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Uncertainties from deepening penetration of renewable energy resources have posed critical challenges to the secure and reliable operations of future electric grids. Among various approaches for decision making in uncertain environments,…

Optimization and Control · Mathematics 2019-04-16 Xinbo Geng , Le Xie

The execution time of programs is a key element in many areas of computer science, mainly those where achieving good performance (e.g., scheduling in cloud computing) or a predictable one (e.g., meeting deadlines in embedded systems) is the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-13 Matheus Henrique Junqueira Saldanha

Classical first passage under resetting is a paradigm in the search process. Despite its multitude of applications across interdisciplinary sciences, experimental realizations of such resetting processes posit practical challenges in…

Statistical Mechanics · Physics 2024-10-11 Arup Biswas , Anupam Kundu , Arnab Pal

Renewal processes are zero-dimensional processes defined by independent intervals of time between zero crossings of a random walker. We subject renewal processes them to stochastic resetting by setting the position of the random walker to…

Statistical Mechanics · Physics 2023-03-02 Pascal Grange

Stochastic restarting is a strategy of starting anew. Incorporation of the resetting to the random walks can result in the decrease of the mean first passage time, due to the ability to limit unfavorably meandering, sub-optimal…

Statistical Mechanics · Physics 2023-11-08 Karol Capała , Bartłomiej Dybiec

Premature convergence can be detrimental to the performance of search methods, which is why many search algorithms include restart strategies to deal with it. While it is common to perturb the incumbent solution with diversification steps…

Neural and Evolutionary Computing · Computer Science 2019-12-06 Aldeida Aleti , Mark Wallace , Markus Wagner

Stochastic resetting breaks detailed balance and drives the formation of nonequilibrium steady states . Here, we consider a chain of diffusive processes $x_i(t)$ that interact unilaterally: at random time intervals, the process $x_n$…

Statistical Mechanics · Physics 2025-02-06 Henry Alston , Callum Britton , Thibault Bertrand

We provide sufficient conditions under which a utility function may be recovered from a finite choice experiment. Identification, as is commonly understood in decision theory, is not enough. We provide a general recoverability result that…

Theoretical Economics · Economics 2023-01-30 Christopher P. Chambers , Federico Echenique , Nicolas S. Lambert

The ability to know in advance the trend of running process instances, with respect to different features, such as the expected completion time, would allow business managers to timely counteract to undesired situations, in order to prevent…

Artificial Intelligence · Computer Science 2016-02-25 Mirko Polato , Alessandro Sperduti , Andrea Burattin , Massimiliano de Leoni

We are developing a general framework for using learned Bayesian models for decision-theoretic control of search and reasoningalgorithms. We illustrate the approach on the specific task of controlling both general and domain-specific…

Artificial Intelligence · Computer Science 2013-01-14 Eric J. Horvitz , Yongshao Ruan , Carla P. Gomes , Henry Kautz , Bart Selman , David Maxwell Chickering

Logistic regression is a well-known statistical model which is commonly used in the situation where the output is a binary random variable. It has a wide range of applications including machine learning, public health, social sciences,…

Statistics Theory · Mathematics 2019-04-18 Bernard Bercu , Antoine Godichon-Baggioni , Bruno Portier

First passage under restart with branching is proposed as a generalization of first passage under restart. Strong motivation to study this generalization comes from the observation that restart with branching can expedite the completion of…

Statistical Mechanics · Physics 2019-01-23 Arnab Pal , Iddo Eliazar , Shlomi Reuveni

Recently, it has been recognized that phase transitions play an important role in the probabilistic analysis of combinatorial optimization problems. However, there are in fact many other relations that lead to close ties between computer…

Statistical Mechanics · Physics 2007-05-23 O. C. Martin , R. Monasson , R. Zecchina

We consider statistical learning question for $\psi$-weakly dependent processes, that unifies a large class of weak dependence conditions such as mixing, association,$\cdots$ The consistency of the empirical risk minimization algorithm is…

Statistics Theory · Mathematics 2022-10-04 Mamadou Lamine Diop , William Kengne

In many physical situations, there appears the problem of reaching a single target that is spatially distributed. Here we analyse how stochastic resetting, also spatially distributed, can be used to improve the search process when the…

Statistical Mechanics · Physics 2023-11-22 Gregorio García-Valladares , Carlos A. Plata , Antonio Prados , Alessandro Manacorda

The goal of thermodynamic optimal control theory is to find protocols to change the state of a system from an initial to a desired final distribution, within a finite time, with the least possible expenditure of work. The optimal protocol…

Statistical Mechanics · Physics 2025-12-18 Daan Mulder , Thomas E. Ouldridge , Pieter Rein ten Wolde

Reconstruction fidelity of sparse signals contaminated by sparse noise is considered. Statistical mechanics inspired tools are used to show that the l1-norm based convex optimization algorithm exhibits a phase transition between the…

Information Theory · Computer Science 2013-09-17 Mikko Vehkapera , Yoshiyuki Kabashima , Saikat Chatterjee

The scenario-based optimization approach (`scenario approach') provides an intuitive way of approximating the solution to chance-constrained optimization programs, based on finding the optimal solution under a finite number of sampled…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Manfred Morari

Inverse optimization has been increasingly used to estimate unknown parameters in an optimization model based on decision data. We show that such a point estimation is insufficient in a prescriptive setting where the estimated parameters…

Optimization and Control · Mathematics 2025-02-11 Bo Lin , Erick Delage , Timothy C. Y. Chan

We discuss the computational complexity and feasibility properties of scenario based techniques for uncertain optimization programs. We consider different solution alternatives ranging from the standard scenario approach to recursive…

Optimization and Control · Mathematics 2014-12-16 Nikolaos Kariotoglou , Kostas Margellos , John Lygeros
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