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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…
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…
In distributed model predictive control (DMPC), where a centralized optimization problem is solved in distributed fashion using dual decomposition, it is important to keep the number of iterations in the solution algorithm, i.e. the amount…
In this paper, we study the trade-off between reliability and latency in machine type communication (MTC), which consists of single transmitter and receiver in the presence of Rayleigh fading channel. We assume that the transmitter does not…
The continuous time stochastic process is a mainstream mathematical instrument modeling the random world with a wide range of applications involving finance, statistics, physics, and time series analysis, while the simulation and analysis…
This paper considers the optimal control of time varying continuous time Markov chains whose transition rates are themselves Markov processes. In one set of problems the solution of an ordinary differential equation is shown to determine…
Open dynamical systems are mathematical models of machines that take input, change their internal state, and produce output. For example, one may model anything from neurons to robots in this way. Several open dynamical systems can be…
A classical problem for Markov chains is determining their stationary (or steady-state) distribution. This problem has an equally classical solution based on eigenvectors and linear equation systems. However, this approach does not scale to…
Discrete time linear dynamical systems, including Markov chains, have found many applications including in security settings such as in cybersecurity operations center (CSOC) management and in managing health risks. However, in these two…
This note describes sufficient conditions under which total-cost and average-cost Markov decision processes (MDPs) with general state and action spaces, and with weakly continuous transition probabilities, can be reduced to discounted MDPs.…
Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…
We propose a Markov chain Monte Carlo (MCMC) scheme to perform state inference in non-linear non-Gaussian state-space models. Current state-of-the-art methods to address this problem rely on particle MCMC techniques and its variants, such…
The Cognitive Theory of True Conditions (CTTC) is a proposal to design the implementation of cognitive abilities and to describe the model-theoretic semantics of symbolic cognitive architectures. The CTTC is formulated mathematically using…
The paper analyzes the performance of tandem network of polling queue with setups. For a system with two-products and two-stations, we propose a new approach based on a partially-collapsible state-space characterization to reduce…
Probabilistic model checking is a useful technique for specifying and verifying properties of stochastic systems including randomized protocols and reinforcement learning models. Existing methods rely on the assumed structure and…
Markov chains and Markov decision processes (MDPs) are well-established probabilistic models. While finite Markov models are well-understood, analysing their infinite counterparts remains a significant challenge. Decisiveness has proven to…
From the perspective of probability, the stability of growing network is studied in the present paper. Using the DMS model as an example, we establish a relation between the growing network and Markov process. Based on the concept and…
We establish a collection of closed-loop guarantees and propose a scalable optimization algorithm for distributionally robust model predictive control (DRMPC) applied to linear systems, convex constraints, and quadratic costs. Via standard…
Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…
Markov decision processes (MDPs) in queues and networks have been an interesting topic in many practical areas since the 1960s. This paper provides a detailed overview on this topic and tracks the evolution of many basic results. Also, this…