Related papers: Discrete time stochastic and deterministic Petri b…

Stochastic balancing domain decomposition by constraints (BDDC) algorithms are developed and analyzed for the sampling of the solutions of linear stochastic elliptic equations with random coefficients. Different from the deterministic BDDC…

In this paper, we study planning in stochastic systems, modeled as Markov decision processes (MDPs), with preferences over temporally extended goals. Prior work on temporal planning with preferences assumes that the user preferences form a…

In this paper we consider Bayesian parameter inference associated to a class of partially observed stochastic differential equations (SDE) driven by jump processes. Such type of models can be routinely found in applications, of which we…

This work considers stochastic operators in general inner-product spaces, and in particular, systems with stochastically time-varying input delays of a known probability distribution. Stochastic dissipativity and stability are defined from…

We consider a discrete-time model of continuous-time distributed optimization over dynamic directed-graphs (digraphs) with applications to distributed learning. Our optimization algorithm works over general strongly connected dynamic…

This paper considers the stabilization of nonlinear continuous-time dynamical systems employing periodic event-triggered control (PETC). Assuming knowledge of a stabilizing feedback law for the continuous-time system with a certain…

Coherent Space-Time Shift Keying (CSTSK) is a recently developed generalized shift-keying framework for Multiple-Input Multiple-Output systems, which uses a set of Space-Time matrices termed as Dispersion Matrices (DM). CSTSK may be…

Computing with discrete representations of high-dimensional probability distributions is fundamental to uncertainty quantification, Bayesian inference, and stochastic modeling. However, storing and manipulating such distributions suffers…

This paper provides full classification of dynamics for continuous time Markov chains (CTMCs) on the non-negative integers with polynomial transition rate functions. Such stochastic processes are abundant in applications, in particular in…

Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…

This paper presents a comparative analysis of discrete and continuous action spaces within the contexts of reservoir management and inventory control problems. We explore the computational trade-offs between discrete action discretizations…

The problem of obtaining secret commitments from multiple parties and revealing them after a certain time is useful for sealed-bid auctions, games, and other applications. Existing solutions, dating back to Rivest, Shamir and Wagner, either…

Designing efficient and rigorous numerical methods for sequential decision-making under uncertainty is a difficult problem that arises in many applications frameworks. In this paper we focus on the numerical solution of a subclass of…

Continuous time (CT) and discrete time (DT) linear time invariant (LTI) systems are commonly introduced through distinct mathematical formalisms, which can obscure their underlying dynamical equivalence. This tutorial presents a unified…

This paper considers the theoretical, computational, and econometric properties of continuous time dynamic discrete choice games with stochastically sequential moves, introduced by Arcidiacono, Bayer, Blevins, and Ellickson (2016). We…

Given a probabilistic transition system (PTS) $\cal A$ partially observed by an attacker, and an $\omega$-regular predicate $\varphi$over the traces of $\cal A$, measuring the disclosure of the secret $\varphi$ in $\cal A$ means computing…

We present a probabilistic model with discrete latent variables that control the computation time in deep learning models such as ResNets and LSTMs. A prior on the latent variables expresses the preference for faster computation. The amount…

Monte Carlo methods -- such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers -- provide asymptotically exact estimators of expectations under a target distribution. There is growing interest in…

We consider ergodic backward stochastic differential equations in a discrete time setting, where noise is generated by a finite state Markov chain. We show existence and uniqueness of solutions, along with a comparison theorem. To obtain…

In this article we study algorithmic synthesis of the class of stabilizing switching signals for discrete-time switched linear systems proposed in [12]. A weighted digraph is associated in a natural way to a switched system, and the…