相关论文: Selection Mutation Differential Equations: Long-ti…

We introduce the framework of performative control, where the policy chosen by the controller affects the underlying dynamics of the control system. This results in a sequence of policy-dependent system state data with policy-dependent…

A fundamental problem in the fields of population genetics, evolution, and community ecology, is the fate of a single mutant, or invader, introduced in a finite population of wild types. For a fixed-size community of $N$ individuals, with…

Dynamic decisions are pivotal to economic policy making. We show how existing evidence from randomized control trials can be utilized to guide personalized decisions in challenging dynamic environments with budget and capacity constraints.…

In this paper, we investigate dynamic feature selection within multivariate time-series scenario, a common occurrence in clinical prediction monitoring where each feature corresponds to a bio-test result. Many existing feature selection…

We introduce a method for learning provably stable deep neural network based dynamic models from observed data. Specifically, we consider discrete-time stochastic dynamic models, as they are of particular interest in practical applications…

For nonautonomous linear difference equations in Banach spaces we show that a very general type of dichotomic behavior persists under small enough additive linear perturbations. By using a new approach, we obtain two general robustness…

The problem of consensus in the presence of adversarially behaving agents has been studied extensively in the literature. The proposed algorithms typically guarantee that the consensus value lies within the convex hull of initial normal…

Reinforcement learning algorithms are typically limited to learning a single solution for a specified task, even though diverse solutions often exist. Recent studies showed that learning a set of diverse solutions is beneficial because…

There are a number of hypotheses underlying the existence of adversarial examples for classification problems. These include the high-dimensionality of the data, high codimension in the ambient space of the data manifolds of interest, and…

For C1-smooth strongly monotone discrete-time dynamical systems, it is shown that ``convergence to linearly stable cycles" is a prevalent asymptotic behavior in the measuretheoretic sense. The results are then applied to classes of…

The classical mean-variance portfolio selection problem induces time-inconsistent (precommited) strategies (see Zhou and Li (2000)). To overcome this time-inconsistency, Basak and Chabakauri (2010) introduce the game theoretical approach…

In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…

We consider a deterministic system with two conserved quantities and infinity many invariant measures. However the systems possess a unique invariant measure when enough stochastic forcing and balancing dissipation are added. We then show…

Two meta-evolutionary optimization strategies described in this paper accelerate the convergence of evolutionary programming algorithms while still retaining much of their ability to deal with multi-modal problems. The strategies, called…

Evolution Strategies (ES) are stochastic derivative-free optimization algorithms whose most prominent representative, the CMA-ES algorithm, is widely used to solve difficult numerical optimization problems. We provide the first rigorous…

We propose a new class of mappings, called Dynamic Limit Growth Indices, that are designed to measure the long-run performance of a financial portfolio in discrete time setup. We study various important properties for this new class of…

For data sets with similar features, for example highly correlated features, most existing stability measures behave in an undesired way: They consider features that are almost identical but have different identifiers as different features.…

We show how highly-diverse ecological communities may display persistent abundance fluctuations, when interacting through resource competition and subjected to migration from a species pool. This turns out to be closely related to the ratio…

Conservation principles like conservation of charge or energy provide a natural way to couple and constrain different physical variables. In this letter, we propose a dynamical system model that exploits these constraints for solving…

Estimation and counterfactual experiments in dynamic discrete choice models with large state spaces pose computational difficulties. This paper proposes a model-adaptive approach, based on the conjugate gradient (CG) method, to solve the…