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Related papers: CTMCs with Imprecisely Timed Observations

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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,…

Optimization and Control · Mathematics 2024-08-08 Yanyun Li , Junping Li

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…

Logic in Computer Science · Computer Science 2011-02-22 Laurent Doyen , Thierry Massart , Mahsa Shirmohammadi

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…

Artificial Intelligence · Computer Science 2024-12-11 Marnix Suilen , Thom Badings , Eline M. Bovy , David Parker , Nils Jansen

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…

Probability · Mathematics 2021-12-01 Chuang Xu , Mads Christian Hansen , Carsten Wiuf

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…

Machine Learning · Statistics 2018-07-12 Thomas Krak , Alexander Erreygers , Jasper De Bock

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…

Optimization and Control · Mathematics 2020-12-09 Hideaki Nakao , Ruiwei Jiang , Siqian Shen

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…

Probability · Mathematics 2022-06-28 Thomas Krak

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…

Applications · Statistics 2023-03-16 Seyyed A. Fatemi , June Zhang

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…

Artificial Intelligence · Computer Science 2021-11-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Ahmadreza Marandi , Marnix Suilen , Ufuk Topcu

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,…

Operating Systems · Computer Science 2025-07-31 Benno Bielmeier , Ralf Ramsauer , Takahiro Yoshida , Wolfgang Mauerer

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…

Artificial Intelligence · Computer Science 2013-01-07 Bhaskara Marthi , Hanna Pasula , Stuart Russell , Yuval Peres

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…

Logic in Computer Science · Computer Science 2017-06-02 Anicet Bart , Benoit Delahaye , Didier Lime , Eric Monfroy , Charlotte Truchet

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…

Machine Learning · Computer Science 2026-05-05 Yannik Schnitzer , Alessandro Abate , David Parker

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…

Optimization and Control · Mathematics 2021-12-14 Dylan Solms

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…

Formal Languages and Automata Theory · Computer Science 2018-03-28 Laurent Doyen , Thierry Massart , Mahsa Shirmohammadi

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

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…

Optimization and Control · Mathematics 2014-04-24 Kendra Lesser , Meeko Oishi

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…

Logic in Computer Science · Computer Science 2023-01-25 Arnd Hartmanns , Sebastian Junges , Tim Quatmann , Maximilian Weininger

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…

Chaotic Dynamics · Physics 2018-04-18 Nicolás Rubido , Celso Grebogi , Murilo S. Baptista

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.}…

Probability · Mathematics 2022-03-02 Wenqing Hu , Hong Qian