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In this paper, we address the approximate minimization problem of Markov Chains (MCs) from a behavioral metric-based perspective. Specifically, given a finite MC and a positive integer k, we are looking for an MC with at most k states…

Formal Languages and Automata Theory · Computer Science 2018-06-07 Giovanni Bacci , Giorgio Bacci , Kim G. Larsen , Radu Mardare

We propose a vector linear programming formulation for a non-stationary, finite-horizon Markov decision process with vector-valued rewards. Pareto efficient policies are shown to correspond to efficient solutions of the linear program, and…

Optimization and Control · Mathematics 2025-06-02 Anas Mifrani , Dominikus Noll

This paper focuses on optimizing probabilities of events of interest defined over general controlled discrete-time Markov processes. It is shown that the optimization over a wide class of $\omega$-regular properties can be reduced to the…

Probability · Mathematics 2014-07-22 Ilya Tkachev , Alexandru Mereacre , Joost-Pieter Katoen , Alessandro Abate

Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…

Logic in Computer Science · Computer Science 2018-06-12 Dimitrios Milios , Guido Sanguinetti , David Schnoerr

The possibility of errors in human-engineered formal verification software, such as model checkers, poses a serious threat to the purpose of these tools. An established approach to mitigate this problem are certificates -- lightweight,…

Logic in Computer Science · Computer Science 2025-01-22 Krishnendu Chatterjee , Tim Quatmann , Maximilian Schäffeler , Maximilian Weininger , Tobias Winkler , Daniel Zilken

We present an approach that can be useful when the network or system performance is described by a model that is not Markovian. Although most performance models are based on Markov chains or Markov processes, in some cases the Markov…

Performance · Computer Science 2020-12-15 Andras Farago

In this work we present a modified neural network model which is capable to simulate Markov Chains. We show how to express and train such a network, how to ensure given statistical properties reflected in the training data and we…

Machine Learning · Computer Science 2018-05-03 Maren Awiszus , Bodo Rosenhahn

We provide a framework for speeding up algorithms for time-bounded reachability analysis of continuous-time Markov decision processes. The principle is to find a small, but almost equivalent subsystem of the original system and only analyse…

Systems and Control · Computer Science 2018-07-26 Pranav Ashok , Yuliya Butkova , Holger Hermanns , Jan Křetínský

We present a novel deep learning method for estimating time-dependent parameters in Markov processes through discrete sampling. Departing from conventional machine learning, our approach reframes parameter approximation as an optimization…

We study and provide efficient algorithms for multi-objective model checking problems for Markov Decision Processes (MDPs). Given an MDP, M, and given multiple linear-time (\omega -regular or LTL) properties \varphi\_i, and probabilities…

Logic in Computer Science · Computer Science 2015-07-01 Kousha Etessami , Marta Kwiatkowska , Moshe Y. Vardi , Mihalis Yannakakis

While reachability analysis is one of the most promising approaches for formal verification of dynamic systems, a major disadvantage preventing a more widespread application is the requirement to manually tune algorithm parameters such as…

Logic in Computer Science · Computer Science 2024-04-09 Niklas Kochdumper , Stanley Bak

We present a method that connects a well-established nonlinear (bilinear) identification method from time-domain data with neural network (NNs) advantages. The main challenge for fitting bilinear systems is the accurate recovery of the…

Dynamical Systems · Mathematics 2022-08-23 Dimitrios S. Karachalios , Ion Victor Gosea , Kirandeep Kour , Athanasios C. Antoulas

This paper presents a Bayesian method for identification of jump Markov linear system parameters. A primary motivation is to provide accurate quantification of parameter uncertainty without relying on asymptotic in data-length arguments. To…

Methodology · Statistics 2021-02-11 Mark P. Balenzuela , Adrian G. Wills , Christopher Renton , Brett Ninness

Reachability analysis is a formal method to guarantee safety of dynamical systems under the influence of uncertainties. A substantial bottleneck of all reachability algorithms is the necessity to adequately tune specific algorithm…

Numerical Analysis · Mathematics 2024-02-23 Mark Wetzlinger , Niklas Kochdumper , Stanley Bak , Matthias Althoff

This paper considers robust Markov decision processes under parametric transition distributions. We assume that the true transition distribution is uniquely specified by some parametric distribution, and explicitly enforce that the…

Optimization and Control · Mathematics 2022-11-24 Ben Black , Trivikram Dokka , Christopher Kirkbride

We present an algorithm for formal verification and parameter synthesis of continuous state-space Markov chains. This class of problems captures the design and analysis of a wide variety of autonomous and cyber-physical systems defined by…

Machine Learning · Computer Science 2020-12-04 Negin Musavi , Dawei Sun , Sayan Mitra , Geir Dullerud , Sanjay Shakkottai

Machine-learned systems are in widespread use for making decisions about humans, and it is important that they are fair, i.e., not biased against individuals based on sensitive attributes. We present a general framework of runtime…

Machine Learning · Computer Science 2025-07-08 Thomas A. Henzinger , Mahyar Karimi , Konstantin Kueffner , Kaushik Mallik

We consider the problem of optimally designing a system for repeated use under uncertainty. We develop a modeling framework that integrates design and operational phases, which are represented by a mixed-integer program and discounted-cost…

Optimization and Control · Mathematics 2024-03-25 Seth Brown , Saumya Sinha , Andrew J Schaefer

This paper considers the problem of finding strategies that satisfy a mixture of sure and threshold objectives in Markov decision processes. We focus on a single $\omega$-regular objective expressed as parity that must be surely met while…

Computer Science and Game Theory · Computer Science 2024-08-05 Raphaël Berthon , Joost-Pieter Katoen , Tobias Winkler

Parametric Markov chains occur quite naturally in various applications: they can be used for a conservative analysis of probabilistic systems (no matter how the parameter is chosen, the system works to specification); they can be used to…

Logic in Computer Science · Computer Science 2018-11-05 Paul Gainer , Ernst Moritz Hahn , Sven Schewe