Related papers: Stochastic Stability
Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…
We study the problem of resilient strategies in the presence of uncertainty. Resilient strategies enable an agent to make decisions that are robust against disturbances. In particular, we are interested in those disturbances that are able…
The ideas of the constraint-based statistics are introduced. The axiom and six theorems of the constraint-based statistics are established.
The current observational and experimental bounds on time variation of the constants of Nature are briefly reviewed.
In this tutorial, three examples of stochastic systems are considered: A strongly-damped oscillator, a weakly-damped oscillator and an undamped oscillator (integrator) driven by noise. The evolution of these systems is characterized by the…
This paper focuses on stochastic orders and its applications : policy limits and deductibles. Further, many applications and some examples are given : comparison of two families of copulas, individual and collective risk model, reinsurance…
This paper addresses the challenge of time-inconsistent stochastic control within a continuous-time framework. Its primary focus lies in uncovering a probabilistic representation, specifically in the shape of a system of backward stochastic…
In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…
In finite-dimensional dynamical systems, stochastic stability provides the selection of physical relevant measures from the myriad invariant measures of conservative systems. That this might also apply to infinite-dimensional systems is the…
In order to better understand the impact of environmental stochastic fluctuations on the evolution of animal behavior, we introduce the concept of a stochastic Nash equilibrium (SNE) that extends the classical concept of a Nash equilibrium…
We build on the stability-preserving school choice model introduced and studied recently in [MV18]. We settle several of their open problems and we define and solve a couple of new ones.
We study delay-independent stability in nonlinear models with a distributed delay which have a positive equilibrium. Such models frequently occur in population dynamics and other applications. In particular, we construct a relevant…
This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…
This paper studies finite-time stability and instability theorems in probability sense for stochastic nonlinear systems. Firstly, a new sufficient condition is proposed to guarantee that the considered system has a global solution.…
In these lectures we give an overview of nonequilibrium stochastic systems. In particular we discuss in detail two models, the asymmetric exclusion process and a ballistic reaction model, that illustrate many general features of…
We make some observation on the logarithmic version of K-stability.
We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…
Voltage instability is a major threat in power system operation. The growing presence of constant power loads significantly aggravates this issue, hence motivating the development of new analysis methods for both existence and stability of…
We present a simple dynamical model to address the question of introducing a stochastic nature in a time variable. This model includes noise in the time variable but not in the "space" variable, which is opposite to the normal description…
We complete a full classification of non-degenerate traveling waves of scalar balance laws from the point of view of spectral and nonlinear stability/instability under (piecewise) smooth perturbations. A striking feature of our analysis is…