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FORMATS
2009
Springer
14 years 29 days ago
Stochastic Games for Verification of Probabilistic Timed Automata
Probabilistic timed automata (PTAs) are used for formal modelling and verification of systems with probabilistic, nondeterministic and real-time behaviour. For non-probabilistic ti...
Marta Z. Kwiatkowska, Gethin Norman, David Parker
MP
2006
107views more  MP 2006»
13 years 9 months ago
Convergence theory for nonconvex stochastic programming with an application to mixed logit
Monte Carlo methods have been used extensively in the area of stochastic programming. As with other methods that involve a level of uncertainty, theoretical properties are required...
Fabian Bastin, Cinzia Cirillo, Philippe L. Toint
WSC
2007
13 years 11 months ago
Replicated batch means for steady-state simulations with initial transients
We provide asymptotic expressions for the expected value and variance of the replicated batch means variance estimator when the stochastic process being simulated has an additive ...
Christos Alexopoulos, Sigrún Andradó...
PE
2006
Springer
130views Optimization» more  PE 2006»
13 years 9 months ago
Analysis of resource transfers in peer-to-peer file sharing applications using fluid models
This paper proposes a stochastic fluid flow model to compute the transfer time distribution of resources in peer-to-peer file sharing applications. The amount of bytes transferred...
Rossano Gaeta, Marco Gribaudo, Daniele Manini, Mat...
CAV
2004
Springer
202views Hardware» more  CAV 2004»
14 years 2 months ago
Statistical Model Checking of Black-Box Probabilistic Systems
Abstract. We propose a new statistical approach to analyzing stochastic systems against specifications given in a sublogic of continuous stochastic logic (CSL). Unlike past numeri...
Koushik Sen, Mahesh Viswanathan, Gul Agha