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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…

Optimization and Control · Mathematics 2024-09-26 Ritsusamuel Otsubo

In numerous papers, the behaviour of stochastic population models is investigated through the sign of a real quantity which is the growth rate of the population near the extinction set. In many cases, it is proven that when this growth rate…

Probability · Mathematics 2020-01-06 Dang H. Nguyen , Edouard Strickler

This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…

Optimization and Control · Mathematics 2023-01-13 Emiland Garrabe , Giovanni Russo

In this paper, the extinction problem for a class of distylous plant populations is considered within the framework of certain nonhomogeneous nearest-neighbor random walks in the positive quadrant. For the latter, extinction means…

Probability · Mathematics 2019-11-07 Gerold Alsmeyer , Kilian Raschel

Survival analysis, or time-to-event modelling, is a classical statistical problem that has garnered a lot of interest for its practical use in epidemiology, demographics or actuarial sciences. Recent advances on the subject from the point…

Machine Learning · Computer Science 2021-07-28 Guillaume Ausset , Tom Ciffreo , Francois Portier , Stephan Clémençon , Timothée Papin

A large deviation analysis of the solving complexity of random 3-Satisfiability instances slightly below threshold is presented. While finding a solution for such instances demands an exponential effort with high probability, we show that…

Disordered Systems and Neural Networks · Physics 2009-11-07 S. Cocco , R. Monasson

The well-known secretary problem in sequential analysis and optimal stopping theory asks one to maximize the probability of finding the optimal candidate in a sequentially examined list under the constraint that accept/reject decisions are…

Combinatorics · Mathematics 2021-07-13 Xujun Liu , Olgica Milenkovic

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

Algorithms for computing equilibria, optima, and fixed points in nonconvex problems often depend sensitively on practitioner-chosen initial conditions. When uniqueness of a solution is of interest, a common heuristic is to run such…

Econometrics · Economics 2026-02-17 Moeen Nehzati , Diego Cussen

We consider the \mnk{classical} problem of a controller activating (or sampling) sequentially from a finite number of $N \geq 2$ populations, specified by unknown distributions. Over some time horizon, at each time $n = 1, 2, \ldots$, the…

Machine Learning · Statistics 2015-12-18 Wesley Cowan , Michael N. Katehakis

The Possible-Winner problem asks, given an election where the voters' preferences over the set of candidates is partially specified, whether a distinguished candidate can become a winner. In this work, we consider the computational…

Computer Science and Game Theory · Computer Science 2018-02-27 Batya Kenig

This paper studies a risk-sensitive decision-making problem under uncertainty. It considers a decision-making process that unfolds over a fixed number of stages, in which a decision-maker chooses among multiple alternatives, some of which…

Optimization and Control · Mathematics 2026-01-07 Chung-Han Hsieh , Yi-Shan Wong

Competition for available resources is natural amongst coexisting species, and the fittest contenders dominate over the rest in evolution. The dynamics of this selection is studied using a simple linear model. It has similarities to…

Quantum Physics · Physics 2007-05-23 Apoorva Patel

Most classical scheduling formulations assume a fixed and known duration for each activity. In this paper, we weaken this assumption, requiring instead that each duration can be represented by an independent random variable with a known…

Artificial Intelligence · Computer Science 2011-10-13 J. C. Beck , N. Wilson

Given a set of data, biclustering aims at finding simultaneous partitions in biclusters of its samples and of the features which are used for representing the samples. Consistent biclusterings allow to obtain correct classifications of the…

Machine Learning · Computer Science 2010-03-18 Antonio Mucherino , Sonia Cafieri

Optimal stopping problems give rise to random distributions describing how many applicants the decision-maker will sample or interview before choosing one, a quantity sometimes referred to as the search time or process duration. This…

Applications · Statistics 2019-12-13 Simon Demers

We address the fundamental problem of selection under uncertainty by modeling it from the perspective of Bayesian persuasion. In our model, a decision maker with imperfect information always selects the option with the highest expected…

Computer Science and Game Theory · Computer Science 2024-10-16 Siddhartha Banerjee , Kamesh Munagala , Yiheng Shen , Kangning Wang

In the Sequential Selection Problem (SSP), immediate and irrevocable decisions need to be made as candidates randomly arrive for a job interview. Standard SSP variants, such as the well-known secretary problem, begin with an empty selection…

Discrete Mathematics · Computer Science 2019-11-11 Mathilde Fekom , Nicolas Vayatis , Argyris Kalogeratos

We study stochastic extinction for a class of Markov processes motivated by models in ecology and epidemiology. Extinction is often characterized by a boundedness condition and a condition on boundary Lyapunov exponents (invasion rates).…

Probability · Mathematics 2026-04-23 Nhu Nguyen , Dang H. Nguyen

Here we focus on the description of the mechanisms behind the process of information aggregation and decision making, a basic step to understand emergent phenomena in society, such as trends, information spreading or the wisdom of crowds.…

Physics and Society · Physics 2015-04-15 Víctor M. Eguíluz , N. Masuda , J. Fernández-Gracia
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