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We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…

Optimization and Control · Mathematics 2018-01-08 Xuefeng Gao , Yingdong Lu , Mayank Sharma , Mark S. Squillante , Joost W. Bosman

We investigate random searches under stochastic position resetting at rate $r$, in a bounded 1D environment with space-dependent diffusivity $D(x)$. For arbitrary shapes of $D(x)$ and prescriptions of the associated multiplicative…

Statistical Mechanics · Physics 2025-01-09 Luiz Menon , Celia Anteneodo

Finding the best strategy to minimize the time needed to find a given target is a crucial task both in nature and in reaching decisive technological advances. By considering learning agents able to switch their dynamics between standard and…

We study the position distribution of an active Brownian particle (ABP) in the presence of stochastic resetting in two spatial dimensions. We consider three different resetting protocols : (I) where both position and orientation of the…

Statistical Mechanics · Physics 2021-04-20 Vijay Kumar , Onkar Sadekar , Urna Basu

Efficiency of search for randomly distributed targets is a prominent problem in many branches of the sciences. For the stochastic process of L\'evy walks, a specific range of optimal efficiencies was suggested under variation of search…

Statistical Mechanics · Physics 2021-06-11 S. Mohsen J. Khadem , Sabine H. L. Klapp , Rainer Klages

Resetting or restart, when applied to a stochastic process, usually brings its dynamics to a time-independent stationary state. In turn, the optimal resetting rate makes the mean time to reach a target to be the shortest one. These and…

Statistical Mechanics · Physics 2022-08-31 Przemyslaw Chelminiak

Search processes are a fundamental part of natural and artificial systems. In such settings, the number of searchers is rarely constant: new agents may be recruited while others can abandon the search. Despite the ubiquity of these…

Statistical Mechanics · Physics 2026-04-29 Samantha Linn , Aanjaneya Kumar

We employ renewal processes to characterize the spatiotemporal dynamics of an active Brownian particle under stochastic orientational resetting. By computing the experimentally accessible intermediate scattering function (ISF) and…

Soft Condensed Matter · Physics 2024-05-14 Yanis Baouche , Thomas Franosch , Matthias Meiners , Christina Kurzthaler

This research considers the ranking and selection with input uncertainty. The objective is to maximize the posterior probability of correctly selecting the best alternative under a fixed simulation budget, where each alternative is measured…

Optimization and Control · Mathematics 2023-05-15 Hui Xiao , Zhihong Wei

The search for hidden targets is a fundamental problem in many areas of science, engineering, and other fields. Studies of search processes often adopt a probabilistic framework, in which a searcher randomly explores a spatial domain for a…

Probability · Mathematics 2021-03-16 Sean D Lawley

We develop a prototypical stochastic model for local search around a given home. The stochastic dynamic model is motivated by experimental findings of the motion of a fruit fly around a given spot of food but shall generally describe local…

Statistical Mechanics · Physics 2018-09-12 J. Noetel , V. L. S. Freitas , E. E. N. Macau , L. Schimansky-Geier

We study the dynamics of an overdamped Brownian particle subjected to Poissonian stochastic resetting in a nonthermal bath, characterized by a Poisson white noise and a Gaussian noise. Applying the renewal theory we find an exact analytical…

Statistical Mechanics · Physics 2021-09-13 Koushik Goswami , Rajarshi Chakrabarti

Many physical phenomena are modeled as stochastic searchers looking for targets. In these models, the probability that a searcher finds a particular target, its so-called hitting probability, is often of considerable interest. In this work…

Statistical Mechanics · Physics 2024-07-18 Samantha Linn , Sean D. Lawley

In this paper we use asymptotic analysis to determine the steady-state mean number of resources in each of $N$ small interior targets within a three-dimensional bounded domain. The accumulation of resources is based on multiple rounds of…

Statistical Mechanics · Physics 2020-10-26 Paul C. Bressloff

We consider a one-dimensional search process under stochastic resetting conditions. A target is located at $b\geq0$ and a searcher, starting from the origin, performs a discrete-time random walk with independent jumps drawn from a…

Statistical Mechanics · Physics 2024-08-21 Mattia Radice , Giampaolo Cristadoro

We look into the problem of stochastic resetting with refractory periods. The model dynamics comprises diffusive and motionless phases. The diffusive phase ends at random time instants, at which the system is reset to a given position --…

Statistical Mechanics · Physics 2024-03-26 Gregorio García-Valladares , Deepak Gupta , Antonio Prados , Carlos A. Plata

Developing behavioral policies designed to efficiently solve target-search problems is a crucial issue both in nature and in the nanotechnology of the 21st century. Here, we characterize the target-search strategies of simple microswimmers…

Soft Condensed Matter · Physics 2023-07-25 Harpreet Kaur , Thomas Franosch , Michele Caraglio

In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…

Optimization and Control · Mathematics 2023-10-05 Zifan Wang , Changxin Liu , Thomas Parisini , Michael M. Zavlanos , Karl H. Johansson

We explore the case of a group of random walkers looking for a target randomly located in space, such that the number of walkers is not constant but new ones can join the search, or those that are active can abandon it, with constant rates…

Statistical Mechanics · Physics 2023-11-30 Daniel Campos , Vicenç Méndez

We consider a walker moving in a one-dimensional interval with absorbing boundaries under the effect of Markovian resettings to the initial position. The walker's motion follows a random walk characterized by a general waiting time…

Statistical Mechanics · Physics 2022-05-25 Vicenç Méndez , Axel Masó-Puigdellosas , Daniel Campos