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In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…
The Turing instability is a paradigmatic route to patterns formation in reaction-diffusion systems. Following a diffusion-driven instability, homogeneous fixed points can become unstable when subject to external perturbation. As a…
A notion of alternating timed automata is proposed. It is shown that such automata with only one clock have decidable emptiness problem over finite words. This gives a new class of timed languages which is closed under boolean operations…
Decision-theoretic troubleshooting is one of the areas to which Bayesian networks can be applied. Given a probabilistic model of a malfunctioning man-made device, the task is to construct a repair strategy with minimal expected cost. The…
We study the precise computational complexity of deciding satisfiability of first-order quantified formulas over the theory of fixed-size bit-vectors with binary-encoded bit-widths and constants. This problem is known to be in EXPSPACE and…
This paper provides a new and more direct proof of the assertion that a Turing computable function of the natural numbers is primitive recursive if and only if the time complexity of the corresponding Turing machine is bounded by a…
The forecasting problem for a stationary and ergodic binary time series $\{X_n\}_{n=0}^{\infty}$ is to estimate the probability that $X_{n+1}=1$ based on the observations $X_i$, $0\le i\le n$ without prior knowledge of the distribution of…
Scheduling with testing is a recent online problem within the framework of explorable uncertainty motivated by environments where some preliminary action can influence the duration of a task. Jobs have an unknown processing time that can be…
We consider the problem of detecting the true quantum state among $r$ possible ones, based of measurements performed on $n$ copies of a finite-dimensional quantum system. A special case is the problem of discriminating between $r$…
A map $\mathcal{P}$ is tensor stable positive (tsp) if $\mathcal{P}^{\otimes n}$ is positive for all $n$, and essential tsp if it is not completely positive or completely co-positive. Are there essential tsp maps? Here we prove that there…
An infinite bit sequence is called recursively random if no computable strategy betting along the sequence has unbounded capital. It is well-known that the property of recursive randomness is closed under computable permutations. We…
What makes a computational problem easy (e.g., in P, that is, solvable in polynomial time) or hard (e.g., NP-hard)? This fundamental question now has a satisfactory answer for a quite broad class of computational problems, so called…
We determine the complexity of counting models of bounded size of specifications expressed in Linear-time Temporal Logic. Counting word models is #P-complete, if the bound is given in unary, and as hard as counting accepting runs of…
We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…
We give an algorithm A which assigns probabilities to logical sentences. For any simple infinite sequence of sentences whose truth-values appear indistinguishable from a biased coin that outputs "true" with probability p, we have that the…
Dynamical Systems theory generally deals with fixed point iterations of continuous functions. Computation by Turing machine although is a fixed point iteration but is not continuous. This specific category of fixed point iterations can only…
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…
We numerically study quantum adiabatic algorithm for the propositional satisfiability. A new class of previously unknown hard instances is identified among random problems. We numerically find that the running time for such instances grows…
The value 1 problem is a decision problem for probabilistic automata over finite words: given a probabilistic automaton A, are there words accepted by A with probability arbitrarily close to 1? This problem was proved undecidable recently.…
Instruction sequence is a key concept in practice, but it has as yet not come prominently into the picture in theoretical circles. This paper concerns instruction sequences, the behaviours produced by them under execution, the interaction…