Related papers: A Skorokhod Map on Measure-Valued Paths with Appli…
We study nonlinear time-inhomogeneous Markov processes in the sense of McKean's seminal work [32]. These are given as families of laws $\mathbb{P}_{s,\zeta}$, $s\geq 0$, on path space, where $\zeta$ runs through a set of admissible initial…
The ${\alpha}$-quantile of a stochastic process $M_{t,{\alpha}}$ has been introduced in Miura (Hitotsubashi J Commerce Manag 27(1):15-28, 1992), and important distributional results have been derived in Akahori (Ann Appl Probab…
Gradient porous structured materials possess significant potential of being applied in many engineering fields. To accelerate the design process of infill graded microstructures, a novel asymptotic homogenisation topology optimisation…
Understanding neural dynamics is a central topic in machine learning, non-linear physics and neuroscience. However, the dynamics is non-linear, stochastic and particularly non-gradient, i.e., the driving force can not be written as gradient…
A well-designed scheduling policy can unlock significant performance improvements with no additional resources. Multiserver SRPT (SRPT-$k$) is known to achieve asymptotically optimal mean response time in the heavy traffic limit, as load…
We present an algorithm for planning trajectories that avoid obstacles and satisfy key-door precedence specifications expressed with a fragment of signal temporal logic. Our method includes a novel exact convex partitioning of the obstacle…
The Skorokhod embedding problem is to represent a given probability as the distribution of Brownian motion at a chosen stopping time. Over the last 50 years this has become one of the important classical problems in probability theory and a…
For the task of moving a group of indistinguishable agents on a connected graph with unit edge lengths into an arbitrary goal formation, it was previously shown that distance optimal paths can be scheduled to complete with a tight…
In this paper, the development of a mathematical method is presented to explore spatially non-uniform phases with no long-range order in mathematical models of first order phase transitions. We use essential results regarding the…
This paper presents an analytical modeling framework for partially automated traffic, incorporating cascading driver intervention behaviors. In this framework, drivers of partially automated vehicles have the flexibility to switch driving…
System-Theoretic Process Analysis (STPA) is a recommended method for analysing complex systems, capable of identifying thousands of safety requirements often missed by traditional techniques such as Failure Mode and Effects Analysis (FMEA)…
Validation of compliance rules against process data is a fundamental functionality for business process management. Over the years, the problem has been addressed for different types of process data, i.e., process models, process event data…
In this paper, we study the problem of map matching with travel time constraints. Given a sequence of $k$ spatio-temporal measurements and an embedded path graph with travel time costs, the goal is to snap each measurement to a close-by…
Spatio-temporal trajectory analytics is at the core of smart mobility solutions, which offers unprecedented information for diversified applications such as urban planning, infrastructure development, and vehicular networks. Trajectory…
This work introduces the extended Skorokhod problem (ESP) and associated extended Skorokhod map (ESM) that enable a pathwise construction of reflected diffusions that are not necessarily semimartingales. Roughly speaking, given the closure…
The dual representation of the martingale optimal transport problem in the Skorokhod space of multi dimensional cadlag processes is proved. The dual is a minimization problem with constraints involving stochastic integrals and is similar to…
We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…
The optimal transport problem for measures supported on non-Euclidean spaces has recently gained ample interest in diverse applications involving representation learning. In this paper, we focus on circular probability measures, i.e.,…
Extract-Transform-Load (ETL) processes are core components of modern data processing infrastructures. The throughput of processed data records can be adjusted by changing the amount of allocated resources, i.e.~the number of parallel…
The on-line shortest path problem is considered under various models of partial monitoring. Given a weighted directed acyclic graph whose edge weights can change in an arbitrary (adversarial) way, a decision maker has to choose in each…