Related papers: CTMCs with Imprecisely Timed Observations
This paper concentrates on the minimal hitting probability of continuous-time controlled Markov systems (CTCMSs) with countable state and finite admissible action spaces. The existence of an optimal policy is first proved. In particular,…
We introduce synchronizing objectives for Markov decision processes (MDP). Intuitively, a synchronizing objective requires that eventually, at every step there is a state which concentrates almost all the probability mass. In particular, it…
Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…
This paper provides full classification of dynamics for continuous time Markov chains (CTMCs) on the non-negative integers with polynomial transition rate functions. Such stochastic processes are abundant in applications, in particular in…
We consider the problem of estimating the transition rate matrix of a continuous-time Markov chain from a finite-duration realisation of this process. We approach this problem in an imprecise probabilistic framework, using a set of prior…
We consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the beginning of each decision period, but their realizations…
We study the problem of characterizing the expected hitting times for a robust generalization of continuous-time Markov chains. This generalization is based on the theory of imprecise probabilities, and the models with which we work…
Graph dynamical systems (GDS) model dynamic processes on a (static) graph. Stochastic GDS has been used for network-based epidemics models such as the contact process and the reversible contact process. In this paper, we consider stochastic…
Uncertain partially observable Markov decision processes (uPOMDPs) allow the probabilistic transition and observation functions of standard POMDPs to belong to a so-called uncertainty set. Such uncertainty, referred to as epistemic…
Detecting and resolving violations of temporal constraints in real-time systems is both, time-consuming and resource-intensive, particularly in complex software environments. Measurement-based approaches are widely used during development,…
Filtering---estimating the state of a partially observable Markov process from a sequence of observations---is one of the most widely studied problems in control theory, AI, and computational statistics. Exact computation of the posterior…
Parametric Interval Markov Chains (pIMCs) are a specification formalism that extend Markov Chains (MCs) and Interval Markov Chains (IMCs) by taking into account imprecision in the transition probability values: transitions in pIMCs are…
Learning-based approaches to verifying unknown Markov decision processes (MDPs) often employ uncertain MDPs. These models use, for example, confidence intervals to capture transition uncertainty and allow synthesis of policies that are…
The polling system with switch-over durations is a useful model with several practical applications. It is classified as a Discrete Event Dynamic System (DEDS) for which no one agreed upon modelling approach exists. Furthermore, DEDS are…
We consider Markov decision processes (MDP) as generators of sequences of probability distributions over states. A probability distribution is p-synchronizing if the probability mass is at least p in a single state, or in a given set of…
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.…
Reachability analysis of hybrid systems has been used as a safety verification tool to assess offline whether the state of a system is capable of remaining within a designated safe region for a given time horizon. Although it has been…
Model checking undiscounted reachability and expected-reward properties on Markov decision processes (MDPs) is key for the verification of systems that act under uncertainty. Popular algorithms are policy iteration and variants of value…
Finding the correct encoding for a generic dynamical system's trajectory is a complicated task: the symbolic sequence needs to preserve the invariant properties from the system's trajectory. In theory, the solution to this problem is found…
We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…