Related papers: On maximal agreement couplings
Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…
In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…
An optimal local conversion strategy between any two pure states of a bipartite system is presented. It is optimal in that the probability of success is the largest achievable if the parties which share the system, and which can communicate…
Given a semi-Markov law, using an additional parameter, we consider a family of stochastic flows corresponding to that law. Then we suitably select a particular flow, for which we obtain expressions of the meeting and merging probabilities…
Couplings are a powerful mathematical tool for reasoning about pairs of probabilistic processes. Recent developments in formal verification identify a close connection between couplings and pRHL, a relational program logic motivated by…
In this paper, we study the conjunction of possibility measures when they are interpreted as coherent upper probabilities, that is, as upper bounds for some set of probability measures. We identify conditions under which the minimum of two…
We consider a type of optimal switching problems with non-uniform execution delays and ramping. Such problems frequently occur in the operation of economical and engineering systems. We first provide a solution to the problem by applying a…
This paper is devoted to the controllability of linear systems of two coupled parabolic equations when the coupling involves a space dependent first order term. This system is set on an bounded interval, and the first equation is controlled…
We present a version of the stochastic maximum principle (SMP) for ergodic control problems. In particular we give necessary (and sufficient) conditions for optimality for controlled dissipative systems in finite dimensions. The strategy we…
We present efficient algorithms for computing a maximum agreement forest (MAF) of a pair of multifurcating (nonbinary) rooted trees. Our algorithms match the running times of the currently best algorithms for the binary case. The size of an…
Consensus algorithms on networks have received increasing attention in recent years for various applications ranging from animal flocking to multi-vehicle co-ordination. Building on the established model for second-order consensus of…
We characterize all maximally entangling bipartite unitary operators, acting on systems $A,B$ of arbitrary finite dimensions $d_A\le d_B$, when use of ancillary systems by both parties is allowed. Several useful and interesting consequences…
We prove a stochastic maximum principle for a control problem where the state equation is delayed both in the state and in the control, and also the final cost functional may depend on the past trajectories. The adjoint equations turn out…
In the standard models for optimal multiple stopping problems it is assumed that between two exercises there is always a time period of deterministic length $\delta$, the so called refraction period. This prevents the optimal exercise times…
We consider a new class of interacting particle systems with a countable number of interacting components. The system represents the time evolution of the membrane potentials of an infinite set of interacting neurons. We prove the existence…
We obtain moment and Gaussian bounds for general Lipschitz functions evaluated along the sample path of a Markov chain. We treat Markov chains on general (possibly unbounded) state spaces via a coupling method. If the first moment of the…
Consider a Brownian motion on the circumference of the unit circle, which jumps to the opposite point of the circumference at incident times of an independent Poisson process of rate $\lambda$. We examine the problem of coupling two copies…
A simple relation is introduced for concurrence to describe how much the entanglement of bipartite system is at least left if either (or both) subsystem undergoes an arbitrary physical process. This provides a lower bound for concurrence of…
From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equation with delay in the state and with control dependent noise, in the general case of controls $u…