Related papers: On Nonlinear Prices in Timed Automata

We introduce Parametric Linear Dynamic Logic (PLDL), which extends Linear Dynamic Logic (LDL) by temporal operators equipped with parameters that bound their scope. LDL was proposed as an extension of Linear Temporal Logic (LTL) that is…

A stochastic timed automaton is a purely stochastic process defined on a timed automaton, in which both delays and discrete choices are made randomly. We study the almost-sure model-checking problem for this model, that is, given a…

We present a new language semantics for real-time concurrency. Its operational models are higher-dimensional timed automata (HDTAs), a generalization of both higher-dimensional automata and timed automata. In real-time concurrent systems,…

We investigate a zone based approach for the reachability problem in timed automata. The challenge is to alleviate the size explosion of the search space when considering networks of timed automata working in parallel. In the timed setting…

Parametric timed automata extend timed automata (Alur and Dill, 1991) in that they allow the specification of parametric bounds on the clock values. Since their introduction in 1993 by Alur, Henzinger, and Vardi, it is known that the…

This paper presents a novel algorithm for reachability analysis of nonlinear discrete-time systems. The proposed method combines constrained zonotopes (CZs) with polyhedral relaxations of factorable representations of nonlinear functions to…

Employing probabilistic techniques we compute best possible upper and lower bounds on the price of an option on one or two assets with continuous piecewise linear payoff function based on prices of simple call options of possibly distinct…

In this paper we introduce a completely continuous and time-variate model of the evolution of market limit orders based on the existence, uniqueness, and regularity of the solutions to a type of stochastic partial differential equations…

In this paper, we consider partially observable timed automata endowed with a single clock. A time interval is associated with each transition specifying at which clock values it may occur. In addition, a resetting condition associated to a…

This paper studies optimal time-bounded control in multi-mode systems with discrete costs. Multi-mode systems are an important subclass of linear hybrid systems, in which there are no guards on transitions and all invariants are global.…

In this paper, we consider the problem of controlling a dynamical system such that its trajectories satisfy a temporal logic property in a given amount of time. We focus on multi-affine systems and specifications given as syntactically…

We propose an extension of the zone-based algorithmics for analyzing timed automata to handle systems where timing uncertainty is considered as probabilistic rather than set-theoretic. We study duration probabilistic automata (DPA),…

Optimal stopping is the problem of determining when to stop a stochastic system in order to maximize reward, which is of practical importance in domains such as finance, operations management and healthcare. Existing methods for…

Data automata on data words is a decidable model proposed by Boja\'nczyk et al. in 2006. Class automata, introduced recently by Boja\'nczyk and Lasota, is an extension of data automata which unifies different automata models on data words.…

In this paper we study the fault codiagnosis problem for discrete event systems given by finite automata (FA) and timed systems given by timed automata (TA). We provide a uniform characterization of codiagnosability for FA and TA which…

A specification theory combines notions of specifications and implementations with a satisfaction relation, a refinement relation and a set of operators supporting stepwise design. We develop a complete specification framework for real-time…

The deterministic membership problem for timed automata asks whether the timed language recognised by a nondeterministic timed automaton can be recognised by a deterministic timed automaton. We show that the problem is decidable when the…

Given the versatility of timed automata a huge body of work has evolved that considers extensions of timed automata. One extension that has received a lot of interest is timed automata with a, possibly unbounded, stack, also called the…

We study time-bounded reachability in continuous-time Markov decision processes for time-abstract scheduler classes. Such reachability problems play a paramount role in dependability analysis and the modelling of manufacturing and queueing…

The problem of optimal motion planing and control is fundamental in robotics. However, this problem is intractable for continuous-time stochastic systems in general and the solution is difficult to approximate if non-instantaneous nonlinear…