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HYBRID
2007
Springer
15 years 5 months ago
Symbolic Analysis for GSMP Models with One Stateful Clock
We consider the problem of verifying reachability properties of stochastic real-time systems modeled as generalized semi-Markov processes (GSMPs). The standard simulation-based tec...
Mikhail Bernadsky, Rajeev Alur
WSC
2001
15 years 1 months ago
Study of an ergodicity pitfall in multitrajectory simulation
Multitrajectory Simulation allows random events in a simulation to generate multiple trajectories. Management techniques have been developed to manage the choices of trajectories ...
John B. Gilmer Jr., Frederick J. Sullivan
WIOPT
2011
IEEE
14 years 3 months ago
Network utility maximization over partially observable Markovian channels
Abstract—This paper considers maximizing throughput utility in a multi-user network with partially observable Markov ON/OFF channels. Instantaneous channel states are never known...
Chih-Ping Li, Michael J. Neely
IOR
2010
86views more  IOR 2010»
14 years 10 months ago
Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse
This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs (SIPs) with random recourse. Disjunctive decomposition allows for cutting plane...
Lewis Ntaimo
CDC
2009
IEEE
285views Control Systems» more  CDC 2009»
14 years 9 months ago
Adaptive randomized algorithm for finding eigenvector of stochastic matrix with application to PageRank
Abstract-- The problem of finding the eigenvector corresponding to the largest eigenvalue of a stochastic matrix has numerous applications in ranking search results, multi-agent co...
Alexander V. Nazin, Boris T. Polyak