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Related papers: Optimal potentials for diffusive search strategies

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The paper studies problem of continuous time optimal portfolio selection for a incom- plete market diffusion model. It is shown that, under some mild conditions, near optimal strategies for investors with different performance criteria can…

Portfolio Management · Quantitative Finance 2014-04-15 Nikolai Dokuchaev

Search problems at various scales involve a searcher, be it a molecule before reaction or a foraging animal, which performs an intermittent motion. Here we analyze a generic model based on such type of intermittent motion, in which the…

Statistical Mechanics · Physics 2015-05-14 C. Loverdo , O. Bénichou , M. Moreau , R. Voituriez

Finding hidden/lost targets in a broad region costs strenuous effort and takes a long time. From a practical view, it is convenient to analyze the available data to exclude some parts of the search region. This paper discusses the…

Optimization and Control · Mathematics 2023-10-24 M. Fakharany , Faten Alamri , Mohamed Abd Allah El-Hadidy

The distributed optimization problem is set up in a collection of nodes interconnected via a communication network. The goal is to find the minimizer of a global objective function formed by the addition of partial functions locally known…

Optimization and Control · Mathematics 2022-06-07 Damián Marelli , Yong Xu , Minyue Fu , Zenghong Huang

We investigate the effects of markovian resseting events on continuous time random walks where the waiting times and the jump lengths are random variables distributed according to power law probability density functions. We prove the…

Statistical Mechanics · Physics 2021-02-10 Vicenç Méndez , Axel Masó-Puigdellosas , Trifce Sandev , Daniel Campos

The first passage search of a diffusing target (prey) by multiple searchers (predators) in confinement is an important problem in the stochastic process literature. While the analogous problem in open space has been studied in some details,…

Statistical Mechanics · Physics 2021-01-04 Indrani Nayak , Amitabha Nandi , Dibyendu Das

This study investigates the first passage time (FPT) properties of particles with a broad class of positive stochastic diffusion coefficients (DCs), representing diffusion in heterogeneous environments or of particles with conformational…

Statistical Mechanics · Physics 2026-05-18 Go Uchida , Hiromi Miyoshi , Hitoshi Washizu

We consider a walker moving in a one-dimensional interval with absorbing boundaries under the effect of Markovian resettings to the initial position. The walker's motion follows a random walk characterized by a general waiting time…

Statistical Mechanics · Physics 2022-05-25 Vicenç Méndez , Axel Masó-Puigdellosas , Daniel Campos

Diffusion models are vastly used in generative AI, leveraging their capability to capture complex data distributions. However, their potential remains largely unexplored in the field of resource allocation in wireless networks. This paper…

Systems and Control · Electrical Eng. & Systems 2024-07-23 Amirhassan Babazadeh Darabi , Sinem Coleri

Resetting is a strategy for boosting the speed of a target-searching process. Since its introduction over a decade ago, most studies have been carried out under the assumption that resetting takes place instantaneously. However, due to its…

Statistical Mechanics · Physics 2023-05-09 Priyo Shankar Pal , Arnab Pal , Hyunggyu Park , Jae Sung Lee

Finding the best strategy to minimize the time needed to find a given target is a crucial task both in nature and in reaching decisive technological advances. By considering learning agents able to switch their dynamics between standard and…

Tackling simulation optimization problems with non-convex objective functions remains a fundamental challenge in operations research. In this paper, we propose a class of random search algorithms, called Regular Tree Search, which…

Optimization and Control · Mathematics 2025-06-24 Du-Yi Wang , Guo Liang , Guangwu Liu , Kun Zhang

Random search methods are widely used for global optimization due to their theoretical generality and implementation simplicity. This paper proposes a depth-first directional search (DFDS) algorithm for globally solving nonconvex…

Optimization and Control · Mathematics 2025-11-12 Yuxuan Zhang , Wenxun Xing

Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…

Machine Learning · Computer Science 2026-03-31 Sagalpreet Singh , Rishi Saket , Aravindan Raghuveer

In this review, we present the encounter-based approach to target search problems, in which the diffusive dynamics is described by the joint probability of the position of the particle and the number of its encounters with a given target…

Statistical Mechanics · Physics 2025-07-16 Denis S. Grebenkov

For an arbitrary initial configuration of discrete loads over vertices of a distributed graph, we consider the problem of minimizing the {\em discrepancy} between the maximum and minimum loads among all vertices. For this problem, this…

Data Structures and Algorithms · Computer Science 2018-05-15 Takeharu Shiraga

We consider a particle moving in a one dimensional potential which has a symmetric deterministic part and a quenched random part. We study analytically the probability distributions of the local time (spent by the particle around its mean…

Statistical Mechanics · Physics 2009-11-07 Satya N. Majumdar , Alain Comtet

The first-passage time (FPT) is the time it takes a system variable to cross a given boundary for the first time. In the context of Markov networks, the FPT is the time a random walker takes to reach a particular node (target) by hopping…

Molecular Networks · Quantitative Biology 2024-03-22 Jaroslav Albert

Many biological, social, and communication systems can be modeled by ``searchers'' moving through a complex network. For example, intracellular cargo is transported on tubular networks, news and rumors spread through online social networks,…

Probability · Mathematics 2021-01-04 Sean D Lawley

This paper proposes an image-based robot motion planning method using a one-step diffusion model. While the diffusion model allows for high-quality motion generation, its computational cost is too expensive to control a robot in real time.…

Robotics · Computer Science 2025-04-29 Tomoharu Aizu , Takeru Oba , Yuki Kondo , Norimichi Ukita
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