The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...
Weighted transition systems are defined, parametrized by a commutative monoid of weights. These systems are further understood as coalgebras for functors of a specific form. A gene...
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...
In this paper, the mean square (MS) stability and exponential mean square (EMS) stability of multi-variable switched stochastic systems are investigated. Based on the concept of t...
Passage time densities are useful performance measurements in stochastic systems. With them the modeller can extract probabilistic quality-of-service guarantees such as: the proba...
Jeremy T. Bradley, Stephen T. Gilmore, Nigel Thoma...
Current numerical model checkers for stochastic systems can efficiently analyse stochastic models. However, the fact that they are unable to provide debugging information constrain...
Temporal logic is two-valued: formulas are interpreted as either true or false. When applied to the analysis of stochastic systems, or systems with imprecise formal models, tempor...
Luca de Alfaro, Marco Faella, Thomas A. Henzinger,...
— Optimal control and estimation are dual in the LQG setting, as Kalman discovered, however this duality has proven difficult to extend beyond LQG. Here we obtain a more natural...