Abstract. We study optimal control in large stochastic multi-agent systems in continuous space and time. We consider multi-agent systems where agents have independent dynamics with...
An important step in designing stochastic simulation is modeling the uncertainty in the input environment of the system being studied. Obtaining a reasonable representation of thi...
The paper introduces a new model for shipment date quoting with potential applications in E-commerce. First, a customer sends to the vendor a request for an item advertised at a c...
ion for Stochastic Systems by Erlang's Method of Stages Joost-Pieter Katoen1 , Daniel Klink1 , Martin Leucker2 , and Verena Wolf3 1 RWTH Aachen University 2 TU Munich 3 EPF La...
Joost-Pieter Katoen, Daniel Klink, Martin Leucker,...
We consider a general adversarial stochastic optimization model. Our model involves the design of a system that an adversary may subsequently attempt to destroy or degrade. We int...
Matthew D. Bailey, Steven M. Shechter, Andrew J. S...