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pro vyhledávání: '"Tkachev, Ilya"'
Formal control synthesis approaches over stochastic systems have received significant attention in the past few years, in view of their ability to provide provably correct controllers for complex logical specifications in an automated fashion. Exampl
Externí odkaz:
http://arxiv.org/abs/1602.01358
Autor:
Tkachev, Ilya
In this work we consider the methods of pricing and hedging an option on the forward commodity market described by the multi-factor diffusion model. In the previous research there were presented explicit valuation formulas for standard European type
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-5393
This paper focuses on optimizing probabilities of events of interest defined over general controlled discrete-time Markov processes. It is shown that the optimization over a wide class of $\omega$-regular properties can be reduced to the solution of
Externí odkaz:
http://arxiv.org/abs/1407.5449
Publikováno v:
Statistics & Probability Letters 88 (2014), pp. 1-8
A celebrated result by A. Ionescu Tulcea provides a construction of a probability measure on a product space given a sequence of regular conditional probabilities. We study how the perturbations of the latter in the total variation metric affect the
Externí odkaz:
http://arxiv.org/abs/1311.3066
Autor:
Tkachev, Ilya, Abate, Alessandro
We study the ruin problem over a risk process described by a discrete-time Markov model. In contrast to previous studies that focused on the asymptotic behaviour of ruin probabilities for large values of the initial capital, we provide a new techniqu
Externí odkaz:
http://arxiv.org/abs/1308.5152
Autor:
Tkachev, Ilya, Abate, Alessandro
Publikováno v:
Theoretical Computer Science 515 (2014), pp. 1-18
This work is devoted to the formal verification of specifications over general discrete-time Markov processes, with an emphasis on infinite-horizon properties. These properties, formulated in a modal logic known as PCTL, can be expressed through valu
Externí odkaz:
http://arxiv.org/abs/1211.4346
Publikováno v:
In Information and Computation April 2017 253 Part 1:1-35
Autor:
Tkachev, Ilya, Abate, Alessandro
Publikováno v:
In Theoretical Computer Science 2 January 2014 515:1-18
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Akademický článek
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