We study a stochastic control problem where the state process is described by a stochastic differential equation driven by a Brownian motion and a Poisson random measure, being af...
Testing of concurrent programs is much more difficult than that of sequential programs. A concurrent program behaves nondeterministically, that is, the program may produce differe...
A framework to assess transient performance measures is introduced by generalizing the theory of the quasi Birthand-Death (QBD) paradigm to QBDs with marked time epochs (QBDm ). T...
We analyze various stochastic processes for generating permutations almost uniformly at random in distributed and parallel systems. All our protocols are simple, elegant and are b...
We consider the restless multi-armed bandit (RMAB) problem with unknown dynamics. In this problem, at each time, a player chooses K out of N (N > K) arms to play. The state of ...