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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

A stochastic optimal control based model with velocity tracking and internal feedback for saccadic eye movements is presented in this paper. Recent evidence from neurophysiological studies of superior colliculus suggests the presence of a…

Systems and Control · Electrical Eng. & Systems 2021-05-28 Varsha V , Aditya Murthy , Radhakant Padhi

The realization of efficient micro-machines built from active matter requires precise thermodynamic control far from equilibrium. Despite theoretical progress, the focus on single-parameter driving, coupled with strict theoretical…

Soft Condensed Matter · Physics 2026-03-18 Luke K. Davis

A model for autonomous feedback control of particle transport through a large number of channels is introduced. Interactions among the particles can lead to a strong suppression of fluctuations in the particle number statistics. Within a…

Statistical Mechanics · Physics 2016-02-25 Tobias Brandes

In stochastic modeling, the excess entropy -- the mutual information shared between a process's past and future -- represents the fundamental lower bound of the memory needed to simulate its dynamics. However, this bound cannot be saturated…

Quantum Physics · Physics 2026-02-27 Kelvin Onggadinata , Andrew Tanggara , Mile Gu , Dagomir Kaszlikowski

The optimal power flow problem plays an important role in the market clearing and operation of electric power systems. However, with increasing uncertainty from renewable energy operation, the optimal operating point of the system changes…

Optimization and Control · Mathematics 2018-01-25 Yeesian Ng , Sidhant Misra , Line A. Roald , Scott Backhaus

We consider an isothermal machine composed of two Brownian particles (say particle A and B) connected by a harmonic spring. A constant load is attached to particle A, and the particle B is trapped in a harmonic confinement whose minimum is…

Statistical Mechanics · Physics 2018-08-01 Deepak Gupta

In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

In this paper, we consider the problem of steering a family of independent, structurally identical, finite-dimensional stochastic linear systems with variation in system parameters between initial and target states of interest by using an…

Optimization and Control · Mathematics 2012-01-10 Ji Qi , Anatoly Zlotnik , Jr-Shin Li

We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of…

Other Condensed Matter · Physics 2015-06-04 Pawel Romanczuk , Markus Bär , Werner Ebeling , Benjamin Lindner , Lutz Schimansky-Geier

We consider the problem of online learning of optimal control for repeatedly operated systems in the presence of parametric uncertainty. During each round of operation, environment selects system parameters according to a fixed but unknown…

Machine Learning · Computer Science 2016-09-20 Theja Tulabandhula

Information processing abilities of active matter are studied in the reservoir computing (RC) paradigm to infer the future state of a chaotic signal. We uncover an exceptional regime of agent dynamics that has been overlooked previously. It…

Adaptation and Self-Organizing Systems · Physics 2026-01-26 Mario U. Gaimann , Miriam Klopotek

The stochastic differential equations for a model of dissipative particle dynamics, with both total energy and total momentum conservation at every time-step, are presented. The algorithm satisfies detailed balance as well as the…

Statistical Mechanics · Physics 2007-05-23 Allan D. Mackie , Josep Bonet Avalos

We establish the fluctuation theorem in the presence of information exchange between a nonequilibrium system and other degrees of freedom such as an observer and a feedback controller, where the amount of information exchange is added to…

Statistical Mechanics · Physics 2015-06-05 Takahiro Sagawa , Masahito Ueda

In these lecture notes, the basic principles of stochastic thermodynamics are developed starting with a closed system in contact with a heat bath. A trajectory undergoes Markovian transitions between observable meso-states that correspond…

Statistical Mechanics · Physics 2018-06-13 Udo Seifert

Stochastic agent-based models can account for millions of cells with spatiotemporal movement that can be a function of different factors. However, these simulations can be computationally expensive. In this work, we develop a novel…

Numerical Analysis · Mathematics 2019-09-11 Michael A. Yereniuk , Sarah D. Olson

Biological systems often choose actions without an explicit reward signal, a phenomenon known as intrinsic motivation. The computational principles underlying this behavior remain poorly understood. In this study, we investigate an…

Artificial Intelligence · Computer Science 2023-01-05 Stas Tiomkin , Ilya Nemenman , Daniel Polani , Naftali Tishby

The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion…

Physics and Society · Physics 2021-04-01 Michael Schultz

The study of intelligent systems explains behaviour in terms of economic rationality. This results in an optimization principle involving a function or utility, which states that the system will evolve until the configuration of maximum…

Information Theory · Computer Science 2024-06-18 Pedro Hack

In many real world problems, control decisions have to be made with limited information. The controller may have no a priori (or even posteriori) data on the nonlinear system, except from a limited number of points that are obtained over…

Optimization and Control · Mathematics 2011-05-12 Tansu Alpcan
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