相关论文: Stochastic Search with Poisson and Deterministic R…

We consider a mechanism design setting with a single item and a single buyer who is uncertain about the value of the item. Both the buyer and the seller have a common model for the buyer's value, but the buyer discovers her true value only…

We consider a problem of finding a target located in a finite $d$-dimensional domain, using $N$ independent random walkers, when partial information on the target location is given as a probability distribution. When $N$ is large, the…

In this paper, we study a generic direct-search algorithm in which the polling directions are defined using random subspaces. Complexity guarantees for such an approach are derived thanks to probabilistic properties related to both the…

In both industrial and service domains, a central benefit of the use of robots is their ability to quickly and reliably execute repetitive tasks. However, even relatively simple peg-in-hole tasks are typically subject to stochastic…

First passage in a stochastic process may be influenced by the presence of an external confining potential, as well as "stochastic resetting" in which the process is repeatedly reset back to its initial position. Here we study the interplay…

Stochastic resetting is a rapidly developing topic in the field of stochastic processes and their applications. It denotes the occasional reset of a diffusing particle to its starting point and effects, inter alia, optimal first-passage…

Resetting plays a pivotal role in optimizing the completion time of complex first passage processes with single or multiple outcomes/exit possibilities. While it is well established that the coefficient of variation -- a statistical…

We consider a game played between a hider, who hides a static object in one of several possible positions in a bounded planar region, and a searcher, who wishes to reach the object by querying sensors placed in the plane. The searcher is a…

For deterministic optimization, line-search methods augment algorithms by providing stability and improved efficiency. We adapt a classical backtracking Armijo line-search to the stochastic optimization setting. While traditional…

We study experimentally and theoretically the optimal mean time needed by a free diffusing Brownian particle to reach a target at a distance L from an initial position in the presence of resetting. Both the initial position and the…

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…

A predecessor (successor) search finds the largest element $x^-$ smaller than the input string $x$ (the smallest element $x^+$ larger than or equal to $x$, respectively) out of a given set $S$; in this paper, we consider the static case…

Time evolution in several classes of quantum devices is generated through the application of quantum gates. Resetting is a critical technological feature in these systems allowing for mid-circuit measurement and complete or partial qubit…

Resetting a stochastic process is an important problem describing the evolution of physical, biological and other systems which are continually returned to their certain fixed point. We consider the motion of a subdiffusive particle with a…

We consider a random two-phase process which we call a reset-return one. The particle starts its motion at the origin. The first, displacement, phase corresponds to a stochastic motion of a particle and is finished at a resetting event. The…

We study the emergence of correlations between $N$ components of the position of a diffusive walker in $N$ dimensions that starts at the origin and resets to previously visited sites with certain probabilities. This is equivalent to $N$…

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

Search problems at various scales involve a searcher, be it a molecule before reaction or a foraging animal, which performs an intermittent motion. Here we analyze a generic model based on such type of intermittent motion, in which the…

Internet search companies sell advertisement slots based on users' search queries via an auction. Advertisers have to determine how to place bids on the keywords of their interest in order to maximize their return for a given budget: this…

In this paper we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whose behavior depends on an exogenous state variable which…