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Model predictive control is a control approach that minimizes a stage cost over a predicted system trajectory based on a model of the system and is capable of handling state and input constraints. For uncertain models, robust or adaptive…

Systems and Control · Electrical Eng. & Systems 2022-06-29 Francisco Moreno-Mora , Lukas Beckenbach , Stefan Streif

In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…

Probability · Mathematics 2026-04-14 Carolin Forster , Marco Oesting

When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…

Optimization and Control · Mathematics 2025-09-24 Jérôme Taupin , Xavier Leturc , Christophe J. Le Martret

Recently, there has been an increasing interest in the formal analysis and design of control systems. In this area, in order to reduce the complexity and scale of control systems, finite abstractions of control systems are introduced and…

Optimization and Control · Mathematics 2013-01-01 Jinjin Zhang , Zhaohui Zhu , Jianfei Yang

Nonequilibrium processes break time-reversal symmetry and generate entropy. Living systems are driven out-of-equilibrium at the microscopic level of molecular motors that exploit chemical potential gradients to transduce free energy to…

Statistical Mechanics · Physics 2022-12-06 Eden Nitzan , Aishani Ghosal , Gili Bisker

We analyze phase transitions in the conditional entropy of a sequence caused by a change in the conditional variables. Such transitions happen, for example, when training to learn the parameters of a system, since the transition from the…

Information Theory · Computer Science 2021-01-07 Kang Gao , Bertrand Hochwald

Contact processes (CP's) with particle creation requiring a minimal neighborhood (restrictive or threshold CP's) present a novel sort of discontinuous absorbing transitions, that revealed itself robust under the inclusion of different…

Statistical Mechanics · Physics 2016-03-30 Salete Pianegonda , C. E. Fiore

Simulating the conditioned dynamics of diffusion processes, given their initial and terminal states, is an important but challenging problem in the sciences. The difficulty is particularly pronounced for rare events, for which the…

Machine Learning · Statistics 2026-04-23 Samuel Howard , Nikolas Nüsken , Jakiw Pidstrigach

The problem of distributing the workload on a parallel computer to minimize the overall runtime is known as Multiprocessor Scheduling Problem. It is NP-hard, but like many other NP-hard problems, the average hardness of random instances…

Disordered Systems and Neural Networks · Physics 2016-08-19 Heiko Bauke , Stephan Mertens , Andreas Engel

Two-phase outflows refer to situations where the interface formed between two immiscible incompressible fluids passes through open portions of the domain boundary. We present in this paper several new forms of open boundary conditions for…

Fluid Dynamics · Physics 2014-12-31 S. Dong , X. Wang

In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…

Optimization and Control · Mathematics 2009-09-22 Denis Belomestny

We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…

Probability · Mathematics 2009-02-16 Charles Bordenave , David McDonald , Alexandre Proutiere

In engineering, it is a common desire to couple existing simulation tools together into one big system by passing information from subsystems as parameters into the subsystems under influence. As executed at fixed time points, this data…

Numerical Analysis · Mathematics 2017-04-25 Thilo Moshagen

Adaptive multilevel splitting algorithms have been introduced rather recently for estimating tail distributions in a fast and efficient way. In particular, they can be used for computing the so-called reactive trajectories corresponding to…

Numerical Analysis · Mathematics 2014-12-25 Joran Rolland , Eric Simonnet

This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without discretisation error (exactly), in such a way that the sample path can be restored at any…

Methodology · Statistics 2016-02-10 Murray Pollock , Adam M. Johansen , Gareth O. Roberts

Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…

Systems and Control · Computer Science 2018-11-29 Sofie Haesaert , Sadegh Soudjani

Many-variable differential equations with random coefficients provide powerful models for the dynamics of many interacting species in ecology. These models are known to exhibit a dynamical phase transition from a phase where population…

Statistical Mechanics · Physics 2025-02-19 Thibaut Arnoulx de Pirey , Guy Bunin

Optimal control of complex environments with robotic systems faces two complementary and intertwined challenges: efficient organization of sensory state information and far-sighted action planning. Because the reinforcement learning…

Machine Learning · Computer Science 2026-01-30 Abdullah Akgül , Gulcin Baykal , Manuel Haußmann , Mustafa Mert Çelikok , Melih Kandemir

We study an active random walker model in which a particle's motion is determined by a self-generated field. The field encodes information about the particle's path history. This leads to either self-attractive or self-repelling behavior.…

Statistical Mechanics · Physics 2009-11-11 R. Grima

In a physical system, changing parameters such as temperature can induce a phase transition: an abrupt change from one state of matter to another. Analogous phenomena have recently been observed in large language models. Typically, the task…

Machine Learning · Computer Science 2024-05-28 Julian Arnold , Flemming Holtorf , Frank Schäfer , Niels Lörch