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In the presence of multiscale dynamics in a reaction network, direct simulation methods become inefficient as they can only advance the system on the smallest scale. This work presents stochastic averaging techniques to accelerate…

Probability · Mathematics 2016-03-23 Araz Hashemi , Marcel Nunez , Petr Plechac , Dionisios G. Vlachos

This paper considers the control of uncertain systems that are operated under limited resource factors, such as battery life or hardware longevity. We consider here resource-aware self-triggered control techniques that schedule system…

Systems and Control · Electrical Eng. & Systems 2021-03-11 Yingzhao Lian , Yuning Jiang , Naomi Stricker , Lothar Thiele , Colin N. Jones

This short paper introduces a model for the specification and verification of real-time system design: timed state transition diagrams.

Formal Languages and Automata Theory · Computer Science 2014-03-06 Maria Spichkova

The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…

Applications · Statistics 2007-08-14 K. Balaji Rao

Competitive analysis of online algorithms has commonly been applied to understand the behaviour of real-time systems during overload conditions. While competitive analysis provides insight into the behaviour of certain algorithms, it is…

Performance · Computer Science 2018-06-06 Sathish Gopalakrishnan

Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…

Optimization and Control · Mathematics 2019-12-30 Armin Zare , Hesameddin Mohammadi , Neil K. Dhingra , Tryphon T. Georgiou , Mihailo R. Jovanović

Current generative AI systems are increasingly effective at processing explicit knowledge, including retrieving information, summarising documents, generating explanations, and supporting codified workflows. However, high-level expertise…

Human-Computer Interaction · Computer Science 2026-05-26 Annie Yuan

Model Predictive Control (MPC) has established itself as the primary methodology for constrained control, enabling autonomy across diverse applications. While model fidelity is crucial in MPC, solving the corresponding optimization problem…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Lukas Schroth , Daniel Morton , Amon Lahr , Daniele Gammelli , Andrea Carron , Marco Pavone

We study PCA as a stochastic optimization problem and propose a novel stochastic approximation algorithm which we refer to as "Matrix Stochastic Gradient" (MSG), as well as a practical variant, Capped MSG. We study the method both…

Machine Learning · Statistics 2013-07-08 Raman Arora , Andrew Cotter , Nathan Srebro

The mathematical model of a linear system with the short memory about own stochastic behavior is proposed. It is assumed that the system is under a continual influence of independent stochastic impulses. In a short memory approximation the…

Probability · Mathematics 2008-12-10 D. N. Zhabin

In this paper we present an information theoretic approach to stochastic optimal control problems for systems with compound Poisson noise. We generalize previous work on information theoretic path integral control to discontinuous dynamics…

Optimization and Control · Mathematics 2019-07-03 Ziyi Wang , Grady Williams , Evangelos A. Theodorou

This brief introduction to Model Predictive Control specifically addresses stochastic Model Predictive Control, where probabilistic constraints are considered. A simple linear system subject to uncertainty serves as an example. The Matlab…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Tim Brüdigam

Deep learning's success in perception, natural language processing, etc. inspires hopes for advancements in autonomous robotics. However, real-world robotics face challenges like variability, high-dimensional state spaces, non-linear…

Robotics · Computer Science 2025-01-28 Sven Behnke

Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…

Optimization and Control · Mathematics 2022-03-04 Changxi Li , Jun-e Feng , Daizhan Cheng , Xiao Zhang

We propose a method to analytically show the possibility for the appearance of a maximum in the signal-to-noise ratio in nonpotential systems. We apply our results to the FitzHugh-Nagumo model under a periodic external forcing, showing that…

Condensed Matter · Physics 2009-10-31 T. Alarcon , A. Perez-Madrid , J. M. Rubi

One of the current AI issues depicted in popular culture is the fear of conscious super AIs that try to take control over humanity. And as computational power goes upwards and that turns more and more into a reality, understanding…

Neurons and Cognition · Quantitative Biology 2023-05-22 Daniel Lopes

Modern signal processing (SP) methods rely very heavily on probability and statistics to solve challenging SP problems. SP methods are now expected to deal with ever more complex models, requiring ever more sophisticated computational…

This paper presents a new numerical scheme for simulating stochastic processes specified by their marginal distribution functions and covariance functions. Stochastic samples are firstly generated to automatically satisfy target marginal…

Computational Physics · Physics 2020-08-11 Zhibao Zheng

We propose a hybrid algorithmic strategy for complex stochastic optimization problems, which combines the use of scenario trees from multistage stochastic programming with machine learning techniques for learning a policy in the form of a…

Optimization and Control · Mathematics 2019-10-25 Boris Defourny , Damien Ernst , Louis Wehenkel

With the rising complexity of numerous novel applications that serve our modern society comes the strong need to design efficient computing platforms. Designing efficient hardware is, however, a complex multi-objective problem that deals…

Hardware Architecture · Computer Science 2023-04-11 Alireza Ghaffari , Masoud Asgharian , Yvon Savaria