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In this paper we study various properties of finite stochastic systems or hidden Markov chains as they are alternatively called. We discuss their construction following different approaches and we also derive recursive filtering formulas…

Probability · Mathematics 2014-07-15 Peter Spreij

The deployment of autonomous systems in safety-critical environments requires control policies that guarantee satisfaction of complex control specifications. These systems are commonly modeled as nonlinear discrete-time stochastic systems.…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Alessandro Riccardi , Thom Badings , Luca Laurenti , Alessandro Abate , Bart De Schutter

Model Predictive Control (MPC) is well understood in the deterministic setting, yet rigorous stability and performance guarantees for stochastic MPC remain limited to the consideration of terminal constraints and penalties. In contrast,…

Optimization and Control · Mathematics 2025-10-24 Jonas Schießl , Hannah Selder , Ruchuan Ou , Michael Heinrich Baumann , Timm Faulwasser , Lars Grüne

In this paper, we revisit the verification of strong K-step opacity (K-SSO) for partially-observed discrete-event systems modeled as nondeterministic finite-state automata. As a stronger version of the standard K-step opacity, K-SSO…

Cryptography and Security · Computer Science 2022-04-12 Xiaoguang Han , Kuize Zhang , Zhiwu Li

Static information flow control (IFC) systems provide the ability to restrict data flows within a program, enabling vulnerable functionality or confidential data to be statically isolated from unsecured data or program logic. Despite the…

Programming Languages · Computer Science 2022-10-25 Hemant Gouni , Jonathan Aldrich

Recent years have witnessed a significant increase in cyber crimes and system failures caused by misinformation. Many of these instances can be classified as gaslighting, which involves manipulating the perceptions of others through the use…

Optimization and Control · Mathematics 2023-04-04 Shutian Liu , Quanyan Zhu

In this thesis we consider the problem of information hiding in the scenarios of interactive systems, statistical disclosure control, and refinement of specifications. We apply quantitative approaches to information flow in the first two…

Cryptography and Security · Computer Science 2012-02-14 Mário S. Alvim

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Motivated by the fragility of neural network (NN) controllers in safety-critical applications, we present a data-driven framework for verifying the risk of stochastic dynamical systems with NN controllers. Given a stochastic control system,…

Systems and Control · Electrical Eng. & Systems 2022-11-14 Matthew Cleaveland , Lars Lindemann , Radoslav Ivanov , George Pappas

A stochastic system under the influence of a stochastic environment is correlated with both present and future states of the environment. Such a system can be seen as implicitly implementing a predictive model of future environmental…

Statistical Mechanics · Physics 2018-10-05 Matthew E. Quenneville , David A. Sivak

In this study, we adopt age of information as a measure of the staleness of information, and take initial steps towards analyzing the control performance of stochastic systems with stale information. Our goals are to cast light on a…

Information Theory · Computer Science 2018-10-26 Touraj Soleymani , John S. Baras , Karl H. Johansson

The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…

Statistical Mechanics · Physics 2015-11-13 John Bechhoefer

In this paper, we investigate the probabilistic formal verification of stochastic dynamical systems over continuous state spaces. Motivated by problems in state estimation and information-flow security, we introduce the notion of…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Bohan Cui , Jianing Zhao , Yu Chen , Alessandro Abate , Marta Kwiatkowska , Xiang Yin

Automated synthesis of correct-by-construction controllers for autonomous systems is crucial for their deployment in safety-critical scenarios. Such autonomous systems are naturally modeled as stochastic dynamical models. The general…

Systems and Control · Electrical Eng. & Systems 2023-11-17 Thom Badings , Nils Jansen , Licio Romao , Alessandro Abate

Almost sure asymptotic stabilization of a discrete-time switched stochastic system is investigated. Information on the active operation mode of the switched system is assumed to be available for control purposes only at random time…

Systems and Control · Computer Science 2014-09-10 Ahmet Cetinkaya , Tomohisa Hayakawa

Recent years have witnessed the fast advance of security research for networked dynamical system (NDS). Considering the latest inference attacks that enable stealthy and precise attacks into NDSs with observation-based learning, this…

Systems and Control · Electrical Eng. & Systems 2022-05-10 Jianping He , Yushan Li , Lin Cai , Xinping Guan

Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…

Soft Condensed Matter · Physics 2026-03-02 Tai Han , Fanlong Meng

In physical-layer security, one of the most fundamental issues is the secrecy capacity. The objective of this paper is to determine the secrecy capacity for an indoor visible light communication system consisting of a transmitter, a…

Information Theory · Computer Science 2021-09-24 Jin-Yuan Wang , Xian-Tao Fu , Jun-Bo Wang , Min Lin , Julian Cheng , Mohamed-Slim Alouini

Hidden Markov chains are widely applied statistical models of stochastic processes, from fundamental physics and chemistry to finance, health, and artificial intelligence. The hidden Markov processes they generate are notoriously…

Chaotic Dynamics · Physics 2021-05-26 Alexandra M. Jurgens , James P. Crutchfield

This work proposes a compositional data-driven technique for the construction of finite Markov decision processes (MDPs) for large-scale stochastic networks with unknown mathematical models. Our proposed framework leverages dissipativity…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Abolfazl Lavaei
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