In this paper we describe a stochastic integral equation method for computing the mean value and the variance of capacitance of interconnects with random surface roughness. An ens...
Abstract. In this article a stochastic particle system approximation to the parametric sensitivity in the Smoluchowski coagulation equation is introduced. The parametric sensitivit...
Abstract. We consider Reinforcement Learning for average reward zerosum stochastic games. We present and analyze two algorithms. The first is based on relative Q-learning and the ...
We introduce and study Recursive Markov Chains (RMCs), which extend ordinary finite state Markov chains with the ability to invoke other Markov chains in a potentially recursive m...
—This article presents two methods for open-loop river flow control, based on a classical hydraulic model (the Hayami model, a partial differential equation resulting from a sim...
Florent Di Meglio, Tarek Rabbani, Xavier Litrico, ...