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This work tackles the problem of robust zero-shot planning in non-stationary stochastic environments. We study Markov Decision Processes (MDPs) evolving over time and consider Model-Based Reinforcement Learning algorithms in this setting.…

Machine Learning · Computer Science 2020-01-16 Erwan Lecarpentier , Emmanuel Rachelson

Route planning is essential to mobile robot navigation problems. In recent years, deep reinforcement learning (DRL) has been applied to learning optimal planning policies in stochastic environments without prior knowledge. However, existing…

Robotics · Computer Science 2023-04-21 Xi Lin , Paul Szenher , John D. Martin , Brendan Englot

Evolutionary algorithms (EA) have been widely accepted as efficient solvers for complex real world optimization problems, including engineering optimization. However, real world optimization problems often involve uncertain environment…

Neural and Evolutionary Computing · Computer Science 2016-11-17 Maumita Bhattacharya , R. Islam , A. Mahmood

Stochastic discriminative EM (sdEM) is an online-EM-type algorithm for discriminative training of probabilistic generative models belonging to the exponential family. In this work, we introduce and justify this algorithm as a stochastic…

Machine Learning · Computer Science 2017-04-05 Andres R. Masegosa

Existing multi-strategy adaptive differential evolution (DE) commonly involves trials of multiple strategies and then rewards better-performing ones with more resources. However, the trials of an exploitative or explorative strategy may…

Neural and Evolutionary Computing · Computer Science 2021-12-03 Sheng Xin Zhang , Wing Shing Chan , Kit Sang Tang , Shao Yong Zheng

The classical idea of evolutionarily stable strategy (ESS) modeling animal behavior does not involve any spatial dependence. We considered a spatial Hawk-Dove game played by animals in a patchy environment with wrap around boundaries. We…

Populations and Evolution · Quantitative Biology 2020-07-01 Ozgur Aydogmus

Scheduling a residential building short-term to optimize the electricity bill can be difficult with the inclusion of capacity-based grid tariffs. Scheduling the building based on a proposed measured-peak (MP) grid tariff, which is a cost…

Optimization and Control · Mathematics 2020-08-25 Kasper Emil Thorvaldsen , Sigurd Bjarghov , Hossein Farahmand

We study a model of stochastic evolutionary game dynamics in which the probabilities that agents choose suboptimal actions are dependent on payoff consequences. We prove a sample path large deviation principle, characterizing the rate of…

Probability · Mathematics 2017-08-10 William H. Sandholm , Mathias Staudigl

Multi stage stochastic programs arise in many applications from engineering whenever a set of inventories or stocks has to be valued. Such is the case in seasonal storage valuation of a set of cascaded reservoir chains in hydro management.…

Optimization and Control · Mathematics 2019-12-02 Wim Van-Ackooij , Xavier Warin

Ecological Momentary Assessment (EMA) studies enable the collection of high-frequency self-reports of suicidal thoughts and behaviors (STBs) via smartphones. Latent stochastic differential equations (SDEs) are a promising model class for…

Machine Learning · Statistics 2026-05-26 Malinda Lu , Yue-Jane Liu , Matthew K. Nock , Yaniv Yacoby

We propose score dynamics (SD), a general framework for learning accelerated evolution operators with large timesteps from molecular-dynamics simulations. SD is centered around scores, or derivatives of the transition log-probability with…

Computational Physics · Physics 2024-03-08 Tim Hsu , Babak Sadigh , Vasily Bulatov , Fei Zhou

Inspired by the ubiquitous use of differential equations to model continuous dynamics across diverse scientific and engineering domains, we propose a novel and intuitive approach to continuous sequence modeling. Our method interprets…

Machine Learning · Computer Science 2025-02-03 Macheng Shen , Chen Cheng

We study the theoretical capacity to statistically learn local landscape information by Evolution Strategies (ESs). Specifically, we investigate the covariance matrix when constructed by ESs operating with the selection operator alone. We…

Neural and Evolutionary Computing · Computer Science 2016-06-24 Ofer M. Shir , Jonathan Roslund , Amir Yehudayoff

We are interested in optimally controlling a discrete time dynamical system that can be influenced by exogenous uncertainties. This is generally called a Stochas-tic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle…

Optimization and Control · Mathematics 2017-05-25 François Pacaud , Pierre Carpentier , Jean-Philippe Chancelier , Vincent Leclère

Stochastic processes, in the form of stochastic differential equations (SDEs), integrate stochastic elements to account for the inherent randomness in sediment particle trajectories in an open-channel turbulent flow. Accordingly, a…

Fluid Dynamics · Physics 2024-02-06 Manotosh Kumbhakar , Christina W. Tsai

The aim of this paper is to formulate and study a stochastic model for the management of environmental assets in a geographical context where in each place the local authorities take their policy decisions maximizing their own welfare,…

Optimization and Control · Mathematics 2025-10-27 Emmanuelle Augeraud-Véron , Daria Ghilli , Fausto Gozzi , Marta Leocata

Model uncertainty and limited data are fundamental challenges to robust management of human intervention in a natural system. These challenges are acutely highlighted by concerns that many ecological systems may contain tipping points, such…

Quantitative Methods · Quantitative Biology 2014-12-30 Carl Boettiger , Marc Mangel , Stephan Munch

Complex change is often described as "evolutionary" in economics, policy, and technology, yet most system dynamics models remain constrained to fixed state spaces and equilibrium-seeking behavior. This paper argues that evolutionary…

Populations and Evolution · Quantitative Biology 2026-02-19 Dan Adler

Differentiable planning enables gradient-based optimization of decision-making problems by leveraging differentiable models of system dynamics. However, in highly nonlinear and hybrid discrete-continuous domains, the resulting optimization…

Artificial Intelligence · Computer Science 2026-05-11 Yuval Aroosh , Ayal Taitler

Players of coevolutionary games may update not only their strategies but also their networks of interaction. Based on interpreting the payoff of players as fitness, dynamic landscape models are proposed. The modeling procedure is carried…

Populations and Evolution · Quantitative Biology 2017-03-16 Hendrik Richter