相关论文: Mean residual life processes and associated submar…
An infinite system of point particles placed in $\mathds{R}^d$ is studied. The particles are of two types; they perform random walks in the course of which those of distinct types repel each other. The interaction of this kind induces an…
This paper deals with asymptotic expressions of the Mean Time To Failure (MTTF) and higher moments for large, recursive, and non-repairable systems in the context of two-terminal reliability. Our aim is to extend the well-known results of…
Markov Decision Processes (MDPs), the mathematical framework underlying most algorithms in Reinforcement Learning (RL), are often used in a way that wrongfully assumes that the state of an agent's environment does not change during action…
Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. Achieving this goal does not imply that these methods automatically deliver good estimators of causal…
We describe an interpretation of convection in binary fluid mixtures as a superposition of thermal and solutal problems, with coupling due to advection and proportional to the separation parameter S. Many properties of binary fluid…
We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…
We present an efficient and numerically stable algorithm for calculation of two-particle response functions within the dynamical mean-field theory. The technique is based on inferring the high frequency asymptotic behavior of the…
Subject to hypotheses based on the matroid structure theory of Geelen, Gerards, and Whittle, we completely characterize the highly connected members of the class of golden-mean matroids and several other closely related classes of…
Proportional mean residual life model is studied for analysing survival data from the case-cohort design. To simultaneously estimate the regression parameters and the baseline mean residual life function, weighted estimating equations based…
We consider the linear programming approach for constrained and unconstrained Markov decision processes (MDPs) under the long-run average cost criterion, where the class of MDPs in our study have Borel state spaces and discrete countable…
We prove martingale-ergodic and ergodic-martingale theorems with continuous parameter for vector valued Bochner integrable functions. We first prove almost everywhere convergence of vector valued martingales with continuous parameter. The…
Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with…
We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…
We study entropy-regularized constrained Markov decision processes (CMDPs) under the soft-max parameterization, in which an agent aims to maximize the entropy-regularized value function while satisfying constraints on the expected total…
Sequential multiple assignment randomized trials (SMARTs) provide a systematic framework for constructing and evaluating dynamic treatment regimens (DTRs). In clinical studies, longitudinal biomarkers are routinely collected to monitor…
This paper explores integrable structures of a generalized melting crystal model that has two $q$-parameters $q_1,q_2$. This model, like the ordinary one with a single $q$-parameter, is formulated as a model of random plane partitions (or,…
We formulate a class of singular integral operators in arbitrarily many parameters using mixed type characterizing conditions. We also prove a multi-parameter representation theorem saying that a general operator in our class can be…
Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…
Motivated by partition regularity problems of homogeneous quadratic equations, we prove multiple recurrence and convergence results for multiplicative measure preserving actions with iterates given by rational sequences involving…
We show that the existence of a martingale approximation of a stationary process depends on the choice of the filtration. There exists a stationary linear process which has a martingale approximation with respect to the natural filtration,…