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This paper develops a systematic parametric method for analyzing stochastic systems under volatility uncertainty within the $G$-expectation framework. Leveraging the dual representation of the $G$-expectation as a supremum over a family of…
A probabilistic method for solving time-dependent load-transfer models of fracture is developed. It is applicable to any rule of load redistribution, i.e, local, hierarchical, etc. In the new method, the fluctuations are generated during…
We investigate the factors contributing to departure and arrival delays at a major international airport and develop predictive models to estimate both the likelihood and duration of delays. Using logistic regression, random forest, and…
At nanometer manufacturing technology nodes, process variations significantly affect circuit performance. To combat them, post- silicon clock tuning buffers can be deployed to balance timing bud- gets of critical paths for each individual…
In this paper, we study the application of switched systems stability criteria to derive delay-dependent conditions for systems affected by both a constant and a time-varying delay. The main novelty of our approach lies on the use of…
Dynamic systems described by differential equations often involve feedback among system components. When there are time delays for components to sense and respond to feedback, delay differential equation (DDE) models are commonly used. This…
This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…
We study the effect of communication delays on distributed consensus algorithms. Two ways to model delays on a network are presented. The first model assumes that each link delivers messages with a fixed (constant) amount of delay, and the…
Limiting flight delays during operations has become a critical research topic in recent years due to their prohibitive impact on airlines, airports, and passengers. A popular strategy for addressing this problem considers the uncertainty of…
We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…
A stochastic Model Predictive Control strategy for control systems with communication networks between the sensor node and the controller and between the controller and the actuator node is proposed. Data packets are subject to random…
This paper proposes an analytical framework for modelling resource contention in multi-robot systems, where the travel times and task durations are uncertain. It uses several approximation methods to quickly and accurately calculate the…
We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…
We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference for parameter estimation problems. The characterization of…
Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…
In this article we study algorithmic synthesis of the class of stabilizing switching signals for discrete-time switched linear systems proposed in [12]. A weighted digraph is associated in a natural way to a switched system, and the…
A major impediment towards the industrial adoption of decentralized distributed systems comes from the difficulty to theoretically prove that these systems exhibit the required behavior. In this paper, we use probability theory to analyze a…
A common problem to signal processing are biases introduced by correlated noise. When quantifying time delays between two signals, mixed noise introduces a bias towards zero delay in conventional delay estimates based on the cross- or…
This paper presents a partial state-feedback reduced-order switching predictive model designed to support the next-generation lithography roadmap. The proposed approach addresses the trade-off between increasing the number of measurements…
In this paper a new distributed asynchronous algorithm is proposed for time synchronization in networks with random communication delays, measurement noise and communication dropouts. Three different types of the drift correction algorithm…