The time-dependent expected reward and deviation matrix of a finite QBD process
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
In this paper, we study deterministic limits of Markov processes having discontinuous drifts. While most results assume that the limiting dynamics is continuous, we show that these conditions are not necessary to prove convergence to a deterministic system ...
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 ...
This paper investigates the limit behavior of Markov decision processes made of independent particles evolving in a common environment, when the number of particles goes to infinity. In the finite horizon case or with a discounted cost and an infinite hori ...
We are interested in the development, implementation and testing of an orthotropic model for cardiac contraction based on an active strain decomposition. Our model addresses the coupling of a transversely isotropic mechanical description at the cell level, ...
In this paper we present the continuous and discontinuous Galerkin methods in a unified setting for the numerical approximation of the transport dominated advection-reaction equation. Both methods are stabilized by the interior penalty method, more precise ...
This paper investigates the limit behavior of Markov decision processes made of independent objects evolving in a common environment, when the number of objects (N) goes to infinity. In the finite horizon case, we show that when the number of objects becom ...
Surface Mixed Potential Integral Equation (MPIE) formulations together with the Method of Moments (MoM) are widely used to solve electromagnetic problems. An accurate evaluation of the Green functions (GF) associated to the integral equation and of the cou ...
We present a simple, effective generalisation of variable order Markov models to full online Bayesian estimation. The mechanism used is close to that employed in context tree weighting. The main contribution is the addition of a prior, conditioned on conte ...
We present a numerical approximation technique for the analysis of continuous-time Markov chains that describe networks of biochemical reactions and play an important role in the stochastic modeling of biological systems. Our approach is based on the const ...
We apply the Metropolis-Hastings algorithm to efficiently sample from arbitrary paths distributions in a general network. Paths can be generalized into all-day travel plans through, e.g., an appropriate network expansion. The Metropolis-Hastings algorithm ...
