118 citations · 155 across the 9 of their papers we have counts for
11 papers
Moment Analysis of Stochastic Hybrid Systems Using Semidefinite Programming
Khem Raj Ghusinga, Andrew Lamperski, Abhyudai Singh
This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuou…
Estimating stationary characteristic functions of stochastic systems via semidefinite programming
Khem Raj Ghusinga, Andrew Lamperski, Abhyudai Singh
This paper proposes a methodology to estimate characteristic functions of stochastic differential equations that are defined over polynomials and driven by Lévy noise. For such sys…
Driving an Ornstein--Uhlenbeck Process to Desired First-Passage Time Statistics
Khem Raj Ghusinga, Vaibhav Srivastava, Abhyudai Singh
First-passage time (FPT) of an Ornstein-Uhlenbeck (OU) process is of immense interest in a variety of contexts. This paper considers an OU process with two boundaries, one of which…
Approximate moment dynamics for polynomial and trigonometric stochastic systems
Khem Raj Ghusinga, Mohammad Soltani, Andrew Lamperski +2
Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment comput…
Analysis and Control of Stochastic Systems using Semidefinite Programming over Moments
Andrew Lamperski, Khem Raj Ghusinga, Abhyudai Singh
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution…
Bounds on stationary moments in stochastic chemical kinetics
Khem Raj Ghusinga, Cesar A. Vargas-Garcia, Andrew Lamperski +1
In the stochastic formulation of chemical kinetics, the stationary moments of the population count of species can be described via a set of linear equations. However, except for so…