Related papers: On the Existence of Consistent Price Systems
This paper tackles the problem of making complex resource-constrained cyber-physical systems (CPS) resilient to sensor anomalies. In particular, we present a framework for checkpointing and roll-forward recovery of state-estimates in…
Economic Model Predictive Control has recently gained popularity due to its ability to directly optimize a given performance criterion, while enforcing constraint satisfaction for nonlinear systems. Recent research has developed both…
Robustness as a system property describes the degree to which a system is able to function correctly in the presence of disturbances, i.e., unforeseen or erroneous inputs. In this paper, we introduce a notion of robustness termed…
Although the growth of share-based payments with performance conditions (hereafter, SPPC) is prominent today, the theoretical price of SPPC has not been sufficiently studied. Reflecting such a situation, the current accounting standards for…
Continuation Passing Style (CPS) is one of the most important issues in the field of functional programming languages, and the quest for a primitive notion of types for continuation is still open. Starting from the notion of ``test''…
Cyber-Physical Systems (CPS) are formed through interconnected components capable of computation, communication, sensing and changing the physical world. The development of these systems poses a significant challenge since they have to be…
We develop a version of the fundamental theorem of asset pricing for discrete-time markets with proportional transaction costs and model uncertainty. A robust notion of no-arbitrage of the second kind is defined and shown to be equivalent…
The adoption of cyber-physical systems (CPS) is on the rise in complex physical environments, encompassing domains such as autonomous vehicles, the Internet of Things (IoT), and smart cities. A critical attribute of CPS is robustness,…
When the state of a system may remain bounded even if both the input amplitude and energy are unbounded, then the state bounds given by the standard input-to-state stability (ISS) and integral-ISS (iISS) properties may provide no useful…
In an incomplete semimartingale model of a financial market, we consider several risk-averse financial agents who negotiate the price of a bundle of contingent claims. Assuming that the agents' risk preferences are modelled by convex…
This paper presents the cyber-physcial model of a computer-mediated control system that is a seamless, fully synergistic integration of the physical system and the cyber system, which provides a systematic framework for synthesis of…
This paper focuses on some properties, which include regularity, impulse, stability, admissibility and robust admissibility, of singular fractional order system (SFOS) with fractional order $1<\alpha<2$. The finitions of regularity,…
Formal guarantees for cyber-physical systems (CPS) rely on diverse assumptions. If satisfied, these assumptions enable the transfer of abstract guarantees into real-world assurances about the deployed CPS. Although assumptions are central…
We propose new results for the existence and uniqueness of a general nonparametric and nonseparable competitive equilibrium with substitutes. These results ensure the invertibility of a general competitive system. The existing literature…
In the process algebra community it is sometimes suggested that, on some level of abstraction, any distributed system can be modelled in standard process-algebraic specification formalisms like CCS. This sentiment is strengthened by results…
Cyber-Physical Systems (CPS) operate in dynamic environments, leading to different types of uncertainty. This work provides a comprehensive review of uncertainty representations and categorizes them based on the dimensions used to represent…
We analyze the stability under time evolution of complexifier coherent states (CCS) in one-dimensional mechanical systems. A system of coherent states is called stable if it evolves into another coherent state. It turns out that a system…
This paper presents the cyber-physical system (CPS) of a numerical method (the widely-used Euler- Maruyama method) and establishes a foundational theory of the CPSs of numerical methods for stochastic differential equations (SDEs), which…
Cyber-Physical Systems (CPS) are systems controlled by one or more computer-based components tightly integrated with a set of physical components, typically described as sensors and actuators, that can either be directly attached to the…
Cyber-physical systems (CPSs) are man-made complex systems coupled with natural processes that, as a whole, should be described by distributed parameter systems (DPSs) in general forms. This paper presents three such general models for…