Many verification, planning, and control problems can be modeled as games played on state-transition graphs by one or two players whose conflicting goals are to form a path in th...
Krishnendu Chatterjee, Marcin Jurdzinski, Thomas A...
Formalisms based on stochastic Petri Nets (SPNs) can employ structural analysis to ensure that the underlying stochastic process is fully determined. The focus is on the detection...
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
We address a class of problems where decisions have to be optimized over a time horizon given that the future is uncertain and that the optimization decisions influence the time o...
We study the problem of feedback stabilization of a family of nonlinear stochastic systems with switching mechanism modeled by a Markov chain. We introduce a novel notion of stabi...