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CSL
2003
Springer
14 years 28 days ago
Simple Stochastic Parity Games
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...
MASCOTS
1996
13 years 9 months ago
Well-Defined Stochastic Petri Nets
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...
Gianfranco Ciardo, Robert Zijal
AUTOMATICA
2006
183views more  AUTOMATICA 2006»
13 years 7 months ago
Bank management via stochastic optimal control
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...
Janine Mukuddem-Petersen, Mark Adam Petersen
MP
2006
75views more  MP 2006»
13 years 7 months ago
A Class of stochastic programs with decision dependent uncertainty
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...
Vikas Goel, Ignacio E. Grossmann
AUTOMATICA
2005
117views more  AUTOMATICA 2005»
13 years 7 months ago
Dwell-time controllers for stochastic systems with switching Markov chain
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...
Stefano Battilotti, A. De Santis