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There is a scalability gap between probabilistic and non-probabilistic verification. Probabilistic model checking tools are based either on explicit engines or on (Multi-Terminal) Binary Decision Diagrams. These structures are complemented…

Logic in Computer Science · Computer Science 2019-09-20 Elizabeth Polgreen , Martin Brain , Martin Fraenzle , Alessandro Abate

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

Mathematical models are essential for understanding and making predictions about systems arising in nature and engineering. Yet, mathematical models are a simplification of true phenomena, thus making predictions subject to uncertainty.…

Numerical Analysis · Mathematics 2023-03-03 Mark Hobbs , Hussein Rappel , Tim Dodwell

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…

Systems and Control · Computer Science 2017-06-27 Sadegh Esmaeil Zadeh Soudjani , Rupak Majumdar , Tigran Nagapetyan

Complex systems typically have many different parts and facets, with different characteristics. In a multi-paradigm approach to modeling, formalisms with different natures are used in combination to describe complementary parts and aspects…

Logic in Computer Science · Computer Science 2013-08-14 Marcello M. Bersani , Carlo A. Furia , Matteo Pradella , Matteo Rossi

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

We consider the problem of verifying stochastic models of biochemical networks against behavioral properties expressed in temporal logic terms. Exact probabilistic verification approaches such as, for example, CSL/PCTL model checking, are…

Computational Engineering, Finance, and Science · Computer Science 2009-12-15 Paolo Ballarini , Michele Forlin , Tommaso Mazza , Davide Prandi

It is crucial for accurate model checking that the model be a complete and faithful representation of the system. Unfortunately, this is not always possible, mainly because of two reasons: (i) the model is still under development and (ii)…

Logic in Computer Science · Computer Science 2017-06-19 Shiraj Arora , M. V. Panduranga Rao

Many important properties of cyber-physical systems (CPS) are defined upon the relationship between multiple executions simultaneously in continuous time. Examples include probabilistic fairness and sensitivity to modeling errors (i.e.,…

Logic in Computer Science · Computer Science 2019-08-07 Yu Wang , Mojtaba Zarei , Borzoo Bonakdarpour , Miroslav Pajic

We propose a simple technique for verifying probabilistic models whose transition probabilities are parametric. The key is to replace parametric transitions by nondeterministic choices of extremal values. Analysing the resulting…

Logic in Computer Science · Computer Science 2016-05-27 Tim Quatmann , Christian Dehnert , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen

This paper proposes to use probabilistic model checking to synthesize optimal robot policies in multi-tasking autonomous systems that are subject to human-robot interaction. Given the convincing empirical evidence that human behavior can be…

Artificial Intelligence · Computer Science 2016-11-01 Sebastian Junges , Nils Jansen , Joost-Pieter Katoen , Ufuk Topcu

We investigate model predictive control (MPC) formulations for linear systems subject to i.i.d. stochastic disturbances with bounded support and chance constraints. Existing stochastic MPC formulations with closed-loop guarantees can be…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Johannes Köhler , Ferdinand Geuss , Melanie N. Zeilinger

In this thesis a comprehensive verification framework is proposed to contend with some important issues in composability verification and a verification process is suggested to verify composability of different kinds of systems models, such…

Software Engineering · Computer Science 2023-01-10 Imran Mahmood

In recent years probabilistic model checking has become an important area of research because of the diffusion of computational systems of stochastic nature. Despite its great success, standard probabilistic model checking suffers the…

Logic in Computer Science · Computer Science 2021-05-19 Alberto Termine , Alessandro Antonucci , Alessandro Facchini , Giuseppe Primiero

Formal analysis of functional and non-functional requirements is crucial in automotive systems. The behaviors of those systems often rely on complex dynamics as well as on stochastic behaviors. We have proposed a probabilistic extension of…

Software Engineering · Computer Science 2019-11-01 Li Huang , Tian Liang , Eun-Young Kang

Markov chain analysis is a key technique in formal verification. A practical obstacle is that all probabilities in Markov models need to be known. However, system quantities such as failure rates or packet loss ratios, etc. are often not --…

Logic in Computer Science · Computer Science 2023-11-08 Sebastian Junges , Erika Ábrahám , Christian Hensel , Nils Jansen , Joost-Pieter Katoen , Tim Quatmann , Matthias Volk

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Machine Learning · Statistics 2023-02-22 Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

When we use simulation to evaluate the performance of a stochastic system, the simulation often contains input distributions estimated from real-world data; therefore, there is both simulation and input uncertainty in the performance…

Methodology · Statistics 2020-11-10 Wei Xie , Barry L. Nelson , Russell R. Barton

Model Predictive Control (MPC) has shown to be a successful method for many applications that require control. Especially in the presence of prediction uncertainty, various types of MPC offer robust or efficient control system behavior. For…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Jie Zhan , Dirk Wollherr , Marion Leibold