Related papers: Balanced Branching in Transcription Termination
We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…
For model-free reinforcement learning, one of the main difficulty of stochastic Bellman residual minimization is the double sampling problem, i.e., while only one single sample for the next state is available in the model-free setting, two…
In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
The difficulty in manipulating quantum resources deterministically often necessitates the use of probabilistic protocols, but the characterization of their capabilities and limitations has been lacking. We develop a general approach to this…
This paper is concerned with the stochastic linear quadratic Stackelberg differential game with overlapping information, where the diffusion terms contain the control and state variables. Here the term "overlapping" means that there are…
In this paper we consider deterministic limits of molecular stochastic systems with finite and infinite degrees of freedom. The method to obtain the deterministic vector field is based on the continuum limit of such microscopic systems…
This paper investigates the second order properties of a stationary process after random sampling. While a short memory process gives always rise to a short memory one, we prove that long-memory can disappear when the sampling law has heavy…
In this paper, we study the regularity of the value function associated with a stochastic control problem where two controls act simultaneously on a modulated multidimensional diffusion process. The first is a switching control modelling a…
We consider a binary branching process structured by a stochastic trait that evolves according to a diffusion process that triggers the branching events, in the spirit of Kimmel's model of cell division with parasite infection. Based on the…
Statistical mechanics determines the abundance of different arrangements of matter depending on cost-benefit balances. Its formalism and phenomenology percolate throughout biological processes and set limits to effective computation. Under…
We show that noise-induced oscillations in a gene circuit model display stochastic coherence, that is, a maximum in the regularity of the oscillations as a function of noise amplitude. The effect is manifest as a system-size effect in a…
Multistage stochastic programming is a powerful tool allowing decision-makers to revise their decisions at each stage based on the realized uncertainty. However, in practice, organizations are not able to be fully flexible, as decisions…
Imbalanced classification problems are extremely common in natural language processing and are solved using a variety of resampling and filtering techniques, which often involve making decisions on how to select training data or decide…
In early development, regulation of transcription results in precisely positioned and highly reproducible expression patterns that specify cellular identities. How transcription, a fundamentally noisy molecular process, is regulated to…
In reinforcement learning episodes, the rewards and punishments are often non-deterministic, and there are invariably stochastic elements governing the underlying situation. Such stochastic elements are often numerous and cannot be known in…
The equilibration of enzyme and complex concentrations in deterministic Michaelis-Menten reaction networks underlies the hyperbolic dependence between the input (substrates) and output (products). This relationship was first obtained by…
Signal transduction within biological cells is governed by networks of interacting proteins. Communication between these proteins is mediated by signaling molecules which bind to receptors and induce stochastic transitions between different…
Proving program termination is typically done by finding a well-founded ranking function for the program states. Existing termination provers typically find ranking functions using either linear algebra or templates. As such they are often…
Resonance trapping appears in open many-particle quantum systems at high level density when the coupling to the continuum of decay channels reaches a critical strength. Here a reorganization of the system takes place and a separation of…