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Scientists in many disciplines have progressively been using simulations to better understand the natural systems they study. Faster hardware, as well as
increasingly precise instruments, allow the construction and simulation of progressively advanced mod ...
Socio-economic systems exist in a wide variety of activity domains and are composed of multiple stakeholder groups. These groups pursue objectives which are often entirely motivated from within their local context. Domain specificities in the form of insti ...
We introduce in this thesis the idea of a variable lookback model, i.e., a model whose predictions are based on a variable portion of the information set. We verify the intuition of this model in the context of experimental finance. We also propose a novel ...
Stochastic models that describe interacting processes, such as stochastic automata networks, feature a dimensionality that grows exponentially with the number of processes. This state space explosion severely impairs the use of standard methods for the num ...
This dissertation describes a complete methodological framework for designing, modeling and optimizing a specific class of distributed systems whose dynamics result from the multiple, stochastic interactions of their constitutive components. These componen ...
In this thesis we describe the results of simulations at the atomic level of a simple model of a metallic glass under cyclic shear deformation. We show that under oscillatory cyclic load, systems of Lennard-Jones particles exhibit a non-equilibrium transit ...
There are many scenarios where we would like agents to report their observations or expertise in a truthful way. Game-theoretic principles can be used to provide incentives to do so. I survey several approaches to eliciting truthful information, in particu ...
Throughout its historical development, hydrology as an earth science, but especially as a problem-centred engineering discipline has largely relied (quite successfully) on the assumption of stationarity. This includes assuming time invariance of boundary c ...
We present a theoretical investigation into the use of normalised artificial neural network (ANN) outputs in the context of hidden Markov models (HMMs). The work is motivated by the pursuit of a more theoretically rigorous understanding of the Kullback-Lie ...
We describe a framework for analyzing probabilistic reachability and safety problems for discrete time stochastic hybrid systems within a dynamic games setting. In particular, we consider finite horizon zero-sum stochastic games in which a control has the ...
