In this article, we analyze a structure-preserving model order reduction technique for deterministic and stochastic delay equations based on the balanced truncation method provide system theoretic interpretation. Transferring framework of [6], find error estimates difference between dynamics full reduced model. This analysis als...

We introduce reinforcement learning for heterogeneous teams in which rewards an agent are additively factored into local costs, stimuli unique to each agent, and global rewards, those shared by all agents the domain. Motivating domains include coordination of varied robotic platforms, incur different costs same action, but share overall goal. present two templates this setting with rewards: a g...

We introduce biased gradient oracles to capture a setting where the function measurements have an estimation error that can be controlled through batch size parameter. Our proposed are appealing in several practical contexts, for instance, risk measure from of independent and identically distributed samples, or simulation optimization, “biased” due computational constraints. In either case, inc...

The analytical evaluation of the completion time distribution of a general directed acyclic graph (DAG) is known to be an NP-complete problem. In this paper we present a new algorithm, named Tree Bound , for the evaluation of bounds on the completion time of stochastic graphs assuming ideal conditions for shared resources and independent random variables as task execution times. The Tree Bound ...

Perturbation analysis in probabilistic verification addresses the robustness and sensitivity problem for verification of stochastic models against qualitative and quantitative properties. We identify two types of perturbation bounds, namely non-asymptotic bounds and asymptotic bounds. Non-asymptotic bounds are exact, pointwise bounds that quantify the upper and lower bounds of the verification ...

FIFO is perhaps the simplest scheduling discipline. For single-class FIFO, its delay guarantee performance has been extensively studied: The well-known results include a stochastic delay bound for GI/GI/1 by Kingman [2] and a deterministic delay bound for D/D/1 by Cruz [3]. However, for multiclass FIFO, few such results are available. To fill the gap, we prove delay bounds for multiclass FIFO i...

We consider stochastic programming problems with probabilistic constraints in volving integer valued random variables The concept of p e cient points of a prob ability distribution is used to derive various equivalent problem formulations Next we modify the concept of r concave discrete probability distributions and analyse its relevance for problems under consideration These notions are used t...

In this paper we aim at output analysis with respect to changes of the probability distribution for problems with probabilistic (chance) constraints. The perturbations are modeled via contamination of the initial probability distribution. Dependence of the set of solutions on the probability distribution rules out the straightforward construction of the convexity-based global contamination boun...

It has been shown recently that uid limit models provide the means to substantially simplify the stability analysis of multiclass queueing networks. This paper begins to address the most natural second question: do uid models provide a tool for developing high performance scheduling policies for queueing networks? A linear program is constructed to give upper and lower bounds on achievable perf...