In this paper we study the nonzero-sum Dynkin game in continuous time, which is a two-player noncooperative game on stopping times. We show that it has a Nash equilibrium point for...
We present SpiCO, a new modeling and simulation language for systems biology. SpiCO is based on the stochastic π-calculus. It supports higher level modeling via multi-profile con...
Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...
Abstract. Continuous-time Markov decision process are an important variant of labelled transition systems having nondeterminism through labels and stochasticity through exponential...
We construct a biologically motivated stochastic differential model of the neural and hemodynamic activity underlying the observed Blood Oxygen Level Dependent (BOLD) signal in Fu...