相关论文: Fixed-delay Events in Generalized Semi-Markov Proc…

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

A Markovian dichotomic system driven by a deterministic time-periodic force is analyzed in terms of the statistical properties of the switching events between the states. The consideration of the counting process of the switching events…

In this paper, we consider an integrated MSP-MDP framework which captures features of Markov decision process (MDP) and multistage stochastic programming (MSP). The integrated framework allows one to study a dynamic decision-making process…

Many distributed machine learning (ML) systems adopt the non-synchronous execution in order to alleviate the network communication bottleneck, resulting in stale parameters that do not reflect the latest updates. Despite much development in…

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

Much recent progress has been achieved for stabilization of linear and nonlinear systems with input delays that are long and dependent on either time or the plant state---provided the dependence is known. In this paper we consider the delay…

A general framework is presented for analyzing the stability and performance of nonlinear and linear parameter varying (LPV) time delayed systems. First, the input/output behavior of the time delay operator is bounded in the frequency…

This paper presents a method for calculating steady state probabilities of $M|E_r|c|K$ queueing systems. The infinitesimal generator matrix is used to define all possible states in the system and their transition probabilities. While this…

Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of…

This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies…

Classical approaches for asymptotic convergence to the global average in a distributed fashion typically assume timely and reliable exchange of information between neighboring components of a given multi-component system. These assumptions…

Multi-agent systems cooperation to achieve global goals is usually limited by sensing, actuation, and communication issues. At the local level, continuous measurement and actuation is only approximated by the use of digital mechanisms that…

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

This paper studies input-to-state stability (ISS) of general nonlinear time-delay systems subject to delay-dependent impulse effects. Sufficient conditions for ISS are constructed by using the method of Lyapunov functionals. It is shown…

Cross-sectional observations from a dynamical system can be modeled via steady-state distributions of Markov processes. The major challenge is then to determine whether the process parameters can be identified and estimated from the…

We propose an SDP-based framework to address the stabilization of input delay systems while taking into account dissipative constraints. A key to our approach is the introduction of the concept of parameterized linear dynamical state…

Markov state models (MSMs) are a widely used method for approximating the eigenspectrum of the molecular dynamics propagator, yielding insight into the long-timescale statistical kinetics and slow dynamical modes of biomolecular systems.…

A possibly time-dependent transition intensity matrix or generator $(Q(t))$ characterizes the law of a Markov jump process (MP). For a time homogeneous MP, the transition probability matrix (TPM) can be expressed as a matrix exponential of…

Steady state fluctuation relations for dynamical systems are commonly derived under the assumption of some form of time-reversibility and of chaos. There are, however, cases in which they are observed to hold even if the usual notion of…

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…