Related papers: Delayed switching identities and multi-marginal so…
Grokking - the delayed transition from memorisation to generalisation in neural networks - remains poorly understood. We study this phenomenon through the geometry of learned representations and identify a consistent empirical signature…
In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic,…
Given a L\'evy process $L$, we consider the so-called statistical Skorohod embedding problem of recovering the distribution of an independent random time $T$ based on i.i.d. sample from $L_{T}.$ Our approach is based on the genuine use of…
We study the well-posedness of a coupled system of Skorohod-like stochastic differential equations with reflecting boundary condition. The setting describes the evacuation dynamics of a mixed crowd composed of both active and passive…
We establish that the boundaries of the so-called Rost's reversed barrier are the unique couple of left-continuous monotonic functions solving a suitable system of nonlinear integral equations of Volterra type. Our result holds for…
In this paper, we introduce a novel approach to solve the (mean-covariance) steering problem for a fairly general class of linear continuous-time stochastic systems subject to input delays. Specifically, we aim at steering delayed linear…
Motivated by applications in large-scale and multi-agent reinforcement learning, we study the non-asymptotic performance of stochastic approximation (SA) schemes with delayed updates under Markovian sampling. While the effect of delays has…
This paper presents an embedding-based approach for solving switched optimal control problems (SOCPs) with dwell time constraints. At first, an embedded optimal control problem (EOCP) is defined by replacing the discrete switching signal…
This article explores the properties of an SEIR$^{\text{T}}$R$^{\text{P}}$D endemic model expressed through delay-differential equations with distributed delays for latency and temporary immunity. Our research delves into the variability of…
We present a numerical framework to approximate the $\mu$-domain in the planar Skorokhod embedding problem (PSEP), recently appeared in \cite{gross2019}. Our approach investigates the continuity and convergence properties of the solutions…
In this paper we study stochastic control problems with delayed information, that is, the control at time $t$ can depend only on the information observed before time $t-H$ for some delay parameter $H$. Such delay occurs frequently in…
We study the existence, uniqueness and approximation of solutions of stochastic differential equations with constraints driven by processes with bounded p-variation. Our main tool are new estimates showing Lipschitz continuity of the…
We study the problem of approximation of solutions of the Skorokhod problem and reflecting stochastic differential equations (SDEs) with jumps by sequences of solutions of equations with penalization terms. Applications to discrete…
The aim of this paper is to study the dynamical behavior of non-autonomous stochastic hybrid systems with delays. By general Krylov-Bogolyubov's method, we first obtain the sufficient conditions for the existence of an evolution system of…
This paper addresses, for the first time in the literature, optimal control problems for dynamic systems governed by a novel class of sweeping processes with time delay. We establish well-posedness of such processes, in the sense of the…
- In this paper we introduce a new method to solve fixed-delay optimal control problems which exploits numerical homotopy procedures. It is known that solving this kind of problems via indirect methods is complex and computationally…
Systems with time delay play an important role in modeling of many physical and biological processes. In this paper we describe generic properties of systems with time delay, which are related to the appearance and stability of periodic…
This paper presents a guided tour of some specific problems encountered in the stability analysis of linear dynamical systems including delays in their systems' representation. More precisely, we will address the characterization of…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies…