We present a stochastic version of Concurrent Constraint Programming (CCP), where we associate a rate to each basic instruction that interacts with the constraint store. We give a...
: We introduce a class of quasi-linear models for stochastic dynamics, called moment-linear stochastic systems (MLSS). We formulate MLSS and analyze their dynamics, as well as disc...
Sandip Roy, George C. Verghese, Bernard C. Lesieut...
Stochastic optimization problems attempt to model uncertainty in the data by assuming that (part of) the input is specified in terms of a probability distribution. We consider the...
Although evolutionary algorithms (EAs) are widely used in practical optimization, their theoretical analysis is still in its infancy. Up to now results on the (expected) runtime ar...
We solve optimal transportation problem using stochastic optimal control theory. Indeed, for a super linear cost at most quadratic at infinity, we prove Kantorovich duality theore...