منابع مشابه
IMCReo: interactive Markov chains for Stochastic Reo
The study of composed software and its properties is in itself a great challenge. Bringing quantitative aspects into the picture increases the complexity of the analysis and entails the need for reconciling both the classical and the stochastic analyses. The quest herein is to provide constructs for composition of building blocks and semantic models thereof which enable both analyses and allow ...
متن کاملStochastic Bounds for Censored Markov Chains
Censored Markov chains (CMC) allow to represent the conditional behavior of a system within a subset of observed states. They provide a theoretical framework to study the truncation of a discrete-time Markov chain when the generation of the state-space is too hard or when the number of states is too large. But the stochastic matrix of a CMC may be difficult to obtain. Dayar et al. (2006) have p...
متن کاملOptimization and Stochastic Control for Markov Chains
2. We wish to optimize system performance over all possible controls / policies, leading to an “infinite dimensional” optimization problem (e.g. we wish to optimize the behavior of a system fed by n different classes of customers; at each slot of time, the server needs to select which customer class to server next. In an infinite time horizon formation, there is an infinite sequence of decision...
متن کاملTaylor Expansion for the Entropy Rate of Hidden Markov Chains
We study the entropy rate of a hidden Markov process, defined by observing the output of a symmetric channel whose input is a first order Markov process. Although this definition is very simple, obtaining the exact amount of entropy rate in calculation is an open problem. We introduce some probability matrices based on Markov chain's and channel's parameters. Then, we try to obtain an estimate ...
متن کاملStochastic Resonance in Two-State Markov Chains
The notion of Stochastic Resonance appeared about twenty years ago in the works of Benzi et al. [1] and Nicolis [2] in the context of an attempt to explain the phenomenon of ice ages. The modern methods of acquiring and interpreting climate records indicate at least seven major climate changes in the last 700,000 years. These changes occurred with the periodicity of about 100, 000 years and are...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Control Systems Letters
سال: 2021
ISSN: 2475-1456
DOI: 10.1109/lcsys.2020.3002475