Related papers: Optimizing Cost through Dynamic Stochastic Resetti…
We study the first-passage time to the origin of a mortal Brownian particle, with mortality rate $ \mu $, diffusing in one dimension. The particle starts its motion from $ x>0 $ and it is subject to stochastic resetting with constant rate $…
The dynamics of a one dimensional quantum walker on the lattice with two internal degrees of freedom, the coin states, is considered. The discrete time unitary dynamics is determined by the repeated action of a coin operator in U(2) on the…
Random walks with stochastic resetting provides a treatable framework to study interesting features about central-place motion. In this work, we introduce non-instantaneous resetting as a two-state model being a combination of an exploring…
We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…
We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on…
We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…
We study the dynamics of a deterministic walk confined in a narrow two-dimensional space randomly filled with point-like targets. At each step, the walker visits the nearest target not previously visited. Complex dynamics is observed at…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…
We consider a stochastic search model with resetting for an unknown stationary target $a\in\mathbb{R}^d,\ d\ge1$, with known distribution $\mu$. The searcher begins at the origin and performs Brownian motion with diffusion coefficient $D$.…
"Local resetting" was recently introduced to describe stochastic resetting in interacting systems where particles independently try to reset to a common "origin". Our understanding of such systems, where the resetting process is itself…
In the study of dynamical processes on networks, there has been intense focus on network structure -- i.e., the arrangement of edges and their associated weights -- but the effects of the temporal patterns of edges remains poorly…
We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial…
Stochastic resetting is known for its ability to accelerate search processes and induce non-equilibrium steady states. Here, we compare the relaxation times and resulting steady states of resetting and thermal relaxation for Brownian motion…
Interplay between quantum interference and classical randomness can enhance performance of various quantum information tasks. In the present paper we analyze recurrence phenomena in the discrete-time quantum stochastic walk on a line, which…
This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…
This paper examines restart strategies for algorithms whose successful termination depends on an unknown parameter $\lambda$. After each restart, $\lambda$ is increased, until the algorithm terminates successfully. It is assumed that there…
We introduce a novel dynamic learning-rate scheduling scheme grounded in theory with the goal of simplifying the manual and time-consuming tuning of schedules in practice. Our approach is based on estimating the locally-optimal stepsize,…
We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…
The guesswork refers to the distribution of the minimum number of trials needed to guess a realization of a random variable accurately. In this study, a non-trivial generalization of the guesswork called guessing cost (also referred to as…
We study the kinetics for the search of an immobile target by randomly moving searchers that detect it only upon encounter. The searchers perform intermittent random walks on a one-dimensional lattice. Each searcher can step on a nearest…