Related papers: Stochastic domination for the last passage percola…
We consider last passage percolation (LPP) models with exponentially distributed random variables, which are linked to the totally asymmetric simple exclusion process (TASEP). The competition interface for LPP was introduced and studied by…
We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean…
We consider a stochastic control problem, where the control domain is convex and the system is governed by a nonlinear backward stochastic differential equation. With a L1 terminal data, we derive necessary optimality conditions in the form…
For directed last passage percolation on $\mathbb{Z}^2$ with exponential passage times on the vertices, let $T_{n}$ denote the last passage time from $(0,0)$ to $(n,n)$. We consider asymptotic two point correlation functions of the sequence…
Consider the restriction of the directed landscape $\mathcal L(x, s; y, t)$ to a set of the form $\{x_1, \dots, x_k\} \times \{s_0\} \times \mathbb R \times \{t_0\}$. We show that on any such set, the directed landscape is given by a last…
We introduce and study a class of abstract continuous action minimization problems that generalize continuous first and last passage percolation. In this class of models a limit shape exists. Our main result provides a framework under which…
We investigate the \emph{last passage percolation} problem on transitive tournaments, in the case when the edge weights are independent Bernoulli random variables. Given a transitive tournament on $n$ nodes with random weights on its edges,…
Percolation is perhaps the simplest example of a process exhibiting a phase transition and one of the most studied phenomena in statistical physics. The percolation transition is continuous if sites/bonds are occupied independently with the…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
In recent years, stochastic dominance for independent and identically distributed (iid) infinite-mean random variables has received considerable attention. The literature has identified several classes of distributions of nonnegative random…
We study the following refinement relation between nondeterministic state-transition models: model B strategically dominates model A iff every deterministic refinement of A is language contained in some deterministic refinement of B. While…
We study moderate deviations in the exponential corner growth model, both in the bulk setting and the increment-stationary setting. The main results are sharp right-tail bounds on the last-passage time and the exit point of the…
We study the macroscopic geometry of first-passage competition on the integer lattice $Z^d$, with a particular interest in describing the behavior when one species initially occupies the exterior of a cone. First-passage competition is a…
This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite…
This paper analyzes a discretization of a stochastic parabolic optimal control problem, where the diffusion term contains the control variable. With rough data, the convergence of the discretization is derived. In addition, a Monte-Carlo…
Recent studies have analyzed whether one forecast method dominates another under a class of consistent scoring functions. While the existing literature focuses on empirical tests of forecast dominance, little is known about the theoretical…
This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…
We study the last-passage growth model on the planar integer lattice with exponential weights. With boundary conditions that represent the equilibrium exclusion process as seen from a particle right after its jump we prove that the variance…
We celebrate the 50th anniversary of one the most classical models in probability theory. In this survey, we describe the main results of first passage percolation, paying special attention to the recent burst of advances of the past 5…
This brief introduction to Model Predictive Control specifically addresses stochastic Model Predictive Control, where probabilistic constraints are considered. A simple linear system subject to uncertainty serves as an example. The Matlab…