Related papers: Some Comments on the Stochastic Eulerian Tour Prob…
The 2-Opt heuristic is a simple improvement heuristic for the Traveling Salesman Problem. It starts with an arbitrary tour and then repeatedly replaces two edges of the tour by two other edges, as long as this yields a shorter tour. We will…
The $k$-Opt heuristic is a simple improvement heuristic for the Traveling Salesman Problem. It starts with an arbitrary tour and then repeatedly replaces $k$ edges of the tour by $k$ other edges, as long as this yields a shorter tour. We…
In the traveling salesman problem, one must find the length of the shortest closed tour visiting given ``cities''. We study the stochastic version of the problem, taking the locations of cities and the distances separating them to be random…
This thesis introduces stochastic generalized routing problem model and proposes exact and heuristic algorithms to solve it efficiently, in a wide range of problem sizes. At first, the classic routing problem with its common variations in…
Theoretical analyses of stochastic search algorithms, albeit few, have always existed since these algorithms became popular. Starting in the nineties a systematic approach to analyse the performance of stochastic search heuristics has been…
In this invited contribution, we revisit the stochastic shortest path problem, and show how recent results allow one to improve over the classical solutions: we present algorithms to synthesize strategies with multiple guarantees on the…
In studying randomized search heuristics, a frequent quantity of interest is the first time a (real-valued) stochastic process obtains (or passes) a certain value. The processes under investigation commonly show a bias towards this goal,…
We propose a simple model for the phenomenon of Eulerian spontaneous stochasticity in turbulence. This model is solved rigorously, proving that infinitesimal small-scale noise in otherwise a deterministic multi-scale system yields a…
This review aims to provide a comprehensive update on the progress made on the Sequential Testing problem (STP) in the last 20 years after the review, [1] was published. Many studies have provided new theoretical results, extensions of the…
A new pseudospectral calculation of collapsing Euler vortices \cite{HouLi06} has called into question the long-term conclusions of singular behavior described earlier in \cite{Kerr93,Kerr05}. This review is designed to: improve the…
This paper discusses stochastic models for predicting the long-time behavior of the trajectories of orbits of the 3x+1 problem and, for comparison, the 5x+1 problem. The stochastic models are rigorously analyzable, and yield heuristic…
The paper contains a discussion on a number of open problems in queueing theory. Some of them are known for decades, some are more recent. They relate to stability and to rare events. There is an idea to prepare a special issue of QUESTA on…
In this paper we study regularity estimates for the solution to an obstacle problem arising in stochastic impulse control theory. We prove using elementary methods the known sharp $C_{loc}^{1,1}$ estimate for the solution. The new proof is…
We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…
In this work we set the stage for a new probabilistic pathwise approach to effectively calibrate a general class of stochastic nonlinear fluid dynamics models. We focus on a 2D Euler SALT equation, showing that the driving stochastic…
This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…
We propose a new Eulerian turbulence theory to obtain a closed set of equations for homogeneous, isotropic turbulent velocity field correlations and propagator functions by incorporating constraints of random Galilean invariance. This…
An analytical formula for the occurence probability of Markovian stochastic paths with repeatedly visited and/or equal departure rates is derived. This formula is essential for an efficient investigation of the trajectories belonging to…
Some years ago I demonstrated a simulated annealing heuristic for the Hamiltonian cycle problem (Science 273, 413 (1996)). Here I propose an improved version of this heuristic.
ODE solvers with randomly sampled timestep sizes appear in the context of chaotic dynamical systems, differential equations with low regularity, and, implicitly, in stochastic optimisation. In this work, we propose and study the stochastic…