相关论文: A Probabilistic Collocation Method Based Statistic…
We consider a type of optimal switching problems with non-uniform execution delays and ramping. Such problems frequently occur in the operation of economical and engineering systems. We first provide a solution to the problem by applying a…
The paper addresses the problem of calculating the noise-induced switching rates in systems with delay-distributed kernels and Gaussian noise. A general variational formulation for the switching rate is derived for any distribution kernel,…
Dynamic digital timing analysis is a less accurate but fast alternative to highly accurate but slow analog simulations of digital circuits. It relies on gate delay models, which allow the determination of input-to-output delays of a gate on…
Using the concept of self-decomposable subordinators introduced in Gardini et al. [11], we build a new bivariate Normal Inverse Gaussian process that can capture stochastic delays. In addition, we also develop a novel path simulation scheme…
Systems whose time evolutions are entirely deterministic can nevertheless be studied probabilistically, i.e. in terms of the evolution of probability distributions rather than individual trajectories. This approach is central to the…
Flow matching has recently emerged as a powerful paradigm for generative modeling and has been extended to probabilistic time series forecasting in latent spaces. However, the impact of the specific choice of probability path model on…
We demonstrate the use of computational phylogenetic techniques to solve a central problem in inferential network monitoring. More precisely, we design a novel algorithm for multicast-based delay inference, i.e. the problem of…
In wave propagation theories, many problems of multi-sensor systems utilize time delay in their solution in signal processing. This technique finds great utility in seismic exploration and static correction (low-velocity weathering), which…
This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…
We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…
Stochastic spectral methods have achieved great success in the uncertainty quantification of many engineering problems, including electronic and photonic integrated circuits influenced by fabrication process variations. Existing techniques…
This article describes a model and an exact solution method for facility location problems with decision-dependent uncertainties. The model allows characterizing the probability distribution of the random elements as a function of the…
In this paper, we study queueing systems with delayed information that use a generalization of the multinomial logit choice model as its arrival process. Previous literature assumes that the functional form of the multinomial logit model is…
We study the impact of competing time delays in coupled stochastic synchronization and coordination problems. We consider two types of delays: transmission delays between interacting elements and processing, cognitive, or execution delays…
Time delays are a common perturbation in systems with many states, such as networked, distributed, or decentralized systems. Current methods analyzing the stability of large systems with time delay typically produce very conservative…
Motivated by interest in providing more efficient services in customer service systems, we use statistical learning methods and delay history information to predict the conditional distribution of the customers' waiting times in queueing…
Real-world processes often exhibit temporal separation between actions and reactions - a characteristic frequently ignored in many modelling frameworks. Adding temporal aspects, like time delays, introduces a higher complexity of problems…
Time delay is ubiquitous in many experimental and real-world situations. It is often unclear whether time delay plays a significant role in observed phenomena, and if it does, how long the time lag really is. This would be invaluable…
In this paper, we introduce a novel approach to solve the (mean-covariance) steering problem for a fairly general class of linear continuous-time stochastic systems subject to input delays. Specifically, we aim at steering delayed linear…
Delays and stochasticity have both served as crucially valuable ingredients in mathematical descriptions of control, physical, and biological systems. In this work, we investigate how explicitly dynamical stochasticity in delays modulates…