Related papers: Time-energy tradeoff in stochastic resetting using…
The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc., they normally make decisions based on…
We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t)…
How much work does it cost for a propelled particle to stay localised near a stationary target, defying both thermal noise and a constant flow that would carry it away? We study the control of such a particle in finite time and find optimal…
The phase transitions for many-body systems have been understood using field theories. A few canonical physical model classes encapsulate the underlying physical properties of a large number of systems. The finite-time driving of such…
We revisit the Stochastic Knapsack problem, where a policy-maker chooses an execution order for jobs with fixed values and stochastic running-times, aiming to maximize the value completed by a deadline. Dean et al. (FOCS'04) show that…
This paper presents a branch-and-bound algorithm, enhanced with bin packing strategies, for scheduling under variable energy pricing and power-saving states. The proposed algorithm addresses the 1,TOU|states|TEC problem, which involves…
One of the most important challenges in smart grid systems is the integration of renewable energy resources into its design. In this work, two different techniques to mitigate the time varying and intermittent nature of renewable energy…
Stochastic restart may drastically reduce the expected run time of a computer algorithm, expedite the completion of a complex search process, or increase the turnover rate of an enzymatic reaction. These diverse first-passage-time (FPT)…
This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…
In applications such as remote estimation and monitoring, update packets are transmitted by power-constrained devices using short-packet codes over wireless networks. Therefore, networks need to be end-to-end optimized using information…
In this paper, delay-optimal and energy-efficient communication is studied for a single link under Markov random arrivals. We present the optimal tradeoff between delay and power over Additive White Gaussian Noise (AWGN) channels and extend…
Optimal stopping is the problem of deciding when to stop a stochastic system to obtain the greatest reward, arising in numerous application areas such as finance, healthcare and marketing. State-of-the-art methods for high-dimensional…
To support planning of alternative fuel technology (e.g., battery-electric locomotives) deployment for decarbonizing non-electrified freight rail, we develop a convex optimization formulation with a closed-form solution to determine the…
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…
Stochastic matching is the stochastic version of the well-known matching problem, which consists in maximizing the rewards of a matching under a set of probability distributions associated with the nodes and edges. In most stochastic…
In the paradigm of thermodynamic computing, instead of behaving deterministically, hardware undergoes a stochastic process in order to sample from a distribution of interest. While it has been hypothesized that thermodynamic computers may…
Stochastic resetting has emerged as a useful strategy to reduce the completion time for a broad class of first passage processes. In the canonical setup, one intermittently resets a given system to its initial configuration only to start…
We study experimentally and theoretically the optimal mean time needed by a free diffusing Brownian particle to reach a target at a distance L from an initial position in the presence of resetting. Both the initial position and the…
It has recently been shown that the minimum energy solution of the control problem for a linear system produces a control trajectory that is nonlocal. An issue then arises when the dynamics represents a linearization of the underlying…
We study a single risky financial asset model subject to price impact and transaction cost over an finite time horizon. An investor needs to execute a long position in the asset affecting the price of the asset and possibly incurring in…