Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
In this work, we propose two high-level formalisms, Markov Decision Petri Nets (MDPNs) and Markov Decision Well-formed Nets (MDWNs), useful for the modeling and analysis of distrib...
Marco Beccuti, Giuliana Franceschinis, Serge Hadda...
We show how to bound the mixing time and log-Sobolev constants of Markov chains by bounding the edge-isoperimetry of their underlying graphs. To do this we use two recent techniqu...
Markov chains are widely used in the context of performance and reliability evaluation of systems of various nature. Model checking of such chains with respect to a given (branchin...
Holger Hermanns, Joost-Pieter Katoen, Joachim Meye...
We prove an upper bound on the convergence rate of Markov Chain Monte Carlo (MCMC) algorithms for the important special case when the state space can be aggregated into a smaller ...