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In this paper we propose a new methodology for solving a discrete time stochastic Markovian control problem under model uncertainty. By utilizing the Dirichlet process, we model the unknown distribution of the underlying stochastic process…

Optimization and Control · Mathematics 2022-03-29 Tao Chen , Jiyoun Myung

This paper addresses the problem of data-driven computation of controllers that are correct by design for safety-critical systems and can provably satisfy (complex) functional requirements. With a focus on continuous-space stochastic…

Systems and Control · Electrical Eng. & Systems 2024-11-11 Oliver Schön , Birgit van Huijgevoort , Sofie Haesaert , Sadegh Soudjani

This paper addresses the synthesis of interval observers for partially unknown nonlinear systems subject to bounded noise, aiming to simultaneously estimate system states and learn a model of the unknown dynamics. Our approach leverages…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Mohammad Khajenejad , Zeyuan Jin

We develop a method to control discrete-time systems with constant but initially unknown parameters from linear temporal logic (LTL) specifications. We introduce the notions of (non-deterministic) parametric and adaptive transition systems…

Systems and Control · Computer Science 2017-03-23 Sadra Sadraddini , Calin Belta

In this paper, we introduce a data-driven framework for synthesis of provably-correct controllers for general nonlinear switched systems under complex specifications. The focus is on systems with unknown disturbances whose effects on the…

Systems and Control · Electrical Eng. & Systems 2024-06-17 Ibon Gracia , Dimitris Boskos , Luca Laurenti , Morteza Lahijanian

Verification of temporal logic properties plays a crucial role in proving the desired behaviors of continuous systems. In this paper, we propose an interval method that verifies the properties described by a bounded signal temporal logic.…

Logic in Computer Science · Computer Science 2016-02-09 Daisuke Ishii , Naoki Yonezaki , Alexandre Goldsztejn

This paper studies finite-time safety and reach-avoid verification for stochastic discrete-time dynamical systems. The aim is to ascertain lower and upper bounds of the probability that, within a predefined finite-time horizon, a system…

Systems and Control · Electrical Eng. & Systems 2025-10-22 Bai Xue

We study identification of stochastic Wiener dynamic systems using so-called indirect inference. The main idea is to first fit an auxiliary model to the observed data and then in a second step, often by simulation, fit a more structured…

Optimization and Control · Mathematics 2015-07-21 Bo Wahlberg , James Welsh , Lennart Ljung

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

Logic in Computer Science · Computer Science 2020-02-26 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

We study the automated abstraction-based synthesis of correct-by-construction control policies for stochastic dynamical systems with unknown dynamics. Our approach is to learn an abstraction from sampled data, which is represented in the…

Systems and Control · Electrical Eng. & Systems 2025-09-03 Mahdi Nazeri , Thom Badings , Anne-Kathrin Schmuck , Sadegh Soudjani , Alessandro Abate

This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…

Applications · Statistics 2011-12-06 Timothy B. Armstrong

The construction and formal verification of dynamical models is important in engineering, biology and other disciplines. We focus on non-linear models containing a set of parameters governing their dynamics. The value of these parameters is…

Systems and Control · Computer Science 2015-04-20 Benjamin M. Gyori , Daniel Paulin , Sucheendra K. Palaniappan

While the identification of nonlinear dynamical systems is a fundamental building block of model-based reinforcement learning and feedback control, its sample complexity is only understood for systems that either have discrete states and…

Machine Learning · Statistics 2020-06-19 Horia Mania , Michael I. Jordan , Benjamin Recht

We study the estimation of the value function for continuous-time Markov diffusion processes using a single, discretely observed ergodic trajectory. Our work provides non-asymptotic statistical guarantees for the least-squares…

Machine Learning · Computer Science 2025-02-07 Wenlong Mou

We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback control policy in order to lead the system to a prespecified state. We adopt a stochastic approximation viewpoint of this problem. It is known…

Optimization and Control · Mathematics 2025-09-03 Hoang Huy Nguyen , Siva Theja Maguluri

This paper presents a methodology for temporal logic verification of discrete-time stochastic systems. Our goal is to find a lower bound on the probability that a complex temporal property is satisfied by finite traces of the system.…

Systems and Control · Computer Science 2019-11-22 Pushpak Jagtap , Sadegh Soudjani , Majid Zamani

This work provides a framework for data-driven control of discrete time systems with unknown input-output dynamics and outputs controllable by the inputs. This framework leads to stable and robust real-time control of the system such that a…

Systems and Control · Electrical Eng. & Systems 2021-04-02 Amit K. Sanyal

Temporal logics provide a formalism for expressing complex system specifications. A large body of literature has addressed the verification and the control synthesis problem for deterministic systems under such specifications. For…

Logic · Mathematics 2020-08-27 Lars Lindemann , George J. Pappas , Dimos V. Dimarogonas

We consider a stochastic process driven by a diffusion and jumps. We devise a technique, which is based on a discrete record of observations, for identifying the times when jumps larger than a suitably defined threshold occurred. The…

Statistics Theory · Mathematics 2007-06-13 Cecilia Mancini

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

Optimization and Control · Mathematics 2013-08-12 Péter Koltai , Alexander Volf