activity
20122016
most citedCharacterization and computation of infinite horizon specifications over Markov processes

32 citations · 44 across the 3 of their papers we have counts for

collaborators

5 papers

eess.SY2016

Towards Scalable Synthesis of Stochastic Control Systems

Majid Zamani, Ilya Tkachev, Alessandro Abate

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 controll…

math.PR2014

Quantitative model-checking of controlled discrete-time Markov processes

Ilya Tkachev, Alexandru Mereacre, Joost-Pieter Katoen +1

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 c…

math.PR2013★ 12 cited

On the effect of perturbation of conditional probabilities in total variation

Alessandro Abate, Frank Redig, Ilya Tkachev

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…

q-fin.RM2013

Computation of ruin probabilities for general discrete-time Markov models

Ilya Tkachev, Alessandro Abate

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 probabilit…

math.OC2012★ 32 cited

Characterization and computation of infinite horizon specifications over Markov processes

Ilya Tkachev, Alessandro Abate

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, fo…