THE INFLUENCE OF ADVERTISING ON THE DEMAND FORECASTING

This paper deals with the notion of approximate probabilistic bisimulation (APB) relation for discrete-time labeled Markov Chains (LMC). In order to provide a quantified upper bound on a metric over probabilistic realizations for LMC, we exploit the structure and properties of the APB and leverage the mathematical framework of Markov set- Chains. Based on this bound, the article proves that the existence of an APB implies the preservation of robust PCTL formulae, which are formulae that allow being properly relaxed or strengthened, according to the underlying APB. This leads to a notion of robustness for probabilistic model checking. Copyright 2012 ACM

Certified Reinforcement Learning with Logic Guidance

This paper proposes the first model-free Reinforcement Learning (RL) framework to synthesise policies for unknown, and continuous-state Markov Decision Processes (MDPs), such that a given linear temporal property is satisfied. We convert the given property into a Limit Deterministic Buchi Automaton (LDBA), namely a finite-state machine expressing the property. Exploiting the structure of the LDBA, we shape a synchronous reward function on-the-fly, so that an RL algorithm can synthesise a policy resulting in traces that probabilistically satisfy the linear temporal property. This probability (certificate) is also calculated in parallel with policy learning when the state space of the MDP is finite: as such, the RL algorithm produces a policy that is certified with respect to the property. Under the assumption of finite state space, theoretical guarantees are provided on the convergence of the RL algorithm to an optimal policy, maximising the above probability. We also show that our method produces ''best available'' control policies when the logical property cannot be satisfied. In the general case of a continuous state space, we propose a neural network architecture for RL and we empirically show that the algorithm finds satisfying policies, if there exist such policies. The performance of the proposed framework is evaluated via a set of numerical examples and benchmarks, where we observe an improvement of one order of magnitude in the number of iterations required for the policy synthesis, compared to existing approaches whenever available.Comment: This article draws from arXiv:1801.08099, arXiv:1809.0782

Sampling-based Approximations with Quantitative Performance for the Probabilistic Reach-Avoid Problem over General Markov Processes

This article deals with stochastic processes endowed with the Markov (memoryless) property and evolving over general (uncountable) state spaces. The models further depend on a non-deterministic quantity in the form of a control input, which can be selected to affect the probabilistic dynamics. We address the computation of maximal reach-avoid specifications, together with the synthesis of the corresponding optimal controllers. The reach-avoid specification deals with assessing the likelihood that any finite-horizon trajectory of the model enters a given goal set, while avoiding a given set of undesired states. This article newly provides an approximate computational scheme for the reach-avoid specification based on the Fitted Value Iteration algorithm, which hinges on random sample extractions, and gives a-priori computable formal probabilistic bounds on the error made by the approximation algorithm: as such, the output of the numerical scheme is quantitatively assessed and thus meaningful for safety-critical applications. Furthermore, we provide tighter probabilistic error bounds that are sample-based. The overall computational scheme is put in relationship with alternative approximation algorithms in the literature, and finally its performance is practically assessed over a benchmark case study

Symbolic Models for Stochastic Switched Systems: A Discretization and a Discretization-Free Approach

Stochastic switched systems are a relevant class of stochastic hybrid systems with probabilistic evolution over a continuous domain and control-dependent discrete dynamics over a finite set of modes. In the past few years several different techniques have been developed to assist in the stability analysis of stochastic switched systems. However, more complex and challenging objectives related to the verification of and the controller synthesis for logic specifications have not been formally investigated for this class of systems as of yet. With logic specifications we mean properties expressed as formulae in linear temporal logic or as automata on infinite strings. This paper addresses these complex objectives by constructively deriving approximately equivalent (bisimilar) symbolic models of stochastic switched systems. More precisely, this paper provides two different symbolic abstraction techniques: one requires state space discretization, but the other one does not require any space discretization which can be potentially more efficient than the first one when dealing with higher dimensional stochastic switched systems. Both techniques provide finite symbolic models that are approximately bisimilar to stochastic switched systems under some stability assumptions on the concrete model. This allows formally synthesizing controllers (switching signals) that are valid for the concrete system over the finite symbolic model, by means of mature automata-theoretic techniques in the literature. The effectiveness of the results are illustrated by synthesizing switching signals enforcing logic specifications for two case studies including temperature control of a six-room building.Comment: 25 pages, 4 figures. arXiv admin note: text overlap with arXiv:1302.386

Sufficient conditions for the existence of Zeno behavior in a class of nonlinear hybrid systems via constant approximations

The existence of Zeno behavior in hybrid systems is related to a certain type of equilibria, termed Zeno equilibria, that are invariant under the discrete, but not the continuous, dynamics of a hybrid system. In analogy to the standard procedure of linearizing a vector field at an equilibrium point to determine its stability, in this paper we study the local behavior of a hybrid system near a Zeno equilibrium point by considering the value of the vector field on each domain at this point, i.e., we consider constant approximations of nonlinear hybrid systems. By means of these constant approximations, we are able to derive conditions that simultaneously imply both the existence of Zeno behavior and the local exponential stability of a Zeno equilibrium point. Moreover, since these conditions are in terms of the value of the vector field on each domain at a point, they are remarkably easy to verify

Control refinement for discrete-time descriptor systems: a behavioural approach via simulation relations

The analysis of industrial processes, modelled as descriptor systems, is often computationally hard due to the presence of both algebraic couplings and difference equations of high order. In this paper, we introduce a control refinement notion for these descriptor systems that enables analysis and control design over related reduced-order systems. Utilising the behavioural framework, we extend upon the standard hierarchical control refinement for ordinary systems and allow for algebraic couplings inherent to descriptor systems.Comment: 8 pages, 3 figure