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We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

We consider a growing planar network where a tip grows at constant speed, branches at constant rate and inactivates when it meets a branch already created. We only consider here orthogonal branching occurring always in the same direction.…

Probability · Mathematics 2026-04-22 Vincent Bansaye , Gael Raoul , Milica Tomasevic

We study the problem of a decision maker who must provide the best possible treatment recommendation based on an experiment. The desirability of the outcome distribution resulting from the policy recommendation is measured through a…

Econometrics · Economics 2022-04-06 Anders Bredahl Kock , David Preinerstorfer , Bezirgen Veliyev

This paper proposes a control strategy for a Reverse Fuel Cell used to manage a Renewable Energy Community. A two-stage scenario-based Model Predictive Control algorithm is designed to define the best economic strategy to be followed during…

Optimization and Control · Mathematics 2022-08-31 Francesco Conte , Gabriele Mosaico , Gianluca Natrella , Matteo Saviozzi , Fiammetta Rita Bianchi

Viruses display striking diversity in structure, transmission mode, immune interaction, and evolutionary behavior. Despite this diversity, viral strategies are not unconstrained. Here we present a unifying framework that treats viral…

Biological Physics · Physics 2025-12-30 Mohammad Rasoolinejad

This paper presents a mathematical framework for optimizing drug delivery in cancer treatment using a nonlocal model of solid tumor growth. We present a coupled system of partial differential equations that incorporate long-range cellular…

Optimization and Control · Mathematics 2025-03-13 Bouhamidi Abderrahman , El Harraki Imad , Melouani Yassine

We aim to understand the evolution of the genetic composition of cancer cell populations. To achieve this, we consider an individual-based model representing a cell population where cells divide, die and mutate along the edges of a finite…

Probability · Mathematics 2025-02-18 Vianney Brouard

In this study, we develop a metapopulation model framework to identify optimal harvesting strategies for a population in a stream network. We consider two distinct optimization objectives: maximization of total biomass and maximization of…

Dynamical Systems · Mathematics 2026-02-06 Tung D. Nguyen , Zhisheng Shuai , Tingting Tang , Amy Veprauskas , Yixiang Wu , Ying Zhou

Numerus works that study the spread of information in social networks include a spreading mechanism in which a set of nodes is initially infected (i.e. seeded), followed by a viral process, which spontaneously spread the message through the…

Social and Information Networks · Computer Science 2017-04-07 Alon Sela , Dmitri Goldenberg , Irad Ben-Gal , Erez Shmueli

We study time continuous branching processes with exponentially distributed lifetimes, with two types of cells that proliferate according to binary fission. A range of possible system dynamics are considered, each of which is characterized…

Probability · Mathematics 2022-04-27 Nam H Nguyen , Marek Kimmel

We provide an overview of an optimal control problem within a stochastic model of tumor growth, which includes drug application. The model comprises two stochastic differential equations (SDE) representing the diffusion of nutrient and drug…

Optimization and Control · Mathematics 2024-11-12 Noelymar Farinacci

Reaction-diffusion systems offer a powerful framework for understanding self-organized patterns in biological systems, yet controlling these patterns remains a significant challenge. As a consequence, we present a rigorous framework of…

Optimization and Control · Mathematics 2026-04-13 Mohamed Amine Ouchdiri , Hamza Faquir , Saad Benjelloun , Mohamed Adlene Maghenem , Irene Otero-Muras , Adnane Saoud

We propose a modelling framework to analyse the stochastic behaviour of heterogeneous, multi-scale cellular populations. We illustrate our methodology with a particular example in which we study a population with an oxygen-regulated…

Biological Physics · Physics 2017-09-01 Roberto de la Cruz , Pilar Guerrero , Fabian Spill , Tomás Alarcón

Consider a directed network where each node is either red (using the red product), blue (using the blue product), or uncolored (undecided). Then in each round, an uncolored node chooses red (resp. blue) with some probability proportional to…

Social and Information Networks · Computer Science 2023-12-27 Ahad N. Zehmakan , Xiaotian Zhou , Zhongzhi Zhang

Finding the most powerful node in a dynamic random network, the largest set in a partition-valued stochastic process, or the largest family in an evolving population at a given time, can be a very difficult problem. This is particularly the…

Probability · Mathematics 2020-09-09 Cécile Mailler , Peter Mörters , Anna Senkevich

Under a Bayesian framework, we formulate the fully sequential sampling and selection decision in statistical ranking and selection as a stochastic control problem, and derive the associated Bellman equation. Using value function…

Machine Learning · Computer Science 2017-10-10 Yijie Peng , Edwin K. P. Chong , Chun-Hung Chen , Michael C. Fu

We consider epidemic extinction in finite networks with broad variation in local connectivity. Generalizing the theory of large fluctuations to random networks with a given degree distribution, we are able to predict the most probable, or…

Adaptation and Self-Organizing Systems · Physics 2016-07-07 Jason Hindes , Ira B. Schwartz

The decomposable branching processes are relatively less studied objects, particularly in the continuous time framework. In this paper, we consider various variants of decomposable continuous time branching processes. As usual practice in…

Probability · Mathematics 2019-08-21 Ranbir Dhounchak , Veeraruna Kavitha

Recent methods have been developed to map single-cell lineage statistics to population growth. Because population growth selects for exponentially rare phenotypes, these methods inherently depend on sampling large deviations from finite…

Statistical Mechanics · Physics 2025-01-16 Trevor GrandPre , Ethan Levien , Ariel Amir

There is a fast-growing literature on estimating optimal treatment rules directly by maximizing the expected outcome. In biomedical studies and operations applications, censored survival outcome is frequently observed, in which case the…

Methodology · Statistics 2026-03-12 Yifan Cui , Junyi Liu , Tao Shen , Zhengling Qi , Xi Chen