Extending Hybrid CSP with Probability and Stochasticity

Probabilistic and stochastic behavior are omnipresent in computer controlled systems, in particular, so-called safety-critical hybrid systems, because of fundamental properties of nature, uncertain environments, or simplifications to overcome complexity. Tightly intertwining discrete, continuous and stochastic dynamics complicates modelling, analysis and verification of stochastic hybrid systems (SHSs). In the literature, this issue has been extensively investigated, but unfortunately it still remains challenging as no promising general solutions are available yet. In this paper, we give our effort by proposing a general compositional approach for modelling and verification of SHSs. First, we extend Hybrid CSP (HCSP), a very expressive and process algebra-like formal modeling language for hybrid systems, by introducing probability and stochasticity to model SHSs, which is called stochastic HCSP (SHCSP). To this end, ordinary differential equations (ODEs) are generalized by stochastic differential equations (SDEs) and non-deterministic choice is replaced by probabilistic choice. Then, we extend Hybrid Hoare Logic (HHL) to specify and reason about SHCSP processes. We demonstrate our approach by an example from real-world.Comment: The conference version of this paper is accepted by SETTA 201

Stochastic local search: a state-of-the-art review

The main objective of this paper is to provide a state-of-the-art review, analyze and discuss stochastic local search techniques used for solving hard combinatorial problems. It begins with a short introduction, motivation and some basic notation on combinatorial problems, search paradigms and other relevant features of searching techniques as needed for background. In the following a brief overview of the stochastic local search methods along with an analysis of the state-of-the-art stochastic local search algorithms is given. Finally, the last part of the paper present and discuss some of the most latest trends in application of stochastic local search algorithms in machine learning, data mining and some other areas of science and engineering. We conclude with a discussion on capabilities and limitations of stochastic local search algorithms

How to evaluate the investment and management economic sustainability for different photovoltaic plant installations

Come valutare la sostenibilit\ue0 economica degli investimenti in impianti fotovoltaici e della loro gestion

SAM-SoS: A stochastic software architecture modeling and verification approach for complex System-of-Systems

A System-of-Systems (SoS) is a complex, dynamic system whose Constituent Systems (CSs) are not known precisely at design time, and the environment in which they operate is uncertain. SoS behavior is unpredictable due to underlying architectural characteristics such as autonomy and independence. Although the stochastic composition of CSs is vital to achieving SoS missions, their unknown behaviors and impact on system properties are unavoidable. Moreover, unknown conditions and volatility have significant effects on crucial Quality Attributes (QAs) such as performance, reliability and security. Hence, the structure and behavior of a SoS must be modeled and validated quantitatively to foresee any potential impact on the properties critical for achieving the missions. Current modeling approaches lack the essential syntax and semantics required to model and verify SoS behaviors at design time and cannot offer alternative design choices for better design decisions. Therefore, the majority of existing techniques fail to provide qualitative and quantitative verification of SoS architecture models. Consequently, we have proposed an approach to model and verify Non-Deterministic (ND) SoS in advance by extending the current algebraic notations for the formal models as a hybrid stochastic formalism to specify and reason architectural elements with the required semantics. A formal stochastic model is developed using a hybrid approach for architectural descriptions of SoS with behavioral constraints. Through a model-driven approach, stochastic models are then translated into PRISM using formal verification rules. The effectiveness of the approach has been tested with an end-to-end case study design of an emergency response SoS for dealing with a fire situation. Architectural analysis is conducted on the stochastic model, using various qualitative and quantitative measures for SoS missions. Experimental results reveal critical aspects of SoS architecture model that facilitate better achievement of missions and QAs with improved design, using the proposed approach

