相关论文: Doubly Exponential Solution for Randomized Load Ba…
Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…
We consider the problem of Bayesian inference for changepoints where the number and position of the changepoints are both unknown. In particular, we consider product partition models where it is possible to integrate out model parameters…
Given noisy, partial observations of a time-homogeneous, finite-statespace Markov chain, conceptually simple, direct statistical inference is available, in theory, via its rate matrix, or infinitesimal generator, $\mathsf{Q}$, since $\exp…
We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…
In the problem of online load balancing on uniformly related machines with bounded migration, jobs arrive online one after another and have to be immediately placed on one of a given set of machines without knowledge about jobs that may…
The dynamic job-shop scheduling problem (DJSP) is a class of scheduling tasks that specifically consider the inherent uncertainties such as changing order requirements and possible machine breakdown in realistic smart manufacturing…
A simple analytical solution is proposed for the stationary loss system of two parallel queues with finite capacity $K$, in which new customers join the shortest queue, or one of the two with equal probability if their lengths are equal.…
We introduce a new problem formulation, Double-Deck Multi-Agent Pickup and Delivery (DD-MAPD), which models the multi-robot shelf rearrangement problem in automated warehouses. DD-MAPD extends both Multi-Agent Pickup and Delivery (MAPD) and…
We study the problem of solving fixed-point equations for seminorm-contractive operators and establish foundational results on the non-asymptotic behavior of iterative algorithms in both deterministic and stochastic settings. Specifically,…
We provide a probabilistic description of the stationary measures for the open KPZ on the spatial interval $[0,1]$ in terms of a Markov process $Y$, which is a Doob's $h$ transform of the Brownian motion killed at an exponential rate. Our…
In this article, a parameter-uniform numerical method is presented to solve one-dimensional singularly perturbed parabolic convection-diffusion turning point problem exhibiting two exponential boundary layers. We study the asymptotic…
Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…
Fluid queues are mathematical models frequently used in stochastic modelling. Their stationary distributions involve a key matrix recording the conditional probabilities of returning to an initial level from above, often known in the…
The problem of constrained Markov decision process is considered. An agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its costs (the number of constraints is relatively small). A new dual…
We described a method to solve deterministic and stochastic Walras equilibrium models based on associating with the given problem a bifunction whose maxinf-points turn out to be equilibrium points. The numerical procedure relies on an…
We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability matrix and allowing emission distributions to vary according…
In this paper, we develop the numerical theory of decoupled modified characteristic finite element method with different subdomain time steps for the mixed stabilized formulation of nonstationary dual-porosity-Navier-Stokes model. Based on…
We show how a fixed point based boundary-layer analysis technique can be used to obtain the steady-state particle density profiles of driven exclusion processes on two-lane systems with open boundaries. We have considered two distinct…
In this work we present a mass conservative numerical scheme for two-phase flow in porous media. The model for flow consists on two fully coupled, non-linear equations: a degenerate parabolic equation and an elliptic equation. The proposed…
The Linear Ballistic Accumulator (Brown & Heathcote, 2008) model is used as a measurement tool to answer questions about applied psychology. The analyses based on this model depend upon the model selected and its estimated parameters.…