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The conditional diffusion model has been demonstrated as an efficient tool for learning robot policies, owing to its advancement to accurately model the conditional distribution of policies. The intricate nature of real-world scenarios,…

Robotics · Computer Science 2024-07-03 Wenhao Yu , Jie Peng , Huanyu Yang , Junrui Zhang , Yifan Duan , Jianmin Ji , Yanyong Zhang

Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…

Computational Engineering, Finance, and Science · Computer Science 2021-09-03 Chao Yin , Xihaier Luo , Ahsan Kareem

We introduce a lattice random walk discretisation scheme for stochastic differential equations (SDEs) that samples binary or ternary increments at each step, suppressing complex drift and diffusion computations to simple 1 or 2 bit random…

Numerical Analysis · Mathematics 2026-02-18 Samuel Duffield , Maxwell Aifer , Denis Melanson , Zach Belateche , Patrick J. Coles

In this paper, we address the issue of modeling and estimating changes in the state of the spatio-temporal dynamical systems based on a sequence of observations like video frames. Traditional numerical simulation systems depend largely on…

Machine Learning · Computer Science 2024-02-12 Kun Wang , Hao Wu , Guibin Zhang , Junfeng Fang , Yuxuan Liang , Yuankai Wu , Roger Zimmermann , Yang Wang

Derivation of the probability density evolution provides invaluable insight into the behavior of many stochastic systems and their performance. However, for most real-time applica-tions, numerical determination of the probability density…

Machine Learning · Computer Science 2022-07-06 Seid H. Pourtakdoust , Amir H. Khodabakhsh

We propose a new evolutionary dynamics for population games with a discrete strategy set, inspired by the theory of optimal transport and Mean field games. The dynamics can be described as a Fokker-Planck equation on a discrete strategy…

Optimization and Control · Mathematics 2018-11-14 Shui-Nee Chow , Wuchen Li , Jun Lu , Haomin Zhou

Optimal decision-making presents a significant challenge for autonomous systems operating in uncertain, stochastic and time-varying environments. Environmental variability over time can significantly impact the system's optimal decision…

Robotics · Computer Science 2024-03-11 Gokul Puthumanaillam , Xiangyu Liu , Negar Mehr , Melkior Ornik

This manuscript contains nothing new, but synthesizes known results: For the theoretical population geneticist with a probabilistic background, we provide a summary of some key results on stochastic differential equations. For the…

Populations and Evolution · Quantitative Biology 2020-08-25 Peter Czuppon , Arne Traulsen

Populations interact non-linearly and are influenced by environmental fluctuations. In order to have realistic mathematical models, one needs to take into account that the environmental fluctuations are inherently stochastic. Often,…

Probability · Mathematics 2025-07-29 Alexandru Hening , Siddharth Sabharwal

Theoretical studies have shown that stochasticity can affect the dynamics of ecosystems in counter-intuitive ways. However, without knowing the equations governing the dynamics of populations or ecosystems, it is difficult to ascertain the…

Quantitative Methods · Quantitative Biology 2024-09-24 Arshed Nabeel , Ashwin Karichannavar , Shuaib Palathingal , Jitesh Jhawar , David B. Brückner , Danny Raj M. , Vishwesha Guttal

This article presents a theoretical model for a dynamic system based on sustainable development. Due to the relatively absence of theoretical studies and practical issues in the area of sustainable development, Romania aspires to the…

General Finance · Quantitative Finance 2011-03-01 Corina-Maria Ene , Anda Gheorghiu , Anca Gheorghiu

We approach the development of models and control strategies of susceptible-infected-susceptible (SIS) epidemic processes from the perspective of marked temporal point processes and stochastic optimal control of stochastic differential…

Optimization and Control · Mathematics 2018-12-04 Lars Lorch , Abir De , Samir Bhatt , William Trouleau , Utkarsh Upadhyay , Manuel Gomez-Rodriguez

The constrained multi-agent optimization problem of distributed resource allocation is addressed using the evolutionary game theoretic framework. The issue of building temperature control is analyzed in which the controller is to devise a…

Optimization and Control · Mathematics 2019-08-15 M. Sawant , J. Moyalan , J. Koonamparampath , A. Sheikh , S. Wagh , N. Singh

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Computation · Statistics 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

Reinforcement learning (RL) in non-stationary environments is challenging, as changing dynamics and rewards quickly make past experiences outdated. Traditional experience replay (ER) methods, especially those using TD-error prioritization,…

Machine Learning · Computer Science 2025-09-19 Tianyang Duan , Zongyuan Zhang , Songxiao Guo , Yuanye Zhao , Zheng Lin , Zihan Fang , Yi Liu , Dianxin Luan , Dong Huang , Heming Cui , Yong Cui

Incorporating Renewable Energy Sources (RES) incurs a high level of uncertainties to electric power systems. This level of uncertainties makes the conventional energy management methods inefficient and jeopardizes the security of…

Optimization and Control · Mathematics 2019-10-17 Mohammad Rasoul Narimani , Ali Azizivahed , Ehsan Naderi

Genetic Programming yields interpretable programs, but small syntactic mutations can induce large, unpredictable behavioral shifts, degrading locality and sample efficiency. We frame this as an operator-design problem: learn a continuous…

Machine Learning · Computer Science 2026-02-10 Matthew Siper , Muhammad Umair Nasir , Ahmed Khalifa , Lisa Soros , Jay Azhang , Julian Togelius

Stochastic network design is a general framework for optimizing network connectivity. It has several applications in computational sustainability including spatial conservation planning, pre-disaster network preparation, and river network…

Artificial Intelligence · Computer Science 2016-12-02 Xiaojian Wu , Akshat Kumar , Daniel Sheldon , Shlomo Zilberstein

Preferences play a key role in determining what goals/constraints to satisfy when not all constraints can be satisfied simultaneously. In this paper, we study how to synthesize preference satisfying plans in stochastic systems, modeled as…

Artificial Intelligence · Computer Science 2022-10-06 Abhishek N. Kulkarni , Jie Fu

We begin by reviewing a technique to approximate the dynamics of stochastic programs --written in a stochastic process algebra-- by a hybrid system, suitable to capture a mixed discrete/continuous evolution. In a nutshell, the discrete…

Programming Languages · Computer Science 2009-10-09 Luca Bortolussi , Alberto Policriti
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