Sciweavers

1323 search results - page 83 / 265
» Moment-Linear Stochastic Systems
Sort
View
AUTOMATICA
2008
134views more  AUTOMATICA 2008»
14 years 10 months ago
Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems
In this work, probabilistic reachability over a finite horizon is investigated for a class of discrete time stochastic hybrid systems with control inputs. A suitable embedding of ...
Alessandro Abate, Maria Prandini, John Lygeros, Sh...
JSCIC
2008
71views more  JSCIC 2008»
14 years 9 months ago
Numerical and Statistical Methods for the Coarse-Graining of Many-Particle Stochastic Systems
In this article we discuss recent work on coarse-graining methods for microscopic stochastic lattice systems. We emphasize the numerical analysis of the schemes, focusing on error ...
Markos A. Katsoulakis, Petr Plechác, Luc Re...
ANOR
2005
81views more  ANOR 2005»
14 years 9 months ago
Managing Stochastic, Finite Capacity, Multi-Project Systems through the Cross-Entropy Methodology
This paper addresses the problem of loading a finite capacity, stochastic (random) and dynamic multi-project system. The system is controlled by keeping a constant number of projec...
Izack Cohen, Boaz Golany, Avraham Shtub
JCP
2008
147views more  JCP 2008»
14 years 9 months ago
Analytical Valuation of Contingent Claims by Stochastic Interacting Systems for Stock Market
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...
Jun Wang, Qiuyuan Wang, Jiguang Shao
MASCOTS
2004
14 years 11 months ago
Structured Stochastic Modeling of Fault-Tolerant Systems
Fault-tolerant mechanisms have been increasingly used to develop safety-critical systems in the past years. Therefore the accurate description of these mechanisms is crucial if we...
Cristiano Bertolini, Leonardo Brenner, Paulo Ferna...