Related papers: On maximal agreement couplings
We study an optimal stopping problem under non-exponential discounting, where the state process is a multi-dimensional continuous strong Markov process. The discount function is taken to be log sub-additive, capturing decreasing impatience…
The maximum entropy ansatz, as it is often invoked in the context of time-series analysis, suggests the selection of a power spectrum which is consistent with autocorrelation data and corresponds to a random process least predictable from…
We study a sequential decision-making model where a set of items is repeatedly matched to the same set of agents over multiple rounds. The objective is to determine a sequence of matchings that either maximizes the utility of the least…
We consider the optimal control problem in a two-qubit system with bounded amplitude. Two cases are studied: quantum state preparation and entanglement creation. Cost functions, fidelity and concurrence, are optimized over bang-off controls…
We continue the investigation of problems concerning correlation clustering or clustering with qualitative information, which is a clustering formulation that has been studied recently. The basic setup here is that we are given as input a…
Many inference problems involving questions of optimality ask for the maximum or the minimum of a finite set of unknown quantities. This technical report derives the first two posterior moments of the maximum of two correlated Gaussian…
In perpetual voting, multiple decisions are made at different moments in time. Taking the history of previous decisions into account allows us to satisfy properties such as proportionality over periods of time. In this paper, we consider…
In agreement problems, each process has an input value and must choose a decision (output) value. Given $n\geq 2$ processes and $m \geq 2$ possible different input values, we want to design an agreement algorithm that enables as many…
The paper addresses the problem of computing maximal conditional expected accumulated rewards until reaching a target state (briefly called maximal conditional expectations) in finite-state Markov decision processes where the condition is…
Maximal correlation is a measure of correlation for bipartite distributions. This measure has two intriguing features: (1) it is monotone under local stochastic maps; (2) it gives the same number when computed on i.i.d. copies of a pair of…
Correlations lie at the heart of almost all scientific predictions. It is therefore of interest to ask whether there exist general limitations to the amount of correlations that can be created at a finite amount of invested energy. Within…
It is often claimed that the fundamental laws of physics are deterministic and time-symmetric and that therefore our experience of the passage of time is an illusion. This paper will critically discuss these claims and show that they are…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
Since the seminal work of Dawson and Perkins, mutually catalytic versions of super-processes have been studied frequently. In this article we combine two approaches extending their ideas: the approach of adding correlations to the driving…
Being the max-analogue of $\alpha$-stable stochastic processes, max-stable processes form one of the fundamental classes of stochastic processes. With the arrival of sufficient computational capabilities, they have become a benchmark in the…
Deterministic simulations of the rate equations governing cluster dynamics in materials are limited by the number of equations to integrate. Stochastic simulations are limited by the high frequency of certain events. We propose a coupling…
A pair of Markov processes is called a Markov coupling if both processes have the same transition probabilities and the pair is also a Markov process. We say that a coupling is ``shy'' if the processes never come closer than some (random)…
In this paper, paired comparison models with stochastic background are investigated. We focus on the models that allow three options for choice. We estimate all parameters, the strength of the objects and the boundaries of equal decision,…
We prove that a first-order cooperative system of interacting agents converges to consensus if the so-called Persistence Excitation condition holds. This condition requires that the interaction function between any pair of agents satisfies…
This paper studies a kind of minimal time control problems related to the exact synchronization for a controlled linear system of parabolic equations. Each problem depends on two parameters: the bound of controls and the initial state. The…