English
Related papers

Related papers: Supermartingale Certificates for Quantitative Omeg…

200 papers

In this paper, we consider optimal control of stochastic differential equations subject to an expected path constraint. The stochastic maximum principle is given for a general optimal stochastic control in terms of constrained FBSDEs. In…

Optimization and Control · Mathematics 2022-08-16 Ying Hu , Shanjian Tang , Zuo Quan Xu

This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Teruki Kato , Ryotaro Shima , Kenji Kashima

Leveraging recent developments in black-box risk-aware verification, we provide three algorithms that generate probabilistic guarantees on (1) optimality of solutions, (2) recursive feasibility, and (3) maximum controller runtimes for…

Optimization and Control · Mathematics 2023-03-14 Prithvi Akella , Wyatt Ubellacker , Aaron D. Ames

Engineering biology requires precise control of biomolecular circuits, and Cybergenetics is the field dedicated to achieving this goal. A significant challenge in developing controllers for cellular functions is designing systems that can…

Quantitative Methods · Quantitative Biology 2024-09-18 Hamza Faquir , Manuel Pájaro , Irene Otero-Muras

Predicting observables in equilibrium states is a central yet notoriously hard question in quantum many-body systems. In the physically relevant thermodynamic limit, certain mathematical formulations of this task have even been shown to…

Quantum Physics · Physics 2025-08-15 Hamza Fawzi , Omar Fawzi , Samuel O. Scalet

We study certificates in static data structures. In the cell-probe model, certificates are the cell probes which can uniquely identify the answer to the query. As a natural notion of nondeterministic cell probes, lower bounds for…

Data Structures and Algorithms · Computer Science 2014-04-29 Yaoyu Wang , Yitong Yin

We give a polynomial-time algorithm for model checking finite Markov chains against omega-regular specifications given as unambiguous Buchi automata.

Logic in Computer Science · Computer Science 2016-03-29 Michael Benedikt , Rastislav Lenhardt , James Worrell

In a two-period financial market where a stock is traded dynamically and European options at maturity are traded statically, we study the so-called martingale Schr\"odinger bridge Q*; that is, the minimal-entropy martingale measure among…

Mathematical Finance · Quantitative Finance 2022-04-27 Marcel Nutz , Johannes Wiesel , Long Zhao

Discovering novel materials with desired properties is essential for driving innovation. Industry 4.0 and smart manufacturing have promised transformative advances in this area through real-time data integration and automated production…

Machine Learning · Computer Science 2025-04-08 Avijit Saha Asru , Hamed Khosravi , Imtiaz Ahmed , Abdullahil Azeem

The problem of stopping stochastic gradient descent (SGD) in an online manner, based solely on the observed trajectory, is a challenging theoretical problem with significant consequences for applications. While SGD is routinely monitored as…

Optimization and Control · Mathematics 2026-02-24 Liviu Aolaritei , Michael I. Jordan

Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs…

Artificial Intelligence · Computer Science 2020-01-22 Mohamadreza Ahmadi , Rangoli Sharan , Joel W. Burdick

In this paper, we describe a novel approach for checking safety specifications of a dynamical system with exogenous inputs over infinite time horizon that is guaranteed to terminate in finite time with a conclusive answer. We introduce the…

Optimization and Control · Mathematics 2008-01-04 Amit Bhatia , Emilio Frazzoli

We propose an application for near-term quantum devices: namely, generating cryptographically certified random bits, to use (for example) in proof-of-stake cryptocurrencies. Our protocol repurposes the existing "quantum supremacy"…

Quantum Physics · Physics 2023-03-06 Scott Aaronson , Shih-Han Hung

This paper first describes a class of uncertain stochastic control systems with Markovian switching, and derives an It\^o-Liu formula for Markov-modulated processes. And we characterize an optimal control law, which satisfies the…

Optimization and Control · Mathematics 2014-01-14 Weiyin Fei

Bisimulation relation has been successfully applied to computer science and control theory. In our previous work, simulation-based controllability and simulation-based observability are proposed, under which the existence of bisimilarity…

Systems and Control · Computer Science 2016-11-25 Yajuan Sun , Hai Lin , Fuchun Liu

We provide several characterizations to identify Strong envelop (for bounded measurable process) and Strong super-martingale (for non-negative right upper semi-continuous process of the class $\Dc$). As examples of application, we prove…

Probability · Mathematics 2016-01-06 Soufiane Aazizi , Youssef Ouknine

We propose an algorithm-independent framework to equip existing optimization methods with primal-dual certificates. Such certificates and corresponding rate of convergence guarantees are important for practitioners to diagnose progress, in…

Machine Learning · Computer Science 2016-06-06 Celestine Dünner , Simone Forte , Martin Takáč , Martin Jaggi

Ensuring the safety of AI-enabled systems, particularly in high-stakes domains such as autonomous driving and healthcare, has become increasingly critical. Traditional formal verification tools fall short when faced with systems that embed…

Systems and Control · Electrical Eng. & Systems 2025-12-15 Ernesto Casablanca , Oliver Schön , Paolo Zuliani , Sadegh Soudjani

Recent advances such as self-consistency and test-time reinforcement learning (TTRL) improve the reliability of large language models (LLMs) without additional supervision, yet their underlying mechanisms and statistical guarantees remain…

Machine Learning · Statistics 2025-10-24 Paula Cordero-Encinar , Andrew B. Duncan

In this paper, we investigate safety-critical control problem of discrete-time stochastic systems with incomplete information, where safety constraints must be enforced using state estimates obtained from noisy measurements. We develop an…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Jianing Zhao , Zhuoting Cai , Xiang Yin