scholarly journals On the algebraic structure of certain partially observable finite-state Markov processes

1978 ◽  
Vol 38 (2) ◽  
pp. 179-212 ◽  
Author(s):  
Alan S. Willsky
Author(s):  
Roman Andriushchenko ◽  
Milan Češka ◽  
Sebastian Junges ◽  
Joost-Pieter Katoen

AbstractThis paper presents a novel method for the automated synthesis of probabilistic programs. The starting point is a program sketch representing a finite family of finite-state Markov chains with related but distinct topologies, and a reachability specification. The method builds on a novel inductive oracle that greedily generates counter-examples (CEs) for violating programs and uses them to prune the family. These CEs leverage the semantics of the family in the form of bounds on its best- and worst-case behaviour provided by a deductive oracle using an MDP abstraction. The method further monitors the performance of the synthesis and adaptively switches between inductive and deductive reasoning. Our experiments demonstrate that the novel CE construction provides a significantly faster and more effective pruning strategy leading to an accelerated synthesis process on a wide range of benchmarks. For challenging problems, such as the synthesis of decentralized partially-observable controllers, we reduce the run-time from a day to minutes.


1986 ◽  
Vol 23 (01) ◽  
pp. 208-214 ◽  
Author(s):  
Donald R. Fredkin ◽  
John A. Rice

A finite-state Markov process is aggregated into several groups. What can be learned about the underlying process from the aggregated one? We provide some partial answers to this question.


2019 ◽  
Vol 27 (2) ◽  
pp. 89-105 ◽  
Author(s):  
Matthias Löwe ◽  
Kristina Schubert

Abstract We discuss the limiting spectral density of real symmetric random matrices. In contrast to standard random matrix theory, the upper diagonal entries are not assumed to be independent, but we will fill them with the entries of a stochastic process. Under assumptions on this process which are satisfied, e.g., by stationary Markov chains on finite sets, by stationary Gibbs measures on finite state spaces, or by Gaussian Markov processes, we show that the limiting spectral distribution depends on the way the matrix is filled with the stochastic process. If the filling is in a certain way compatible with the symmetry condition on the matrix, the limiting law of the empirical eigenvalue distribution is the well-known semi-circle law. For other fillings we show that the semi-circle law cannot be the limiting spectral density.


1979 ◽  
Vol 11 (1) ◽  
pp. 118-133 ◽  
Author(s):  
B. D. O. Anderson ◽  
T. Kailath

The construction and properties of reversible and dynamically reversible models for finite-state Markov processes are studied. Certain results on approximating processes with rational power spectra with dynamically reversible finite-state models are also obtained.


2018 ◽  
Vol 28 (1) ◽  
pp. 013109 ◽  
Author(s):  
Joshua B. Ruebeck ◽  
Ryan G. James ◽  
John R. Mahoney ◽  
James P. Crutchfield

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