English
Related papers

Related papers: UPPAAL-SMC: Statistical Model Checking for Priced …

200 papers

This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…

Optimization and Control · Mathematics 2019-01-09 V. Rostampour , T. Keviczky

Verification of temporal logic properties plays a crucial role in proving the desired behaviors of continuous systems. In this paper, we propose an interval method that verifies the properties described by a bounded signal temporal logic.…

Logic in Computer Science · Computer Science 2016-02-09 Daisuke Ishii , Naoki Yonezaki , Alexandre Goldsztejn

Stochastic multi-agent systems are a central modeling framework for autonomous controllers, communication protocols, and cyber-physical infrastructures. In many such systems, however, transition probabilities are only estimated from data…

Logic in Computer Science · Computer Science 2026-02-17 Raphaël Berthon , Joost-Pieter Katoen , Munyque Mittelmann , Aniello Murano

In the following paper we provide a review and development of sequential Monte Carlo (SMC) methods for option pricing. SMC are a class of Monte Carlo-based algorithms, that are designed to approximate expectations w.r.t a sequence of…

Computation · Statistics 2010-05-27 Ajay Jasra , Pierre Del Moral

Parametric Markov chains occur quite naturally in various applications: they can be used for a conservative analysis of probabilistic systems (no matter how the parameter is chosen, the system works to specification); they can be used to…

Logic in Computer Science · Computer Science 2018-11-05 Paul Gainer , Ernst Moritz Hahn , Sven Schewe

Self-adaptation is a promising approach to manage the complexity of modern software systems. A self-adaptive system is able to adapt autonomously to internal dynamics and changing conditions in the environment to achieve particular quality…

Software Engineering · Computer Science 2015-03-20 M. Usman Iftikhar , Danny Weyns

A key problem in verification of multi-agent systems by model checking concerns the fact that the state-space of the system grows exponentially with the number of agents present. This makes practical model checking unfeasible whenever the…

Multiagent Systems · Computer Science 2014-05-26 Panagiotis Kouvaros , Alessio Lomuscio

We consider the problem of optimizing the economic performance of nonlinear constrained systems subject to uncertain time-varying parameters and bounded disturbances. In particular, we propose an adaptive economic model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Maximilian Degner , Raffaele Soloperto , Melanie N. Zeilinger , John Lygeros , Johannes Köhler

Online system identification algorithms are widely used for monitoring, diagnostics and control by continuously adapting to time-varying dynamics. Typically, these algorithms consider a model structure that lacks parsimony and offers…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Koen Classens , Rodrigo A. González , Tom Oomen

Solving nonlinear model predictive control problems in real time is still an important challenge despite of recent advances in computing hardware, optimization algorithms and tailored implementations. This challenge is even greater when…

Systems and Control · Electrical Eng. & Systems 2021-09-23 Benjamin Karg , Teodoro Alamo , Sergio Lucia

The aim of this paper is to describe a new an integrated methodology for project control under uncertainty. This proposal is based on Earned Value Methodology and risk analysis and presents several refinements to previous methodologies.…

Risk Management · Quantitative Finance 2024-06-06 Fernando Acebes , M Pereda , David Poza , Javier Pajares , Jose M Galan

Automated, data-driven quality management systems, which facilitate the transformation of data into useable information, are desired to enhance decision-making processes. Integration of accurate, reliable, and straightforward approaches…

Other Computer Science · Computer Science 2019-03-27 Wenying Ji

Business analysts and domain experts are often sketching the behaviors of a software system using high-level models that are technology- and platform-independent. The developers will refine and enrich these high-level models with technical…

Software Engineering · Computer Science 2014-04-04 Faiz UL Muram , Huy Tran , Uwe Zdun

The Unified Modeling Language (UML) is a standard for modeling dynamic systems. UML behavioral state machines are used for modeling the dynamic behavior of object-oriented designs. The UML specification, maintained by the Object Management…

Software Engineering · Computer Science 2024-07-25 Étienne André , Shuang Liu , Yang Liu , Christine Choppy , Jun Sun , Jin Song Dong

Stochastic process discovery is concerned with deriving a model capable of reproducing the stochastic character of observed executions of a given process, stored in a log. This leads to an optimisation problem in which the model's parameter…

Formal Languages and Automata Theory · Computer Science 2025-05-01 Pierre Cry , Paolo Ballarini , András Horváth , Pascale Le Gall

This paper proposes the use of model-checking software technology for the verification of workflows and business processes behaviour based on web services, namely the use of the SPIN model checker. Since the specification of a business…

Logic in Computer Science · Computer Science 2011-11-14 C. Vaz , C. Ferreira

We introduce an efficient parametric model checking (ePMC) method for the analysis of reliability, performance and other quality-of-service (QoS) properties of software systems. ePMC speeds up the analysis of parametric Markov chains…

Software Engineering · Computer Science 2018-12-27 Radu Calinescu , Colin Paterson , Kenneth Johnson

This paper presents a robust adaptive learning Model Predictive Control (MPC) framework for linear systems with parametric uncertainties and additive disturbances performing iterative tasks. The approach refines the parameter estimates…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Hannes Petrenz , Johannes Köhler , Francesco Borrelli

Multi-Agent Systems (MAS) are notoriously complex and hard to verify. In fact, it is not trivial to model a MAS, and even when a model is built, it is not always possible to verify, in a formal way, that it is actually behaving as we…

Logic in Computer Science · Computer Science 2023-06-19 Angelo Ferrando , Vadim Malvone

Here we present our Python toolbox "MR. Estimator" to reliably estimate the intrinsic timescale from electrophysiologal recordings of heavily subsampled systems. Originally intended for the analysis of time series from neuronal spiking…

Neurons and Cognition · Quantitative Biology 2021-05-11 F. P. Spitzner , J. Dehning , J. Wilting , A. Hagemann , J. P. Neto , J. Zierenberg , V. Priesemann