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» Dealing with stochastic reachability
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ISIPTA
2005
IEEE
165views Mathematics» more  ISIPTA 2005»
14 years 1 months ago
Electric Company Portfolio Optimization Under Interval Stochastic Dominance Constraints
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...
Daniel Berleant, Mathieu Dancre, Jean-Philippe Arg...
CDC
2008
IEEE
131views Control Systems» more  CDC 2008»
14 years 2 months ago
Probabilistic testing for stochastic hybrid systems
— In this paper we propose a testing based method for safety/ reachability analysis of stochastic hybrid systems. Testing based methods are characterized by analysis based on the...
A. Agung Julius, George J. Pappas
ICALP
2009
Springer
14 years 2 months ago
Qualitative Concurrent Stochastic Games with Imperfect Information
Abstract. We study a model of games that combines concurrency, imperfect information and stochastic aspects. Those are finite states games in which, at each round, the two players...
Vincent Gripon, Olivier Serre
QEST
2006
IEEE
14 years 1 months ago
Compositional Performability Evaluation for STATEMATE
Abstract— This paper reports on our efforts to link an industrial state-of-the-art modelling tool to academic state-of-the-art analysis algorithms. In a nutshell, we enable timed...
Eckard Böde, Marc Herbstritt, Holger Hermanns...
CEC
2007
IEEE
14 years 2 months ago
On the adaptation of noise level for stochastic optimization
— This paper deals with the optimization of noisy fitness functions, where the noise level can be reduced by increasing the computational effort. We theoretically investigate th...
Olivier Teytaud, Anne Auger