Related papers: Rate Reduction for State-labelled Markov Chains wi…
We consider scheduling in a quantum switch with stochastic entanglement generation, finite quantum memories, and decoherence. The objective is to design a scheduling algorithm with polynomial-time computational complexity that stabilizes a…
In this paper, we develop methods of nonlinear filtering and prediction of an unobservable Markov chain with a finite set of states. This Markov chain controls coefficients of AR(p) model. Using observations generated by AR(p) model we have…
We consider a scenario where a power constrained transmitter delivers randomly arriving packets to the destination over Markov time-varying channel and adapts different transmission power to each channel state in order to guarantee…
This paper proposes a parallelizable algorithm for linear-quadratic model predictive control (MPC) problems with state and input constraints. The algorithm itself is based on a parallel MPC scheme that has originally been designed for…
This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…
The paper presents a methodology for temporal logic verification of continuous-time switched stochastic systems. Our goal is to find the lower bound on the probability that a complex temporal property is satisfied over a finite time…
We propose polynomial-time algorithms to minimise labelled Markov chains whose transition probabilities are not known exactly, have been perturbed, or can only be obtained by sampling. Our algorithms are based on a new notion of an…
Maximum Likelihood Estimation (MLE) and Likelihood Ratio Test (LRT) are widely used methods for estimating the transition probability matrix in Markov chains and identifying significant relationships between transitions, such as equality.…
Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…
The possibility of flexibly assigning spectrum resources with channels of different sizes greatly improves the spectral efficiency of optical networks, but can also lead to unwanted spectrum fragmentation.We study this problem in a scenario…
In this paper, we provide a novel characterization of the reachable set of discrete-time switched linear control systems and a Kalman-type criterion for controllability, assuming that the switching parameter can be used as a control…
This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…
The analysis of parametrised systems is a growing field in verification, but the analysis of parametrised probabilistic systems is still in its infancy. This is partly because it is much harder: while there are beautiful cut-off results for…
This work presents a low-rank tensor model for multi-dimensional Markov chains. A common approach to simplify the dynamical behavior of a Markov chain is to impose low-rankness on the transition probability matrix. Inspired by the success…
This review paper provides an introduction of Markov chains and their convergence rates which is an important and interesting mathematical topic which also has important applications for very widely used Markov chain Monte Carlo (MCMC)…
Markov chains are a common framework for individual-based state and time discrete models in ecology and evolution. Their use, however, is largely limited to systems with a low number of states, since the transition matrices involved pose…
This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the random switching process is a continuous-time Markov chain.…
Predicting relative risk (RR) of spatial clusters is a complex task in public health that can be achieved through various statistical and machine-learning methods for different time intervals. However, high-resolution longitudinal data is…
Estimating the transition dynamics of controlled Markov chains is crucial in fields such as time series analysis, reinforcement learning, and system exploration. Traditional non-parametric density estimation methods often assume independent…
Parametric Markov chains (pMC) are used to model probabilistic systems with unknown or partially known probabilities. Although (universal) pMC verification for reachability properties is known to be coETR-complete, there have been efforts…