— This paper presents a new mathematical model for the human behavior called Stochastic Switched Linear Dynamical (SS-LD) model. The SS-LD model can be regarded as a natural exte...
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
This paper introduces a new general methodology for the modeling and reliability evaluation of small isolated power systems, which include wind turbines, photovoltaics, and diesel ...
Yiannis A. Katsigiannis, Pavlos S. Georgilakis, Ge...
iLTL is a probabilistic temporal logic that can specify properties of multiple discrete time Markov chains (DTMCs). In this paper, we describe two related tools: MarkovEstimator a...
Verification techniques like SAT-based bounded model checking have been successfully applied to a variety of system models. Applying bounded model checking to compositional proce...
Jun Sun 0001, Yang Liu 0003, Jin Song Dong, Jing S...