We examine the problem of finding optimal strategies in simple stochastic games, and the equivalent problem of finding stable configurations of MIN/MAX/AVG circuits. The problem can be seen as a nontrivial extension to linear programming, but no polynomial-time algorithm is known, despite significant efforts to find such an algorithm. Our investigation will be concerned with the relative comput...

performance evaluation of electricity distribution units is an important issue between researchers and regulators. classic data envelopment analysis models with deterministic data have been used by many authors to measure efficiency of power distribution units in different countries. however, data envelopment analysis with stochastic data are rarely used to measure efficiency of distribution co...

in this paper, we introduce an efficient method based on haar wavelet to approximate a solutionfor the two-dimensional linear stochastic fredholm integral equation. we also give an example to demonstrate the accuracy of the method.

Linear stochastic differential equations (SDE) are expressed as an exact discrete model (EDM) and estimated with structural equation models (SEM) and the Kalman filter (KF) algorithm. The SEM likelihood is well defined even for the times series case and the SEM and KF approach yield the same likelihood. The oversampling approach is introduced in order to formulate the EDM on a time grid which i...

Abstract The aim of this paper is the analysis exponential mean-square stability properties nonlinear stochastic linear multistep methods. In particular it known that, under certain hypothesis on drift and diffusion terms equation, contractivity visible: qualitative feature exact problem here analysed numerical perspective, to understand whether a method can provide an analogous behaviour which...

We study the problem of defining trace-based models for systems with real-time and stochastic behaviour. Trace semantics is a simple and intuitive model that describes the behaviour of a system in terms of the possible actions it can perform, and it can be used for the specification of safety properties. We present two process algebras, one featuring real-time and another stochastic behaviour, ...