Related papers: Comparing Two Approaches to Include Stochasticity …
Automata expressiveness is an essential feature in understanding which of the formalisms available should be chosen for modelling a particular problem. Probabilistic and stochastic automata are suitable for modelling systems exhibiting…
Probabilistic and stochastic behavior are omnipresent in computer controlled systems, in particular, so-called safety-critical hybrid systems, because of fundamental properties of nature, uncertain environments, or simplifications to…
In this paper, a simulation-based method for the analysis and design of abstracted models for a stochastic hybrid system is proposed. The accuracy of a model is evaluated in terms of its capability to reproduce the system output for all the…
We extend the definition of a Stochastic Hybrid Automaton (SHA) to overcome limitations that make it difficult to use for on-line control. Since guard sets do not specify the exact event causing a transition, we introduce a clock structure…
In the first part of the paper, we consider a discrete-time stochastic control system. We show that, under certain conditions, the set of random occupational measures generated by the state-control trajectories of the system as well as the…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
Stochastic automata are a formal compositional model for concurrent stochastic timed systems, with general distributions and non-deterministic choices. Measures of interest are defined over schedulers that resolve the nondeterminism. In…
This paper presents optimizations to improve the scalability of reachability analysis on a subclass of hybrid automata extended with stochasticity. The optimizations target different components of the analysis, such as quantifier…
In this paper we propose a compositional framework for the construction of approximations of the interconnection of a class of stochastic hybrid systems. As special cases, this class of systems includes both jump linear stochastic systems…
Stochastic HYPE is a novel process algebra that models stochastic, instantaneous and continuous behaviour. It develops the flow-based approach of the hybrid process algebra HYPE by replacing non-urgent events with events with…
We begin by reviewing a technique to approximate the dynamics of stochastic programs --written in a stochastic process algebra-- by a hybrid system, suitable to capture a mixed discrete/continuous evolution. In a nutshell, the discrete…
To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision variables (which we can set) and stochastic variables…
Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…
Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario subproblems have to be solved at each iteration. In this…
We consider previous models of Timed, Probabilistic and Stochastic Timed Automata, we introduce our model of Timed Automata with Polynomial Delay and we characterize the expressiveness of these models relative to each other.
Probabilistic timed automata are classical timed automata extended with discrete probability distributions over edges. We introduce clock-dependent probabilistic timed automata, a variant of probabilistic timed automata in which transition…
In this paper we present two interesting properties of stochastic cellular automata that can be helpful in analyzing the dynamical behavior of such automata. The first property allows for calculating cell-wise probability distributions over…
Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…
In the option valuation literature, the shortcomings of one factor stochastic volatility models have traditionally been addressed by adding jumps to the stock price process. An alternate approach in the context of option pricing and…
The process algebra HYPE was recently proposed as a fine-grained modelling approach for capturing the behaviour of hybrid systems. In the original proposal, each flow or influence affecting a variable is modelled separately and the overall…