This work is concerned with numerical methods for controlled regime-switching diffusions, and regime-switching jump diffusions. Numerical procedures based on Markov chain approxim...
The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...
Abstract. Sincehybridembeddedsystemsarepervasiveandoftensafetycritical, guarantees about their correct performance are desirable. The hybrid systemsmodelcheckerHyTech providessuch ...
Thomas A. Henzinger, Benjamin Horowitz, Rupak Maju...
— In this paper, a numerical method (termed, E47 algorithm) based on linear variational inequalities (LVI) is presented and investigated to solve quadratic programming (QP) probl...
Yunong Zhang, Senbo Fu, Zhijun Zhang, Lin Xiao, Xu...
: We consider a fractal scalar conservation law, that is to say a conservation law modified by a fractional power of the Laplace operator, and we propose a numerical method to appr...