotto

We study the problem of refining satisfiability bounds for partially-known stochastic systems against planning specifications defined using syntactically co-safe Linear Temporal Logic (scLTL). We propose an abstraction-based approach that…

Systems and Control · Electrical Eng. & Systems 2022-05-30 Jesse Jiang , Ye Zhao , Samuel Coogan

Probabilistic model checking is a useful technique for specifying and verifying properties of stochastic systems including randomized protocols and reinforcement learning models. Existing methods rely on the assumed structure and…

Cryptography and Security · Computer Science 2022-08-02 Lisa Oakley , Alina Oprea , Stavros Tripakis

This paper presents a hierarchical decision-making framework for autonomous systems operating under uncertainty, demonstrated through autonomous driving as a representative application. Surrounding agents are modeled using Hybrid Markov…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Siyuan Li , Chengyuan Liu , Wen-Hua Chen

In this paper a randomized version of the Beverton-Holt type discrete model is proposed. Its solution stochastic process and the random steady state are determined. Its first probability density function and second probability density…

General Mathematics · Mathematics 2019-01-23 J. -C. Cortés , A. Navarro-Quiles , J. -V. Romero , M. -D. Roselló

The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…

Systems and Control · Computer Science 2018-10-10 Zhi Chen , Pengqian Yu , William B. Haskell

Verifying the behaviors of autonomous systems with learned perception components is a challenging problem due to the complexity of the perception and the uncertainty of operating environments. Probabilistic model checking is a powerful tool…

Formal Languages and Automata Theory · Computer Science 2025-07-30 Matthew Cleaveland , Pengyuan Lu , Oleg Sokolsky , Insup Lee , Ivan Ruchkin

Port-Hamiltonian (pH) systems offer a highly structured and energy-based modular framework for control systems. Many pH systems exhibit non-polynomial non-linearities. We consider the problem of immersing such systems into a…

Systems and Control · Electrical Eng. & Systems 2026-03-12 Mohammad Itani , Manuel Schaller , Karl Worthmann , Timm Faulwasser

In this paper, we present an algorithm for stability analysis of systems described by coupled linear Partial Differential Equations (PDEs) with constant coefficients and mixed boundary conditions. Our approach uses positive matrices to…

Optimization and Control · Mathematics 2016-03-28 Evgeny Meyer , Matthew M. Peet

Probabilistic automata constitute a versatile and elegant model for concurrent probabilistic systems. They are equipped with a compositional theory supporting abstraction, enabled by weak probabilistic bisimulation serving as the reference…

Formal Languages and Automata Theory · Computer Science 2015-07-01 Andrea Turrini , Holger Hermanns

Voltage stability in modern power systems involves coupled dynamics across multiple time scales. Conventional methods based on time-scale separation or static stability margins may overlook instabilities caused by the coupling of slow and…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Naoki Hashima , Hikaru Hoshino , Luis David Pabón Ospina , Eiko Furutani

We introduce a holistic framework for the analysis, approximation and control of the trajectories of hybrid dynamical systems which display event-triggered discrete jumps in the continuous state. We begin by demonstrating how to explicitly…

Dynamical Systems · Mathematics 2018-12-17 Tyler Westenbroek , Humberto Gonzalez , S. Shankar Sastry

This paper investigates the problem of identifying state-dependent switching systems, a class of hybrid dynamical systems that combine multiple linear or nonlinear modes. We propose two broad classes of switching systems: switching linear…

Optimization and Control · Mathematics 2025-09-30 Kaito Iwasaki , Sangli Teng , Anthony Bloch , Maani Ghaffari

This paper considers a class of reinforcement-learning that belongs to the family of Learning Automata and provides a stochastic-stability analysis in strategic-form games. For this class of dynamics, convergence to pure Nash equilibria has…

Computer Science and Game Theory · Computer Science 2017-02-28 Georgios C. Chasparis
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