Related papers: Free Energy and the Generalized Optimality Equatio…
We investigate modifications to Bayesian Optimization for a resource-constrained setting of sequential experimental design where changes to certain design variables of the search space incur a switching cost. This models the scenario where…
The Jarzynski Equality is a well-known and widely used identity, relating the free energy difference between two states of a system to the work done over some arbitrary, nonequilibrium transformation between the two states. Despite being…
We consider a random walk in a random potential on a square lattice of arbitrary dimension. The potential is a function of an ergodic environment and some steps of the walk. The potential can be unbounded, but it is subject to a moment…
Training normalizing flow generative models can be challenging due to the need to calculate computationally expensive determinants of Jacobians. This paper studies the likelihood-free training of flows and proposes the energy objective, an…
This paper studies a finite-fuel two-dimensional degenerate singular stochastic control problem under regime switching that is motivated by the optimal irreversible extraction problem of an exhaustible commodity. A company extracts a…
We provide a formal, simple and intuitive theory of rational decision making including sequential decisions that affect the environment. The theory has a geometric flavor, which makes the arguments easy to visualize and understand. Our…
The proposed method of the free energy calculation is based on the approximation of the energy distribution in the microcanonical ensemble by the Gaussian distribution. We hope that our approach will be effective for the systems with…
The present paper proposes an adaptive biasing potential for the computation of free energy landscapes. It is motivated by statistical learning arguments and unifies the tasks of biasing the molecular dynamics to escape free energy wells…
How much free energy is irreversibly lost during a thermodynamic process? For deterministic protocols, lower bounds on energy dissipation arise from the thermodynamic friction associated with pushing a system out of equilibrium in finite…
We consider the problem of optimally utilizing $N$ resources, each in an unknown binary state. The state of each resource can be inferred from state-dependent noisy measurements. Depending on its state, utilizing a resource results in…
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…
In power systems, large-scale optimisation problems are extensively used to plan for capacity expansion at the supra-national level. However, their cost-optimal solutions are often not exploitable by decision-makers who are preferably…
Estimation of individual treatment effects is commonly used as the basis for contextual decision making in fields such as healthcare, education, and economics. However, it is often sufficient for the decision maker to have estimates of…
Calculating free energy differences is a topic of substantial interest and has many applications including molecular docking and hydration, solvation, and binding free energies which is used in computational drug discovery. However, in…
We formulate a very general framework for optimal dynamic stochastic control problems which allows for a control-dependent informational structure. The issue of informational consistency is investigated. Bellman's principle is formulated…
Deregulated energy markets, demand forecasting, and the continuously increasing share of renewable energy sources call---among others---for a structured consideration of uncertainties in optimal power flow problems. The main challenge is to…
We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…
The critical behavior of a 3D Ising-like system is studied at the microscopic level of consideration. The free energy of ordering is calculated analytically as an explicit function of temperature, an external field and the initial…
Empowerment is an information-theoretic method that can be used to intrinsically motivate learning agents. It attempts to maximize an agent's control over the environment by encouraging visiting states with a large number of reachable next…
In multi-period stochastic optimization problems, the future optimal decision is a random variable whose distribution depends on the parameters of the optimization problem. We analyze how the expected value of this random variable changes…