Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these syste
This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of
Based on the author’s more than 25 years of teaching experience, Modeling and Analysis of Stochastic Systems, Second Edition covers the most important classes of stochastic processes used in the model
This book introduces some advanced topics in probability theories - both pure and applied. It is divided into two parts: the first part deals with the analysis of stochastic dynamical systems, in term
This textbook focuses on stochastic analysis in ?systems biology ?containing both the theory and application. While the authors provide a review of probability and random variables, subsequent notions
Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a
Beginning with Jackson networks and ending with spatial queuing systems, this book describes several basic stochastic network processes, with the focus on network processes that have tractable express
Stochastic biomathematical models are becoming increasingly important as new light is shed on the role of noise in living systems. In certain biological systems, stochastic effects may even enhance a
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refrac
The Research Network on "Interacting stochastic systems of high complexity" set up by the German Research Foundation aimed at exploring and developing connections between research in infinite-dimensio
As modern society relies on the fault-free operation of complex computing systems, system fault-tolerance has become an indispensable requirement. Therefore, we need mechanisms that guarantee correct
This book presents a systematic treatment of Markov chains, diffusion processes and state space models, as well as alternative approaches to Markov chains through stochastic difference equations and s
This book presents the general theory and basic methods of linear and nonlinear stochastic systems (StS). It outlines StS structural theory, including direct numerical methods, methods of normalizatio
Reliability theory and applications become major concerns of engineers and managers engaged in making high quality products and designing highly reliable systems. This book aims to survey new research
