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Malleable scheduling is a model that captures the possibility of parallelization to expedite the completion of time-critical tasks. A malleable job can be allocated and processed simultaneously on multiple machines, occupying the same time…
Numerical simulation codes are very common tools to study complex phenomena, but they are often time-consuming and considered as black boxes. For some statistical studies (e.g. asset management, sensitivity analysis) or optimization…
Scheduling is a critical part of practical computer systems, and scheduling has also been extensively studied from a theoretical perspective. Unfortunately, there is a gap between theory and practice, as the optimal scheduling policies…
The paper addresses the problem of computing maximal expected time to termination of probabilistic timed automata (PTA) models, under the condition that the system will, eventually, terminate. This problem can exhibit high computational…
Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…
Combining efficient and safe control for safety-critical systems is challenging. Robust methods may be overly conservative, whereas probabilistic controllers require a trade-off between efficiency and safety. In this work, we propose a…
Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…
We study termination of higher-order probabilistic functional programs with recursion, stochastic conditioning and sampling from continuous distributions. Reasoning about the termination probability of programs with continuous distributions…
The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…
In performative stochastic optimization, decisions can influence the distribution of random parameters, rendering the data-generating process itself decision-dependent. In practice, decision-makers rarely have access to the true…
In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…
We propose a symbolic execution method for programs that can draw random samples. In contrast to existing work, our method can verify randomized programs with unknown inputs and can prove probabilistic properties that universally quantify…
In recent years the two trends of edge computing and artificial intelligence became both crucial for information processing infrastructures. While the centralized analysis of massive amounts of data seems to be at odds with computation on…
Time series modeling and forecasting has fundamental importance to various practical domains. Thus a lot of active research works is going on in this subject during several years. Many important models have been proposed in literature for…
We study the spatio-temporal prediction problem and introduce a novel point-process-based prediction algorithm. Spatio-temporal prediction is extensively studied in Machine Learning literature due to its critical real-life applications such…
The aim of the paper is to introduce general techniques in order to optimize the parallel execution time of sorting on a distributed architectures with processors of various speeds. Such an application requires a partitioning step. For…
This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…
In this paper we consider a stochastic deployment problem, where a robotic swarm is tasked with the objective of positioning at least one robot at each of a set of pre-assigned targets while meeting a temporal deadline. Travel times and…
The execution behavior of a program often depends on external resources, such as program inputs or file contents, and so cannot be run in isolation. Nevertheless, software developers benefit from fast iteration loops where automated tools…
In this paper, we develop approximate dynamic programming methods for stochastic systems modeled as Markov Decision Processes, given both soft performance criteria and hard constraints in a class of probabilistic temporal logic called…