相关论文: Algorithms for reachability problems on stochastic…

The problem of reward design examines the interaction between a leader and a follower, where the leader aims to shape the follower's behavior to maximize the leader's payoff by modifying the follower's reward function. Current approaches to…

We are interested in risk constraints for infinite horizon discrete time Markov decision processes (MDPs). Starting with average reward MDPs, we show that increasing concave stochastic dominance constraints on the empirical distribution of…

In this work, we consider solving optimization problems with a stochastic objective and deterministic equality constraints. We propose a Trust-Region Sequential Quadratic Programming method to find both first- and second-order stationary…

In this article we propose a Weighted Stochastic Mesh (WSM) Algorithm for approximating the value of a discrete and continuous time optimal stopping problem. We prove that in the discrete case the WSM algorithm leads to semi-tractability of…

Probabilistic model checking traditionally verifies properties on the expected value of a measure of interest. This restriction may fail to capture the quality of service of a significant proportion of a system's runs, especially when the…

Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

In this paper we discuss distributional robustness in the context of stochastic model predictive control (SMPC) for linear time-invariant systems. We derive a simple approximation of the MPC problem under an additive zero-mean i.i.d. noise…

Fast distributed algorithms that output a feasible solution for constraint satisfaction problems, such as maximal independent sets, have been heavily studied. There has been much less research on distributed sampling problems, where one…

Reward machines (RMs) are an effective approach for addressing non-Markovian rewards in reinforcement learning (RL) through finite-state machines. Traditional RMs, which label edges with propositional logic formulae, inherit the limited…

We introduce a new approximate solution technique for first-order Markov decision processes (FOMDPs). Representing the value function linearly w.r.t. a set of first-order basis functions, we compute suitable weights by casting the…

Suppose there are $n$ Markov chains and we need to pay a per-step \emph{price} to advance them. The "destination" states of the Markov chains contain rewards; however, we can only get rewards for a subset of them that satisfy a…

Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…

Reward machines are an established tool for dealing with reinforcement learning problems in which rewards are sparse and depend on complex sequences of actions. However, existing algorithms for learning reward machines assume an overly…

Statistical model checking (SMC) is a technique for analysis of probabilistic systems that may be (partially) unknown. We present an SMC algorithm for (unbounded) reachability yielding probably approximately correct (PAC) guarantees on the…

The study of time-inhomogeneous Markov jump processes is a traditional topic within probability theory that has recently attracted substantial attention in various applications. However, their flexibility also incurs a substantial…

Computing optimal conditional reachability probabilities in Markov decision processes (MDPs) is tractable by a reduction to reachability probabilities. Yet, this reduction yields cyclic, challenging MDPs that are often notoriously hard to…

Markov decision processes model systems subject to nondeterministic and probabilistic uncertainty. A plethora of verification techniques addresses variations of reachability properties, such as: Is there a scheduler resolving the…

We consider the problem of estimating the asymptotic variance of a function defined on a Markov chain, an important step for statistical inference of the stationary mean. We design a novel recursive estimator that requires $O(1)$…

A new mechanism for efficiently solving the Markov decision processes (MDPs) is proposed in this paper. We introduce the notion of reachability landscape where we use the Mean First Passage Time (MFPT) as a means to characterize the…

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…