Optimization-Based Methods for Nonlinear and Hybrid Systems Verification [PDF]
, 2005 Complex behaviors that can be exhibited by hybrid systems make the verification of such systems both important and challenging. Due to the infinite number of possibilities taken by the continuous state and the uncertainties in the system, exhaustive ...
Prajna, Stephen
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Global synchronization for delayed complex networks with randomly occurring nonlinearities and multiple stochastic disturbances [PDF]
, 2009 This is the post print version of the article. The official published version can be obained from the link - Copyright 2009 IOP Publishing LtdThis paper is concerned with the synchronization problem for a new class of continuous time delayed complex ...
Wang, Z, Liang, J, Wang, Y
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Achieving target throughputs in random-access networks [PDF]
, 2011 Random-access algorithms such as CSMA provide a popular mechanism for distributed medium access control in large-scale wireless networks. In recent years, tractable stochastic models have been shown to yield accurate throughput estimates for CSMA ...
Borst, S.C. +8 more
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Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations [PDF]
, 2011 Asymptotic stability and boundedness have been two of most popular topics in the study of stochastic functional differential equations (SFDEs) (see e.g. Appleby and Reynolds (2008), Appleby and Rodkina (2009), Basin and Rodkina (2008), Khasminskii (1980),
Qi Luo +5 more
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Stochastic approximations and differential inclusions II: applications [PDF]
, 2006 We apply the theoretical results on "stochastic approximations and differential inclusions" developed in Benaim, Hofbauer and Sorin (2005) to several adaptive processes used in game theory including: classical and generalized approachability, no-regret ...
Benaim, M., Sorin, S., Hofbauer, J.
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Nonlinear Markov games on a finite state space (mean-field and binary interactions) [PDF]
, 2012 Managing large complex stochastic systems, including competitive interests, when one or several players can control the behavior of a large number of particles (agents, mechanisms, vehicles, subsidiaries, species, police units, etc), say Nk for a player ...
Kolokoltsov, V. N. (Vasiliĭ Nikitich)
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A general framework for statistical inference on discrete event systems. [PDF]
We present a framework for statistical analysis of discrete event systems which combines tools such as simulation of marked point processes, likelihood methods, kernel density estimation and stochastic approximation to enable statistical analysis of the ...
Koning, A.J., Nicolai, R.P.
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Necessity of the Transversality Condition for Stochastic Models with Bounded or CRRA Utility [PDF]
This paper shows that the standard transversality condition (STVC) is nec-essary for optimality in stochastic models with bounded or constant-relative-risk- aversion (CRRA) utility under fairly general conditions.
Takashi Kamihigashi
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A Stochastic Simulation Framework for the Government of Canada's Debt Strategy [PDF]
Debt strategy is defined as the manner in which a government finances an excess of government expenditures over revenues and any maturing debt issued in previous periods.
David Jamieson Bolder
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Application of Stochastic Optimal Control to Financial Market Debt Crises [PDF]
This interdisciplinary paper explains how mathematical techniques of stochastic optimal control can be applied to the recent subprime mortgage crisis. Why did the financial markets fail to anticipate the recent debt crisis, despite the large literature ...
Jerome L. Stein
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