Data-driven optimization of bus schedules under uncertainties

Plusieurs sous-problèmes d’optimisation se posent lors de la planification des transports publics. Le problème d’itinéraires de véhicule (PIV) est l’un d’entre eux et consiste à minimiser les coûts opérationnels tout en assignant exactement un autobus par trajet planifié de sorte que le nombre d’autobus entreposé par dépôt ne dépasse pas la capacité maximale disponible. Bien que les transports publics soient sujets à plusieurs sources d’incertitude (à la fois endogènes et exogènes) pouvant engendrer des variations des temps de trajet et de la consommation d’énergie, le PIV et ses variantes sont la plupart du temps résolus de façon déterministe pour des raisons de résolubilité. Toutefois, cette hypothèse peut compromettre le respect de l’horaire établi lorsque les temps des trajets considérés sont fixes (c.-à-d. déterministes) et peut produire des solutions impliquant des politiques de gestion des batteries inadéquates lorsque la consommation d’énergie est aussi considérée comme fixe. Dans cette thèse, nous proposons une méthodologie pour mesurer la fiabilité (ou le respect de l’horaire établi) d’un service de transport public ainsi que des modèles mathématiques stochastiques et orientés données et des algorithmes de branch-and-price pour deux variantes de ce problème, à savoir le problème d’itinéraires de véhicule avec dépôts multiples (PIVDM) et le problème d’itinéraires de véhicule électrique (PIV-E). Afin d’évaluer la fiabilité, c.-à-d. la tolérance aux délais, de certains itinéraires de véhicule, nous prédisons d’abord la distribution des temps de trajet des autobus. Pour ce faire, nous comparons plusieurs modèles probabilistes selon leur capacité à prédire correctement la fonction de densité des temps de trajet des autobus sur le long terme. Ensuite, nous estimons à l'aide d'une simulation de Monte-Carlo la fiabilité des horaires d’autobus en générant des temps de trajet aléatoires à chaque itération. Nous intégrons alors le modèle probabiliste le plus approprié, celui qui est capable de prédire avec précision à la fois la véritable fonction de densité conditionnelle des temps de trajet et les retards secondaires espérés, dans nos modèles d'optimisation basés sur les données. Deuxièmement, nous introduisons un modèle pour PIVDM fiable avec des temps de trajet stochastiques. Ce problème d’optimisation bi-objectif vise à minimiser les coûts opérationnels et les pénalités associées aux retards. Un algorithme heuristique basé sur la génération de colonnes avec des sous-problèmes stochastiques est proposé pour résoudre ce problème. Cet algorithme calcule de manière dynamique les retards secondaires espérés à mesure que de nouvelles colonnes sont générées. Troisièmement, nous proposons un nouveau programme stochastique à deux étapes avec recours pour le PIVDM électrique avec des temps de trajet et des consommations d’énergie stochastiques. La politique de recours est conçue pour rétablir la faisabilité énergétique lorsque les itinéraires de véhicule produits a priori se révèlent non réalisables. Toutefois, cette flexibilité vient au prix de potentiels retards induits. Une adaptation d’un algorithme de branch-and-price est développé pour évaluer la pertinence de cette approche pour deux types d'autobus électriques à batterie disponibles sur le marché. Enfin, nous présentons un premier modèle stochastique pour le PIV-E avec dégradation de la batterie. Le modèle sous contrainte en probabilité proposé tient compte de l’incertitude de la consommation d’énergie, permettant ainsi un contrôle efficace de la dégradation de la batterie grâce au contrôle effectif de l’état de charge (EdC) moyen et l’écart de EdC. Ce modèle, combiné à l’algorithme de branch-and-price, sert d’outil pour balancer les coûts opérationnels et la dégradation de la batterie.The vehicle scheduling problem (VSP) is one of the sub-problems of public transport planning. It aims to minimize operational costs while assigning exactly one bus per timetabled trip and respecting the capacity of each depot. Even thought public transport planning is subject to various endogenous and exogenous causes of uncertainty, notably affecting travel time and energy consumption, the VSP and its variants are usually solved deterministically to address tractability issues. However, considering deterministic travel time in the VSP can compromise schedule adherence, whereas considering deterministic energy consumption in the electric VSP (E-VSP) may result in solutions with inadequate battery management. In this thesis, we propose a methodology for measuring the reliability (or schedule adherence) of public transport, along with stochastic and data-driven mathematical models and branch-and-price algorithms for two variations of this problem, namely the multi-depot vehicle scheduling problem (MDVSP) and the E-VSP. To assess the reliability of vehicle schedules in terms of their tolerance to delays, we first predict the distribution of bus travel times. We compare numerous probabilistic models for the long-term prediction of bus travel time density. Using a Monte Carlo simulation, we then estimate the reliability of bus schedules by generating random travel times at each iteration. Subsequently, we integrate the most suitable probabilistic model, capable of accurately predicting both the true conditional density function of the travel time and the expected secondary delays, into the data-driven optimization models. Second, we introduce a model for the reliable MDVSP with stochastic travel time minimizing both the operational costs and penalties associated with delays. To effectively tackle this problem, we propose a heuristic column generation-based algorithm, which incorporates stochastic pricing problems. This algorithm dynamically computes the expected secondary delays as new columns are generated. Third, we propose a new two-stage stochastic program with recourse for the electric MDVSP with stochastic travel time and energy consumption. The recourse policy aims to restore energy feasibility when a priori vehicle schedules are unfeasible, which may lead to delays. An adapted algorithm based on column generation is developed to assess the relevance of this approach for two types of commercially available battery electric buses. Finally, we present the first stochastic model for the E-VSP with battery degradation. The proposed chance-constraint model incorporates energy consumption uncertainty, allowing for effective control of battery degradation by regulating the average state-of-charge (SOC) and SoC deviation in each discharging and charging cycle. This model, in combination with a tailored branch-and-price algorithm, serves as a tool to strike a balance between operational costs and battery degradation

