Related papers: An Extreme Value Theory Approach for Understanding…
In this paper, methods have been explored to effectively optimise traffic signal control to minimise waiting times and queue lengths, thereby increasing traffic flow. The traffic intersection was first defined as a Markov Decision Process,…
Motivated by queueing applications, we consider a certain class of two-dimensional random walks for which their invariant measure is written as a linear combination of a finite number of product-form terms. In this work, we investigate…
Traffic signals as part of intelligent transportation systems can play a significant role toward making cities smart. Conventionally, most traffic lights are designed with fixed-time control, which induces a lot of slack time (unused green…
The purpose of this paper is to illustrate new techniques for computing multiday extreme precipitation taken from recent theoretical advancements in extreme value theory in the framework of dynamical systems, using historical precipitation…
Node connectivity plays a central role in temporal network analysis. We provide a comprehensive study of various concepts of walks in temporal graphs, that is, graphs with fixed vertex sets but edge sets changing over time. Taking into…
An innovative numerical technique is presented to adjust the inflow to a supply chain in order to achieve a desired outflow, reducing the costs of inventory, or the goods timing in warehouses. The supply chain is modelled by a conservation…
We review the question of the extreme values attained by a random process. We relate it to level crossings either to one boundary (first-passage problems) and two boundaries (escape problems). The extremes studied are the maximum, the…
A FORTRAN program to simulate the operation of infinite servers queues is presented in this work. Poisson arrivals processes are considered but not only. For many parameters of interest in queuing systems study or application, either there…
We consider an arbitrary network of $M/M/\infty$ queues with controlled transitions between queues. We consider optimal control problems where the costs are linear functions of the state and inputs over a finite or infinite horizon. We…
To ensure the effective and objective development of transportation networks, it is crucial to identify performance limitations across various subsystems. A timetable-independent assessment of infrastructure capacity at railway junctions is…
In this report, we apply an input-output transformation passivation method, described in our previous works, to an Adaptive Cruise Control system. We analyze the system's performance under a co-simulation framework that makes use of an…
Assistive devices, such as exoskeletons and prostheses, have revolutionized the field of rehabilitation and mobility assistance. Efficiently detecting transitions between different activities, such as walking, stair ascending and…
We consider the problem of optimal unsignalized intersection management, wherein we seek to obtain safe and optimal trajectories, for a set of robots that arrive randomly and continually. This problem involves repeatedly solving a mixed…
We consider the problem of estimating the expected time to find a maximum degree node on a graph using a (parameterized) biased random walk. For assortative graphs the positive degree correlation serves as a local gradient for which a bias…
This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the number of arrivals in a given time window exceeds the…
The relationship between a response variable and its covariates can vary significantly, especially in scenarios where covariates take on extremely high or low values. This paper introduces a max-linear tail regression model specifically…
We study biological evolution in a high-dimensional genotype space in the regime of rare mutations and strong selection. The population performs an uphill walk which terminates at local fitness maxima. Assigning fitness randomly to…
This paper studies the problem of optimal flow control in dynamic inventory systems. A dynamic optimal distribution problem, including time-varying supply and demand, capacity constraints on the transportation lines, and convex flow cost…
We propose a novel strategy for multivariate extreme value index estimation. In applications such as finance, volatility and risk present in the components of a multivariate time series are often driven by the same underlying factors, such…
Prediction of quantiles at extreme tails is of interest in numerous applications. Extreme value modelling provides various competing predictors for this point prediction problem. A common method of assessment of a set of competing…