Related papers: A variational characterization of the risk-sensiti…
We present a framework leveraging a novel variant of the model-based diffusion algorithm to minimize the time required for a redundant dual-arm robot configuration to follow a desired relative Cartesian path. Our prior work proposed a…
We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…
We obtain error estimates for strong approximations of a diffusion with a diffusion matrix $\sigma$ and a drift b by the discrete time process defined recursively X_N((n+1)/N) = X_N(n/N)+N^{1/2}\sigma(X_N(n/N))\xi(n+1)+N^{-1}b(XN(n/N));…
We present a method for optimal control of systems governed by partial differential equations (PDEs) with uncertain parameter fields. We consider an objective function that involves the mean and variance of the control objective, leading to…
We develop a theory of reversible diffusion-controlled reactions with generalized binding/unbinding kinetics. In this framework, a diffusing particle can bind to the reactive substrate after a random number of arrivals onto it, with a given…
Bellman equations of ergodic type related to risk-sensitive control are considered. We treat the case that the nonlinear term is positive quadratic form on first-order partial derivatives of solution, which includes linear exponential…
In this paper, we are interested in conditional McKean-Vlasov jump diffusions, which are also termed as McKean-Vlasov stochastic differential equations with jump idiosyncratic noise and jump common noise. As far as conditional McKean-Vlasov…
We introduce iterative tilting, a gradient-free method for fine-tuning diffusion models toward reward-tilted distributions. The method decomposes a large reward tilt $\exp(\lambda r)$ into $N$ sequential smaller tilts, each admitting a…
Diffusion models have achieved remarkable results in image generation, and have similarly been used to learn high-performing policies in sequential decision-making tasks. Decision-making diffusion models can be trained on lower-quality…
Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…
In this paper, we consider a class of initial-boundary value problems governed by pseudo-parabolic total variation flows. The principal characteristic of our problem lies in the velocity term of the diffusion flux, a feature that can bring…
Aerial manipulators undergo rapid, configuration-dependent changes in inertial coupling forces and aerodynamic forces, making accurate dynamics modeling a core challenge for reliable control. Analytical models lose fidelity under these…
The article presents a general discrete time dividend valuation model when the dividend growth rate is a general continuous variable. The main assumption is that the dividend growth rate follows a discrete time semi-Markov chain with…
In generative modelling and stochastic optimal control, a central computational task is to modify a reference diffusion process to maximise a given terminal-time reward. Most existing methods require this reward to be differentiable, using…
Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by these developments, we study stationary multivariate…
In real-world decision-making problems, for instance in the fields of finance, robotics or autonomous driving, keeping uncertainty under control is as important as maximizing expected returns. Risk aversion has been addressed in the…
We study a regulation problem for stochastic systems subject to both continuous fluctuations and rare but significant shocks, modeled as a jump-diffusion with uncertainty in both the drift and the jump intensity. Such settings arise in…
Solutions of boundary value problems for a diffusion equation of fractional and variable order in differential and difference settings are studied. It is shown that the method of energy inequalities is applicable to obtaining a priori…
The value function of an optimal stopping problem for jump diffusions is known to be a generalized solution of a variational inequality. Assuming that the diffusion component of the process is nondegenerate and a mild assumption on the…
Shared autonomy is an operational concept in which a user and an autonomous agent collaboratively control a robotic system. It provides a number of advantages over the extremes of full-teleoperation and full-autonomy in many settings.…