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Probabilistic programs extend classical imperative programs with real-valued random variables and random branching. The most basic liveness property for such programs is the termination property. The qualitative (aka almost-sure)…

Programming Languages · Computer Science 2017-09-14 Sheshansh Agrawal , Krishnendu Chatterjee , Petr Novotný

This paper presents a novel solution paradigm of general optimization under both exogenous and endogenous uncertainties. This solution paradigm consists of a probability distribution (PD)-free method of obtaining deterministic equivalents…

Optimization and Control · Mathematics 2021-08-09 Qifeng Li

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

Testing algorithms across a wide range of problem instances is crucial to ensure the validity of any claim about one algorithm's superiority over another. However, when it comes to inference algorithms for probabilistic logic programs,…

Logic in Computer Science · Computer Science 2020-09-14 Paulius Dilkas , Vaishak Belle

We study the problem of formalizing and checking probabilistic hyperproperties for models that allow nondeterminism in actions. We extend the temporal logic \HyperPCTL, which has been previously introduced for discrete-time Markov chains,…

Logic in Computer Science · Computer Science 2020-07-17 Erika Abraham , Ezio Bartocci , Borzoo Bonakdarpour , Oyendrila Dobe

This paper presents a new static analysis for deriving upper bounds on the expected resource consumption of probabilistic programs. The analysis is fully automatic and derives symbolic bounds that are multivariate polynomials of the inputs.…

Programming Languages · Computer Science 2017-11-27 Van Chan Ngo , Quentin Carbonneaux , Jan Hoffmann

We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…

Machine Learning · Computer Science 2022-08-12 Jerome Taupin , Yassir Jedra , Alexandre Proutiere

Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…

Machine Learning · Statistics 2019-06-10 Maria I. Gorinova , Dave Moore , Matthew D. Hoffman

We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…

Optimization and Control · Mathematics 2019-12-05 Wenjie Huang , William B. Haskell

Recent research in decision theoretic planning has focussed on making the solution of Markov decision processes (MDPs) more feasible. We develop a family of algorithms for structured reachability analysis of MDPs that are suitable when an…

Artificial Intelligence · Computer Science 2013-04-24 Craig Boutilier , Ronen I. Brafman , Christopher W. Geib

Checklists have been widely recognized as effective tools for completing complex tasks in a systematic manner. Although originally intended for use in procedural tasks, their interpretability and ease of use have led to their adoption for…

Machine Learning · Computer Science 2024-11-27 Yukti Makhija , Edward De Brouwer , Rahul G. Krishnan

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

This paper deals with unconstrained discounted continuous-time Markov decision processes in Borel state and action spaces. Under some conditions imposed on the primitives, allowing unbounded transition rates and unbounded (from both above…

Optimization and Control · Mathematics 2011-03-02 Alexey Piunovskiy , Yi Zhang

We present the first model-free Reinforcement Learning (RL) algorithm to synthesise policies for an unknown Markov Decision Process (MDP), such that a linear time property is satisfied. The given temporal property is converted into a Limit…

Machine Learning · Computer Science 2019-02-19 Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

This paper studies temporal planning in probabilistic environments, modeled as labeled Markov decision processes (MDPs), with user preferences over multiple temporal goals. Existing works reflect such preferences as a prioritized list of…

Formal Languages and Automata Theory · Computer Science 2023-04-25 Lening Li , Hazhar Rahmani , Jie Fu

We study countably infinite Markov decision processes (MDPs) with real-valued transition rewards. Every infinite run induces the following sequences of payoffs: 1. Point payoff (the sequence of directly seen transition rewards), 2. Total…

Artificial Intelligence · Computer Science 2021-07-13 Richard Mayr , Eric Munday

Automatically generating invariants, key to computer-aided analysis of probabilistic and deterministic programs and compiler optimisation, is a challenging open problem. Whilst the problem is in general undecidable, the goal is settled for…

Programming Languages · Computer Science 2024-11-06 Daneshvar Amrollahi , Ezio Bartocci , George Kenison , Laura Kovács , Marcel Moosbrugger , Miroslav Stankovič

In this paper, we identify a fragment of second-order logic with restricted quantification that is expressive enough to capture numerous static analysis problems (e.g. safety proving, bug finding, termination and non-termination proving,…

Logic in Computer Science · Computer Science 2015-09-01 Cristina David , Daniel Kroening , Matt Lewis

We present differentiable predictive control (DPC), a method for learning constrained neural control policies for linear systems with probabilistic performance guarantees. We employ automatic differentiation to obtain direct policy…

Systems and Control · Electrical Eng. & Systems 2022-01-28 Jan Drgona , Aaron Tuor , Draguna Vrabie

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