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In this paper, we study a continuous-time discounted jump Markov decision process with both controlled actions and observations. The observation is only available for a discrete set of time instances. At each time of observation, one has to…

Optimization and Control · Mathematics 2019-07-16 Yunhan Huang , Veeraruna Kavitha , Quanyan Zhu

Diffusion models have achieved huge empirical success in data generation tasks. Recently, some efforts have been made to adapt the framework of diffusion models to discrete state space, providing a more natural approach for modeling…

Machine Learning · Statistics 2024-02-15 Hongrui Chen , Lexing Ying

A novel sequential change detection problem is proposed, in which the goal is to not only detect but also accelerate the change. Specifically, it is assumed that the sequentially collected observations are responses to treatments selected…

Statistics Theory · Mathematics 2024-06-24 Yanglei Song , Georgios Fellouris

We consider a continuous-time financial market with an asset whose price is modeled by a linear stochastic differential equation with drift and volatility switching driven by a uniformly ergodic jump Markov process with a countable state…

Probability · Mathematics 2025-01-14 Vitaliy Golomoziy , Kamil Kladivko , Yuliya Mishura

We study stability issue of reset and impulsive switched systems. We find time constraints (dwell time and flee time) on switching signals which stabilize a given reset switched system. For a given collection of matrices, we find an…

Dynamical Systems · Mathematics 2023-06-21 Swapnil Tripathi , Nikita Agarwal

We introduce and analyze several aspects of a new model for cell differentiation. It assumes that differentiation of progenitor cells is a continuous process. From the mathematical point of view, it is based on partial differential…

Analysis of PDEs · Mathematics 2013-01-21 Marie Doumic , Anna Marciniak-Czochra , Benoit Perthame , Jorge P. Zubelli

Queuing models provide insight into the temporal inhomogeneity of human dynamics, characterized by the broad distribution of waiting times of individuals performing tasks. We study the queuing model of an agent trying to execute a task of…

Physics and Society · Physics 2012-06-05 Hang-Hyun Jo , Raj Kumar Pan , Kimmo Kaski

This paper studies the problem of stabilization of a nonlinear system with time-varying delays in both sensing and actuation using event-triggered control. Our proposed strategy seeks to opportunistically minimize the number of control…

Systems and Control · Computer Science 2020-01-14 Erfan Nozari , Pavankumar Tallapragada , Jorge Cortés

Many diffusion processes in nature and society were found to be anomalous, in the sense of being fundamentally different from conventional Brownian motion. An important example is the migration of biological cells, which exhibits…

Statistical Mechanics · Physics 2018-02-13 J. M. Nava-Sedeno , H. Hatzikirou , R. Klages , A. Deutsch

In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…

Systems and Control · Computer Science 2015-11-13 Kooktae Lee , Raktim Bhattacharya

The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…

Probability · Mathematics 2022-01-04 Céline Comte

We present a novel mathematical model of heterogeneous cell proliferation where the total population consists of a subpopulation of slow-proliferating cells and a subpopulation of fast-proliferating cells. The model incorporates two…

Cell Behavior · Quantitative Biology 2021-11-04 Sean T. Vittadello , Scott W. McCue , Gency Gunasingh , Nikolas K. Haass , Matthew J. Simpson

A model for 1D traffic flow is developed, which is discrete in space and time. Like the cellular automaton model by Nagel and Schreckenberg [J. Phys. I France 2, 2221 (1992)], it is simple, fast, and can describe stop-and-go traffic. Due to…

Statistical Mechanics · Physics 2009-10-31 Dirk Helbing , Michael Schreckenberg

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

In this paper, we investigate the fixed-time behavioral control problem for a team of second-order nonlinear agents, aiming to achieve a desired formation with collision/obstacle~avoidance. In the proposed approach, the two behaviors(tasks)…

Optimization and Control · Mathematics 2021-03-12 Ning Zhou , Xiaodong Cheng , Zhongqi Sun , Yuanqing Xia

We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete-continuous) linear switching systems on graphs, in…

Dynamical Systems · Mathematics 2019-12-24 Yacine Chitour , Nicola Guglielmi , Mario Sigalotti , Vladimir Protasov

We propose a new generalisation of jump-telegraph process with variable velocities and jumps. Amplitude of the jumps and velocity values are random, and they depend on the time spent by the process in the previous state of the underlying…

Probability · Mathematics 2013-11-22 Nikita Ratanov

In this paper we study coupled fully non-local equations, where a linear non-local operator jointly acts on the time and space variables. We establish existence and uniqueness of the solution. A maximum principle is proved and used to…

Probability · Mathematics 2025-01-24 Giacomo Ascione , Enrico Scalas , Bruno Toaldo , Lorenzo Torricelli

Continuous-time Markov process models of contagions are widely studied, not least because of their utility in predicting the evolution of real-world contagions and in formulating control measures. It is often the case, however, that…

Physics and Society · Physics 2016-11-23 Peter G. Fennell , Sergey Melnik , James P. Gleeson

This paper introduces a novel approach for modelling time-varying connectivity in neuroimaging data, focusing on the slow fluctuations in synaptic efficacy that mediate neuronal dynamics. Building on the framework of Dynamic Causal…

Neurons and Cognition · Quantitative Biology 2024-12-05 Johan Medrano , Karl J. Friston , Peter Zeidman