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SIAMCO
2010
112views more  SIAMCO 2010»
14 years 8 months ago
Average Continuous Control of Piecewise Deterministic Markov Processes
In this paper we consider the long run average continuous control problem of piecewise-deterministic Markov processes (PDP's for short). The control variable acts on the jump ...
Oswaldo Luiz V. Costa, François Dufour
SAC
2010
ACM
14 years 11 months ago
Importance tempering
Simulated tempering (ST) is an established Markov Chain Monte Carlo (MCMC) methodology for sampling from a multimodal density π(θ). The technique involves introducing an auxilia...
Robert B. Gramacy, Richard Samworth, Ruth King
CORR
2011
Springer
181views Education» more  CORR 2011»
14 years 8 months ago
Study of Throughput and Delay in Finite-Buffer Line Networks
—In this work, we study the effects of finite buffers on the throughput and delay of line networks with erasure links. We identify the calculation of performance parameters such...
Badri N. Vellambi, Nima Torabkhani, Faramarz Fekri
CORR
2010
Springer
101views Education» more  CORR 2010»
15 years 1 months ago
Finite Optimal Control for Time-Bounded Reachability in CTMDPs and Continuous-Time Markov Games
We establish the existence of optimal scheduling strategies for time-bounded reachability in continuous-time Markov decision processes, and of co-optimal strategies for continuous-...
Markus Rabe, Sven Schewe
APN
2005
Springer
15 years 7 months ago
The (True) Concurrent Markov Property and Some Applications to Markov Nets
Abstract. We study probabilistic safe Petri nets, a probabilistic extension of safe Petri nets interpreted under the true-concurrent semantics. In particular, the likelihood of pro...
Samy Abbes