Related papers: Acceptability Indices of Performance for Bounded C…
We study properties of Markov chain Monte Carlo simulations of classical spin models with local updates. We derive analytic expressions for the mean value of the acceptance rate of single-spin-flip algorithms for the one-dimensional Ising…
We propose an approach to compute inner and outer-approximations of the sets of values satisfying constraints expressed as arbitrarily quantified formulas. Such formulas arise for instance when specifying important problems in control such…
Safety is an essential aspect in the facilitation of automated vehicle deployment. Current testing practices are not enough, and going beyond them leads to infeasible testing requirements, such as needing to drive billions of kilometres on…
Every adapted absolutely continuous process has a predictable density. The set of adapted absolutely continuous processes equals the set of time integrals of progressive or predictable pathwise locally integrable processes.
Physical systems experience nonlinear disturbances which have the potential to disrupt desired behavior. For a particular disturbance, whether or not the system recovers from the disturbance to a desired stable equilibrium point depends on…
With an increasing number of vehicles equipped with adaptive cruise control (ACC), the impact of such vehicles on the collective dynamics of traffic flow becomes relevant. By means of simulation, we investigate the influence of variable…
Many complex domains, such as robotics control and real-time strategy (RTS) games, require an agent to learn a continuous control. In the former, an agent learns a policy over $\mathbb{R}^d$ and in the latter, over a discrete set of actions…
We develop an averaging approach to robust risk measurement under payoff uncertainty. Instead of taking a worst-case value over an uncertainty neighborhood, we weight nearby payoffs more heavily under a chosen metric and average the…
We investigate statistical properties of the optimal value of the Sample Average Approximation of stochastic programs, continuing the study in Kr\"atschmer (2023). Central Limit Theorem type results are derived for the optimal value. As a…
Modeling the spread of social contagions is central to various applications in social computing. In this paper, we study the learnability of the competitive threshold model from a theoretical perspective. We demonstrate how competitive…
Suggested the decision of the network cranback protocols performance analyzing problem from Eyal Felstine, Reuven Cohen and Ofer Hadar, " Crankback Prediction in Hierarchical ATM networks", Journal of Network and Systems Management, Vol.…
One problem of wide interest involves estimating expected crossing-times. Several tools have been developed to solve this problem beginning with the works of Wald and the theory of sequential analysis. An extension of his approach is…
We introduce and study a variational framework for the analysis of empirical risk based inference for dynamical systems and ergodic processes. The analysis applies to a two-stage estimation procedure in which (i) the trajectory of an…
Adaptability is a significant property which enables software systems to continuously provide the required functionality and achieve optimal performance. The recognised importance of adaptability makes its evaluation an essential task.…
We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power…
We introduce a new class of forward performance processes that are endogenous and predictable with regards to an underlying market information set and, furthermore, are updated at discrete times. We analyze in detail a binomial model whose…
Iterative Learning Control (ILC) schemes can guarantee properties such as asymptotic stability and monotonic error convergence, but do not, in general, ensure adherence to output constraints. The topic of this paper is the design of a…
Static performance estimation is essential during compile-time analysis, yet traditional runtime-based methods are costly and platform-dependent. We investigate mems, the number of memory accesses, as a static and architecture-independent…
Unlike traditional routing procedures that, at the best, single out a unique route, multi-path routing protocols discover proactively several alternative routes. It has been recognized that multi-path routing can be more efficient than…
Admissibility has been studied for games of infinite duration with Boolean objectives. We extend here this study to games of infinite duration with quantitative objectives. First, we show that, un- der the assumption that optimal worst-case…