Calculus for decision systems

The conceptualization of the term system has become highly dependent on the application domain. What a physicist means by the term system might be different than what a sociologist means by the same term. In 1956, Bertalanffy [1] defined a system as a set of units with relationships among them . This and many other definitions of system share the idea of a system as a black box that has parts or elements interacting between each other. This means that at some level of abstraction all systems are similar, what eventually differentiates one system from another is the set of underlining equations which describe how these parts interact within the system. ^ In this dissertation we develop a framework that allows us to characterize systems from an interaction level, i.e., a framework that gives us the capability to capture how/when the elements of the system interact. This framework is a process algebra called Calculus for Decision Systems (CDS). This calculus provides means to create mathematical expressions that capture how the systems interact and react to different stimuli. It also provides the ability to formulate procedures to analyze these interactions and to further derive other interesting insights of the system. ^ After defining the syntax and reduction rules of the CDS, we develop a notion of behavioral equivalence for decision systems. This equivalence, called bisimulation, allows us to compare decision systems from the behavioral standpoint. We apply our results to games in extensive form, some physical systems, and cyber-physical systems. ^ Using the CDS for the study of games in extensive form we were able to define the concept of subgame perfect equilibrium for a two-person game with perfect information. Then, we investigate the behavior of two games played in parallel by one of the players. We also explore different couplings between games, and compare - using bisimulation - the behavior of two games that are the result of two different couplings. The results showed that, with some probability, the behavior of playing a game as first player, or second player, could be irrelevant. ^ Decision systems can be comprised by multiple decision makers. We show that in the case where two decision makers interact, we can use extensive games to represent the conflict resolution. For the case where there are more than two decision makers, we presented how to characterize the interactions between elements within an organizational structure. Organizational structures can be perceived as multiple players interacting in a game. In the context of organizational structures, we use the CDS as an information sharing mechanism to transfer the inputs and outputs from one extensive game to another. We show the suitability of our calculus for the analysis of organizational structures, and point out some potential research extensions for the analysis of organizational structures. ^ The other general area we investigate using the CDS is cyber-physical systems. Cyber-physical systems or CPS is a class of systems that are characterized by a tight relationship between systems (or processes) in the areas of computing, communication and physics. We use the CDS to describe the interaction between elements in some simple mechanical system, as well as a particular case of the generalized railroad crossing (GRC) problem, which is a typical case of CPS. We show two approaches to the solution of the GRC problem. ^ This dissertation does not intend to develop new methods to solve game theoretical problems or equations of motion of a physical system, it aims to be a seminal work towards the creation of a general framework to study systems and equivalence of systems from a formal standpoint, and to increase the applications of formal methods to real-world problems

Smart Energy and Intelligent Transportation Systems

With the Internet of Things and various information and communication technologies, a city can manage its assets in a smarter way, constituting the urban development vision of a smart city. This facilitates a more efficient use of physical infrastructure and encourages citizen participation. Smart energy and smart mobility are among the key aspects of the smart city, in which the electric vehicle (EV) is believed to take a key role. EVs are powered by various energy sources or the electricity grid. With proper scheduling, a large fleet of EVs can be charged from charging stations and parking infrastructures. Although the battery capacity of a single EV is small, an aggregation of EVs can perform as a significant power source or load, constituting a vehicle-to-grid (V2G) system. Besides acquiring energy from the grid, in V2G, EVs can also support the grid by providing various demand response and auxiliary services. Thanks to this, we can reduce our reliance on fossil fuels and utilize the renewable energy more effectively. This Special Issue “Smart Energy and Intelligent Transportation Systems” addresses existing knowledge gaps and advances smart energy and mobility. It consists of five peer-reviewed papers that cover a range of subjects and applications related to smart energy and transportation

A numerical method for the approximation of stable and unstable manifolds of microscopic simulators

We address a numerical methodology for the approximation of coarse-grained stable and unstable manifolds of saddle equilibria/stationary states of multiscale/stochastic systems for which a macroscopic description does not exist analytically in a closed form. Thus, the underlying hypothesis is that we have a detailed microscopic simulator (Monte Carlo, molecular dynamics, agent-based model etc.) that describes the dynamics of the subunits of a complex system (or a black-box large-scale simulator) but we do not have explicitly available a dynamical model in a closed form that describes the emergent coarse-grained/macroscopic dynamics. Our numerical scheme is based on the equation-free multiscale framework, and it is a three-tier procedure including (a) the convergence on the coarse-grained saddle equilibrium, (b) its coarse-grained stability analysis, and (c) the approximation of the local invariant stable and unstable manifolds; the later task is achieved by the numerical solution of a set of homological/functional equations for the coefficients of a polynomial approximation of the manifolds