Related papers: An escape time criterion for queueing networks: As…

Time-sensitive networks require timely and accurate monitoring of the status of the network. To achieve this, many devices send packets periodically, which are then aggregated and forwarded to the controller. Bounding the aggregate…

We study the problem of converting a continuous stream of risk scores into stable decision thresholds under non-stationary score distributions. This problem arises in a wide range of detection systems where scores must be partitioned into…

Understanding the behavior of stochastic gradient methods is a central problem in modern machine learning. Recent work has highlighted diagonal linear networks as a simplified yet expressive setting for analyzing the optimization and…

In this paper we study a class of time-inconsistent terminal Markovian control problems in discrete time subject to model uncertainty. We combine the concept of the sub-game perfect strategies with the adaptive robust stochastic to tackle…

We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…

We discuss an open-loop backward Stackelberg differential game involving single leader and single follower. Unlike most Stackelberg game literature, the state to be controlled is characterized by a backward stochastic differential equation…

This paper addresses the quantitative verification of constrained occupation time in stochastic discrete-time systems, focusing on the probability of visiting a target set at least $k$ times while maintaining safety. Such cumulative…

This paper considers robust filtering for a nominal Gaussian state-space model, when a relative entropy tolerance is applied to each time increment of a dynamical model. The problem is formulated as a dynamic minimax game where the…

We derive a large deviation principle for the space-time evolution of users in a relay network that are unable to connect due to capacity constraints. The users are distributed according to a Poisson point process with increasing intensity…

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…

We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…

One of the contributions of this work is to formulate the problem of energy-efficient power control in multiple access channels (namely, channels which comprise several transmitters and one receiver) as a stochastic differential game. The…

We present an approximate analytical expression for the escape rate of time-dependent driven stochastic processes with an absorbing boundary such as the driven leaky integrate-and-fire model for neural spiking. The novel approximation is…

We use fluid limits to explore the (in)stability properties of wireless networks with queue-based random-access algorithms. Queue-based random-access schemes are simple and inherently distributed in nature, yet provide the capability to…

Reach-avoid differential games play an important role in collision avoidance, motion planning and control of aircrafts, and related applications. The central problem is the computation of the set of initial states from which the ego player…

This paper presents a new safety specification method that is robust against errors in the probability distribution of disturbances. Our proposed distributionally robust safe policy maximizes the probability of a system remaining in a…

In this paper, we present large deviation theory that characterizes the exponential estimate for rare events of stochastic dynamical systems in the limit of weak noise. We aim to consider next-to-leading-order approximation for more…

We study a class of infinite-horizon impulse control problems with execution delay in discrete time. Using probabilistic methods, particularly the notion of the Snell envelope of processes, we construct an optimal strategy among all…

This paper investigates the critical-time criteria as a security metric for controlled systems subject to sharp input anomalies (attack, fault), characterized by having high impact in a reduced amount of time (e.g. denial-of-service, attack…