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This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching.…

Optimization and Control · Mathematics 2025-04-15 Tao Hao , Jiaqiang Wen , Jie Xiong

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

Minimizing volatility and adjustment costs is of central importance in many economic environments, yet it is often complicated by evolving feasibility constraints. We study a decision maker who repeatedly selects an action from a…

Theoretical Economics · Economics 2026-02-18 Simon Jantschgi , Heinrich H. Nax , Bary S. R. Pradelski , Marek Pycia

We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…

Probability · Mathematics 2010-11-09 Herve Guiol , Fabio P. Machado , Rinaldo B. Schinazi

One of the most impressive features of moving animal groups is their ability to perform sudden coherent changes in travel direction. While this collective decision can be a response to an external perturbation, such as the presence of a…

Insect production for food and feed presents a promising supplement to ensure food safety and address the adverse impacts of agriculture on climate and environment in the future. However, optimisation is required for insect production to…

Populations of replicating entities frequently experience sudden or cyclical changes in environment. We explore the implications of this phenomenon via a environmental switching parameter in several common evolutionary dynamics models…

Dynamical Systems · Mathematics 2013-06-12 Marc Harper , Dashiell Fryer , Andrew Vlasic

Most of us must have been fascinated by the eye catching displays of collectively moving animals. Schools of fish can move in a rather orderly fashion and then change direction amazingly abruptly. There are a huge number of further examples…

Biological Physics · Physics 2011-01-13 K. Bhattacharya , Tamás Vicsek

We introduce an optimal transport-based model for learning a metric tensor from cross-sectional samples of evolving probability measures on a common Riemannian manifold. We neurally parametrize the metric as a spatially-varying matrix field…

Machine Learning · Computer Science 2023-03-08 Christopher Scarvelis , Justin Solomon

Climate change impacts population distributions, forcing some species to migrate poleward if they are to survive and keep up with the suitable habitat that is shifting with the temperature isoclines. Previous studies have analyzed whether…

Analysis of PDEs · Mathematics 2016-05-13 Juliette Bouhours , Mark A. Lewis

In this work, Global Position System (GPS) data from a flock of homing pigeons are analysed. The flocking behaviour of the considered homing pigeons is formulated as a swarm optimal trajectory tracking control problem. The swarm problem in…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Afreen Islam

We consider the model of spatially distributed population consisting of two species with "\textsl{predator\,--\,prey}" interaction; each of the species occupies two stations. Transfer of individuals between the stations (migration) is not…

Populations and Evolution · Quantitative Biology 2014-05-13 Michael G. Sadovsky , Maria Yu. Senashova

Animal movement exhibits complex behavior which can be influenced by unobserved environmental conditions. We propose a model which allows for a spatially-varying movement rate and spatially-varying drift through a semiparametric potential…

Applications · Statistics 2017-02-28 James C. Russell , Ephraim M. Hanks , Murali Haran , David P. Hughes

In performative prediction, the choice of a model influences the distribution of future data, typically through actions taken based on the model's predictions. We initiate the study of stochastic optimization for performative prediction.…

Machine Learning · Computer Science 2021-02-22 Celestine Mendler-Dünner , Juan C. Perdomo , Tijana Zrnic , Moritz Hardt

We propose a method to identify and characterize distribution shifts in classification datasets based on optimal transport. It allows the user to identify the extent to which each class is affected by the shift, and retrieves corresponding…

Machine Learning · Computer Science 2022-08-08 Neha Hulkund , Nicolo Fusi , Jennifer Wortman Vaughan , David Alvarez-Melis

Shepherding involves herding a swarm of agents (\emph{sheep}) by another a control agent (\emph{sheepdog}) towards a goal. Multiple approaches have been documented in the literature to model this behaviour. In this paper, we present a…

The problem of guiding a flock of agents to a destination by the repulsion forces exerted by a smaller number of external agents is called the shepherding problem. This problem has attracted attention due to its potential applications,…

Multiagent Systems · Computer Science 2022-10-21 Anna Fujioka , Masaki Ogura , Naoki Wakamiya

Saving energy and enhancing performance are secular preoccupations shared by both nature and human beings. In animal locomotion, flapping flyers or swimmers rely on the flexibility of their wings or body to passively increase their…

Biological Physics · Physics 2011-08-30 Sophie Ramananarivo , Ramiro Godoy-Diana , Benjamin Thiria

This paper studies the problem of determining the optimal cut-off for pairs trading rules. We consider two correlated assets whose spread is modelled by a mean-reverting process with stochastic volatility, and the optimal pair trading rule…

Mathematical Finance · Quantitative Finance 2014-12-25 Minh Man Ngo , Huyen Pham

Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-stationary input distributions with regime-switching dynamics…

Optimization and Control · Mathematics 2025-08-19 Jianglin Xia , Haowei Wang , Songhao Wang , Szu Hui Ng