Related papers: Switching Identities by Probabilistic Means

Randomness (in the sense of being generated in an IID fashion) and exchangeability are standard assumptions in nonparametric statistics and machine learning, and relations between them have been a popular topic of research. This short paper…

In many realistic systems, maximum entropy principle (MEP) analysis provides an effective characterization of the probability distribution of network states. However, to implement the MEP analysis, a sufficiently long-time data recording in…

We solve a sequential decision-making problem under uncertainty that takes into account the failure probability of a task. This problem cannot be handled by the stochastic shortest path problem, which is the standard model for sequential…

Time-triggered switched networks are a deterministic communication infrastructure used by real-time distributed embedded systems. Due to the criticality of the applications running over them, developers need to ensure that end-to-end…

We prove the exponential ergodicity of the transition probabilities of solutions to elliptic multivalued stochastic differential equations.

We characterize those ex-ante restrictions on the random utility model which lead to identification. We first identify a simple class of perturbations which transfer mass from a suitable pair of preferences to the pair formed by swapping…

We consider an optimal switching problem where the terminal reward depends on the entire control trajectory. We show existence of an optimal control by applying a probabilistic technique based on the concept of Snell envelopes. We then…

This paper examines the applicability of the Skorokhod representation theorem in filtrated probability spaces for the utility maximization problem in the Kabanov conic model of multi-asset markets with proportional transaction costs. A key…

The Schr\"odinger bridge problem (SBP) finds the most likely stochastic evolution between two probability distributions given a prior stochastic evolution. As well as applications in the natural sciences, problems of this kind have…

In this paper, we study the $m$-states optimal switching problem in finite horizon, when the switching cost functions are arbitrary and can be positive or negative. This has an economic incentive in terms of central evaluation in cases…

We introduce and study a new class of optimal switching problems, namely switching problem with controlled randomisation, where some extra-randomness impacts the choice of switching modes and associated costs. We show that the optimal value…

We study a new modification of the Arrival problem, which allows for nodes that exhibit random as well as controlled behaviour, in addition to switching nodes. We study the computational complexity of these extensions, building on existing…

This paper deals with the problem of asymptotically optimal detection of changes in regime-switching stochastic models. We need to divide the whole obtained sample of data into several sub-samples with observations belonging to different…

In an earlier paper (https://doi.org/10.1137/21M1393315), the Switch Point Algorithm was developed for solving optimal control problems whose solutions are either singular or bang-bang or both singular and bang-bang, and which possess a…

In this paper we proposed two identification schemes based on the root problem. The proposed schemes are secure against passive attacks assuming that the root problem (RP) is hard in braid groups.

Complete tree search is a highly effective method for tackling MIP problems, and over the years, a plethora of branching heuristics have been introduced to further refine the technique for varying problems. Recently, portfolio algorithms…

Recently the second named author discovered a combinatorial identity in the context of vertex representations of quantum Kac-Moody algebras. We give a direct and elementary proof of this identity. Our method is to show a related identity of…

We address a general optimal switching problem over finite horizon for a stochastic system described by a differential equation driven by Brownian motion. The main novelty is the fact that we allow for infinitely many modes (or regimes,…

Knowledge bases of real-world facts about entities and their relationships are useful resources for a variety of natural language processing tasks. However, because knowledge bases are typically incomplete, it is useful to be able to…

Possibility and probability theories are alternative and complementary ways to deal with uncertainty, which has motivated over the last years an interest for the study of ways to transform probability distributions into possibility…