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...
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...
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...
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...
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...