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We identify an issue in recent approaches to learning-based control that reformulate systems with uncertain dynamics using a stochastic differential equation. Specifically, we discuss the approximation that replaces a model with fixed but…

Systems and Control · Electrical Eng. & Systems 2021-11-12 Thomas Lew , Apoorva Sharma , James Harrison , Edward Schmerling , Marco Pavone

We show how the Equation-Free approach for mutliscale computations can be exploited to extract, in a computational strict and systematic way the emergent dynamical attributes, from detailed large-scale microscopic stochastic models, of…

Social and Information Networks · Computer Science 2013-10-02 Konstantinos G. Spiliotis , Constantinos I. Siettos

Most existing neural network-based approaches for solving stochastic optimal control problems using the associated backward dynamic programming principle rely on the ability to simulate the underlying state variables. However, in some…

Machine Learning · Statistics 2024-01-30 Christian Yeo

Varied sensory systems use noise in order to enhance detection of weak signals. It has been conjectured in the literature that this effect, known as stochastic resonance, may take place in central cognitive processes such as the memory…

Neurons and Cognition · Quantitative Biology 2007-05-23 Julien Mayor , Wulfram Gerstner

Compartmentalization of biochemical processes underlies all biological systems, from the organelle to the tissue scale. Theoretical models to study the interplay between noisy reaction dynamics and compartmentalization are sparse, and…

Quantitative Methods · Quantitative Biology 2022-06-08 Lorenzo Duso , Christoph Zechner

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

The voltage-conductance kinetic equation for an ensemble of neurons has been studied by many scientists and mathematicians, while its rigorous analysis is still at a premature stage. In this work, we obtain for the first time the…

Probability · Mathematics 2023-05-09 Xu'an Dou , Fanhao Kong , Weijun Xu , Zhennan Zhou

Reaction systems are discrete dynamical systems inspired by bio-chemical processes, whose dynamical behaviour is expressed by set-theoretic operations on finite sets. Reaction systems thus provide a description of bio-chemical phenomena…

Formal Languages and Automata Theory · Computer Science 2020-08-05 Alberto Dennunzio , Enrico Formenti , Luca Manzoni , Antonio E. Porreca

We begin development of a method for studying dynamical systems using concepts from computational complexity theory. We associate families of decision problems, called telic problems, to dynamical systems of a certain class. These decision…

Dynamical Systems · Mathematics 2026-01-15 Samuel Everett

Small random perturbations may have a dramatic impact on the long time evolution of dynamical systems, and large deviation theory is often the right theoretical framework to understand these effects. At the core of the theory lies the…

Numerical Analysis · Mathematics 2017-10-11 Tobias Grafke , Tobias Schaefer , Eric Vanden-Eijnden

Optimization of decision problems in stochastic environments is usually concerned with maximizing the probability of achieving the goal and minimizing the expected episode length. For interacting agents in time-critical applications,…

Artificial Intelligence · Computer Science 2007-05-23 Balint Takacs , Istvan Szita , Andras Lorincz

Energy-efficient real-time task scheduling has been actively explored in the past decade. Different from the past work, this paper considers schedulability conditions for stochastic real-time tasks. A schedulability condition is first…

Operating Systems · Computer Science 2008-04-07 Vandy Berten , Chi-Ju Chang , Tei-Wei Kuo

This paper studies the sample complexity of the stochastic Linear Quadratic Regulator when applied to systems with multiplicative noise. We assume that the covariance of the noise is unknown and estimate it using the sample covariance,…

Systems and Control · Electrical Eng. & Systems 2021-03-05 Peter Coppens , Panagiotis Patrinos

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

Transformers have demonstrated impressive capabilities across various tasks, yet their performance on compositional problems remains a subject of debate. In this study, we investigate the internal mechanisms underlying Transformers'…

Computation and Language · Computer Science 2025-01-16 Zhongwang Zhang , Pengxiao Lin , Zhiwei Wang , Yaoyu Zhang , Zhi-Qin John Xu

Biochemical reaction networks are subjected to large fluctuations attributable to small molecule numbers, yet underlie reliable biological functions. Most theoretical approaches describe them as purely deterministic or stochastic dynamical…

Molecular Networks · Quantitative Biology 2013-06-11 Jingkui Wang , Marc Lefranc , Quentin Thommen

The work reported here aims to address the effects of time-dependent parameters and stochasticity on decision-making in biological systems. We achieve this by extending previous studies that resorted to simple normal forms. Yet, we focus…

Quantitative Methods · Quantitative Biology 2018-08-29 Nuno R. Nené , James Rivington , Alexey Zaikin

Many discrete optimization problems are amenable to constrained shortest-path reformulations in an extended network space, a technique that has been key in convexification, bound strengthening, and search. In this paper, we propose a…

Optimization and Control · Mathematics 2024-07-09 Leonardo Lozano , David Bergman , Andre A. Cire

The dynamics of stochastic reaction networks within cells are inevitably modulated by factors considered extrinsic to the network such as for instance the fluctuations in ribsome copy numbers for a gene regulatory network. While several…

Quantitative Methods · Quantitative Biology 2015-06-19 Christoph Zechner , Heinz Koeppl

Computational multi-scale methods capitalize on a large time-scale separation to efficiently simulate slow dynamics over long time intervals. For stochastic systems, one often aims at resolving the statistics of the slowest dynamics. This…

Numerical Analysis · Mathematics 2021-05-14 Kristian Debrabant , Giovanni Samaey , Przemysław Zieliński
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