Related papers: How target distributions shape optimal stochastic …
Redundancy in biology may be explained by the need to optimize extreme searching processes, where one or few among many particles are requested to reach the target like in human fertilization. We show that non-Gaussian rare fluctuations in…
The spectral theory of random walks on networks of arbitrary topology can be readily extended to study random walks and L\'evy flights subject to resetting on these structures. When a discrete-time process is stochastically brought back…
In this paper, we study two optimisation settings for an insurance company, under the constraint that the terminal surplus at a deterministic and finite time $T$ follows a normal distribution with a given mean and a given variance. In both…
In this article, we study the optimization of resource distributions in a one-dimensional logistic diffusive model. The goal is to determine a distribution on a bounded one-dimensional domain that maximizes the total population at…
The steady state of a Brownian particle diffusing in an arbitrary potential under the stochastic resetting mechanism has been studied. We show that there are different classes of nonequilibrium steady states depending on the nature of the…
Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…
Internet search companies sell advertisement slots based on users' search queries via an auction. Advertisers have to determine how to place bids on the keywords of their interest in order to maximize their return for a given budget: this…
In environments with scarce resources, adopting the right search strategy can make the difference between succeeding and failing, even between life and death. At different scales, this applies to molecular encounters in the cell cytoplasm,…
This paper considers the design of optimal resource allocation policies in wireless communication systems which are generically modeled as a functional optimization problem with stochastic constraints. These optimization problems have the…
Navigation in complex and noisy environments is a key issue in diverse fields from biology to engineering. Despite extensive progress in numerical optimization methods for computing navigation policies, insights into how disorder reshapes…
We introduce and study the general setting of weighted search in which a number of targets, each with a certain weight, are hidden in a star-like environment that consists of $m$ infinite, concurrent rays, with a common origin. A mobile…
We study a class of stochastic resetting (SR) processes in which a diffusing particle alternates between free motion and confinement by an externally controlled potential. When the particle is recaptured, it undergoes a return trajectory…
A common and effective method for calculating the steady-state distribution of a process under stochastic resetting is the renewal approach that requires only the knowledge of the reset-free propagator of the underlying process and the…
We consider a random two-phase process which we call a reset-return one. The particle starts its motion at the origin. The first, displacement, phase corresponds to a stochastic motion of a particle and is finished at a resetting event. The…
We consider a network inventory system motivated by one-way, on-demand vehicle sharing services. Under uncertain and correlated network demand, the service operator periodically repositions vehicles to match a fixed supply with spatial…
Stochastic resetting models diverse phenomena across numerous scientific disciplines. Current understanding stems from the renewal framework, which relates systems subject to global resetting to their non-resetting counterparts. Yet, in…
In this work, we study the dynamics of multiple random walkers on networks subject to a simultaneous resetting protocol, whereby all walkers are synchronously returned to their respective initial nodes. For this collective Markovian…
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…
We study the extreme value statistics of first-passage trajectories generating from a one-dimensional drifted Brownian motion subject to stochastic resetting to the starting point with a constant rate $r$. Each stochastic trajectory starts…
Tackling simulation optimization problems with non-convex objective functions remains a fundamental challenge in operations research. In this paper, we propose a class of random search algorithms, called Regular Tree Search, which…