Related papers: How target distributions shape optimal stochastic …
We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…
We consider a general online stochastic optimization problem with multiple budget constraints over a horizon of finite time periods. In each time period, a reward function and multiple cost functions are revealed, and the decision maker…
Under a Bayesian framework, we formulate the fully sequential sampling and selection decision in statistical ranking and selection as a stochastic control problem, and derive the associated Bellman equation. Using value function…
Processes controlled by stochastic synthesis and degradation (SSD) are widespread in biology but their reaction kinetics are not well understood. Using methods borrowed from the theory of resetting processes, we determine the first-passage…
The study of diffusion with preferential returns to places visited in the past has attracted an increased attention in recent years. In these highly non-Markov processes, a standard diffusive particle intermittently resets at a given rate…
Due to wide applications in diverse fields, random walks subject to stochastic resetting have attracted considerable attention in the last decade. In this paper, we study discrete-time random walks on complex network with multiple resetting…
Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…
The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…
There is increasing interest in allocating treatments based on observed individual characteristics: examples include targeted marketing, individualized credit offers, and heterogeneous pricing. Treatment personalization introduces…
We revisit the problem of searching for a target at an unknown location on a line when given upper and lower bounds on the distance D that separates the initial position of the searcher from the target. Prior to this work, only asymptotic…
We present a theory of chemokinetic search agents that regulate directional fluctuations according to distance from a target. A dynamic scattering effect reduces the probability to penetrate regions with high fluctuations and thus search…
"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…
We investigate the role of stochastic resetting in non-Markovian systems, where memory effects arise due to slow relaxation, rugged energy landscapes, disordered environments, and molecular crowding. Using the celebrated continuous-time…
The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced…
Consider a team of agents in the plane searching for and visiting target points that appear in a bounded environment according to a stochastic renewal process with a known absolutely continuous spatial distribution. Agents must detect…
In this paper we consider diffusion in a domain $\Omega$ containing a partially absorbing target $\calM$ with position and occupation time resetting. The occupation time $A_t$ is a Brownian functional that determines the amount of time that…
We study the target search of interacting Brownian particles in a finite domain, focusing on the effect of inter-particle interactions on the search time. We derive the integral equation for the mean first-passage time and acquire its…
Internet advertising is a sophisticated game in which the many advertisers "play" to optimize their return on investment. There are many "targets" for the advertisements, and each "target" has a collection of games with a potentially…
We investigate exploration patterns of a microswimmer, modeled as an active Brownian particle, searching for a target region located in a well of an energy landscape and separated from the initial position of the particle by high barriers.…
Will the strategy of resetting} help a stochastic process to reach its target efficiently, with its environment continually toggling between a strongly favourable and an unfavourable (or weakly favourable) state? A diffusive run-and-tumble…