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In this paper, we consider the problem of probabilistic stability analysis of a subclass of Stochastic Hybrid Systems, namely, Polyhedral Probabilistic Hybrid Systems (PPHS), where the flow dynamics is given by a polyhedral inclusion, the…

Artificial Intelligence · Computer Science 2023-04-07 Spandan Das , Pavithra Prabhakar

We study infinite-horizon Discounted Markov Decision Processes (DMDPs) under a generative model. Motivated by the Algorithm with Advice framework Mitzenmacher and Vassilvitskii 2022, we propose a novel framework to investigate how a…

Machine Learning · Computer Science 2025-02-24 Lixing Lyu , Jiashuo Jiang , Wang Chi Cheung

Controlling stochastic systems with unknown dynamics and under complex specifications is specially challenging in safety-critical settings, where performance guarantees are essential. We propose a data-driven policy synthesis framework that…

Systems and Control · Electrical Eng. & Systems 2025-12-17 Ibon Gracia , Morteza Lahijanian

This letter proposes a novel sampled-data model predictive control framework for continuous control-affine nonlinear systems that provides rigorous reach-avoid and recursive feasibility guarantees under physical constraints. By propagating…

Optimization and Control · Mathematics 2026-04-07 Jianqiang Ding , Nishant Jayesh Bhave , Shankar A. Deka

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

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

Probabilistic model checking aims to prove whether a Markov decision process (MDP) satisfies a temporal logic specification. The underlying methods rely on an often unrealistic assumption that the MDP is precisely known. Consequently,…

Optimization and Control · Mathematics 2021-07-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

This paper presents an abstraction-refinement method to synthesize control inputs for a discrete-time piecewise linear system. The controlled system behavior satisfies a finite-word linear-time temporal objective while incurring minimal…

Optimization and Control · Mathematics 2017-09-07 Yoke Peng Leong , Pavithra Prabhakar

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

In this paper, we focus on mitigating the computational complexity in abstraction-based controller synthesis for interconnected control systems. To do so, we provide a compositional framework for the construction of abstractions for…

Systems and Control · Electrical Eng. & Systems 2020-12-02 Adnane Saoud , Pushpak Jagtap , Majid Zamani , Antoine Girard

Interval Markov decision processes are a class of Markov models where the transition probabilities between the states belong to intervals. In this paper, we study the problem of efficient estimation of the optimal policies in Interval…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Saber Jafarpour , Samuel Coogan

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

This paper presents a compositional approach to specification-guided abstraction refinement for control synthesis of a nonlinear system associated with a method to over-approximate its reachable sets. Given an initial coarse partition of…

Systems and Control · Computer Science 2017-12-19 Pierre-Jean Meyer , Dimos V. Dimarogonas

In this paper, we provide for the first time an automated, correct-by-construction, controller synthesis scheme for a class of infinite dimensional stochastic systems, namely, retarded jump-diffusion systems. First, we construct finite…

Optimization and Control · Mathematics 2019-11-22 Pushpak Jagtap , Majid Zamani

In this paper, we consider a modified version of the control problem in a model free Markov decision process (MDP) setting with large state and action spaces. The control problem most commonly addressed in the contemporary literature is to…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

We introduce the spatiotemporal Markov decision process (STMDP), a special type of Markov decision process that models sequential decision-making problems which are not only characterized by temporal, but also by spatial interaction…

Optimization and Control · Mathematics 2025-01-08 M. C. de Jongh , Richard J. Boucherie , M. N. M. van Lieshout

We consider controller synthesis for stochastic and partially unknown environments in which safety is essential. Specifically, we abstract the problem as a Markov decision process in which the expected performance is measured using a cost…

Software Engineering · Computer Science 2015-10-21 Sebastian Junges , Nils Jansen , Christian Dehnert , Ufuk Topcu , Joost-Pieter Katoen

In this work, we propose an abstraction and refinement methodology for the controller synthesis of discrete-time stochastic systems to enforce complex logical properties expressed by deterministic finite automata (a.k.a. DFA). Our proposed…

Systems and Control · Electrical Eng. & Systems 2022-11-15 Bingzhuo Zhong , Abolfazl Lavaei , Majid Zamani , Marco Caccamo
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