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CONCUR
2006
Springer
14 years 1 months ago
Strategy Improvement for Stochastic Rabin and Streett Games
A stochastic graph game is played by two players on a game graph with probabilistic transitions. We consider stochastic graph games with -regular winning conditions specified as Ra...
Krishnendu Chatterjee, Thomas A. Henzinger
AUTOMATICA
2006
183views more  AUTOMATICA 2006»
13 years 10 months ago
Bank management via stochastic optimal control
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
Janine Mukuddem-Petersen, Mark Adam Petersen
AUTOMATICA
2006
120views more  AUTOMATICA 2006»
13 years 10 months ago
Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear sys
This paper considers the robustness of stochastic stability of Markovian jump linear systems in continuous- and discrete-time with respect to their transition rates and probabilit...
Mehmet Karan, Peng Shi, C. Yalçin Kaya
JCB
2006
185views more  JCB 2006»
13 years 9 months ago
Bayesian Sequential Inference for Stochastic Kinetic Biochemical Network Models
As postgenomic biology becomes more predictive, the ability to infer rate parameters of genetic and biochemical networks will become increasingly important. In this paper, we expl...
Andrew Golightly, Darren J. Wilkinson
MP
2006
75views more  MP 2006»
13 years 9 months ago
A Class of stochastic programs with decision dependent uncertainty
We address a class of problems where decisions have to be optimized over a time horizon given that the future is uncertain and that the optimization decisions influence the time o...
Vikas Goel, Ignacio E. Grossmann