Related papers: Mode Reduction for Markov Jump Systems

Recent research in the domain of real-time scheduling theory has tackled the problem of scheduling mixed-criticality systems upon uniprocessor or multiprocessor platforms, with the main objective being to respect the timeliness of the most…

We present a data-driven model predictive control scheme for chance-constrained Markovian switching systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…

This paper is devoted to studying the weak convergence for a slow-fast system with jumps modulated by Markovian switching regimes with the martingale method. However, due to the coexistence of fast component and Markovian switching regimes,…

This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…

In this paper, we study pinning control problem of coupled dynamical systems with stochastically switching couplings and stochastically selected controller-node set. Here, the coupling matrices and the controller-node sets change with time,…

Gene regulatory networks with dynamics characterized by multiple stable states underlie cell fate-decisions. Quantitative models that can link molecular-level knowledge of gene regulation to a global understanding of network dynamics have…

We consider the control of a Markov decision process (MDP) that undergoes an abrupt change in its transition kernel (mode). We formulate the problem of minimizing regret under control-switching based on mode change detection, compared to a…

This paper investigates the role of high-dimensional information sets in the context of Markov switching models with time varying transition probabilities. Markov switching models are commonly employed in empirical macroeconomic research…

State-space models (SSMs) have recently attention as an efficient alternative to computationally expensive attention-based models for sequence modeling. They rely on linear recurrences to integrate information over time, enabling fast…

Markov decision processes (MDP) are useful to model optimisation problems in concurrent systems. To verify MDPs with efficient Monte Carlo techniques requires that their nondeterminism be resolved by a scheduler. Recent work has introduced…

Many probabilistic inference problems such as stochastic filtering or the computation of rare event probabilities require model analysis under initial and terminal constraints. We propose a solution to this bridging problem for the widely…

This paper is concerned with the decentralized stabilization problem for a class of uncertain large-scale systems with Markovian jump parameters. The controllers use local subsystem states and neighboring mode information to generate local…

We initiate the study of probabilistic parallel programs with dynamic process creation and synchronisation. To this end, we introduce probabilistic split-join systems (pSJSs), a model for parallel programs, generalising both probabilistic…

Modern safety-critical systems are heterogeneous, complex, and highly dynamic. They require reliability evaluation methods that go beyond the classical static methods such as fault trees, event trees, or reliability block diagrams.…

There is a growing need for better development methods and tools to keep up with the increasing complexity of new software systems. New types of user interfaces, the need for intelligent components, sustainability concerns, ... bring new…

Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered…

We discuss applications of a recently developed method for model reduction based on linear response theory of weakly coupled dynamical systems. We apply the weak coupling method to simple stochastic differential equations with slow and fast…

We study safe, data-driven control of (Markov) jump linear systems with unknown transition probabilities, where both the discrete mode and the continuous state are to be inferred from output measurements. To this end, we develop a receding…

Many complex mechatronic systems consist of multiple interconnected dynamical subsystems, which are designed, developed, analyzed, and manufactured by multiple independent teams. To support such a design approach, a modular model framework…

Many cyber-physical systems can naturally be formulated as switched systems with constrained switching. This includes systems where one of the signals in the feedback loop may be lost. Possible sources for losses are shared or unreliable…