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We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

机器学习 · 统计学 2021-10-26 Aymen Al Marjani , Aurélien Garivier , Alexandre Proutiere

Molecular search phenomena are observed in a variety of chemical and biological systems. During the search the participating particles frequently move in complex inhomogeneous environments with random transitions between different dynamic…

统计力学 · 物理学 2018-11-13 Jaeoh Shin , Anatoly B. Kolomeisky

We extend the theoretical framework used to study search processes with stochastic resetting to the case of partially absorbing targets. Instead of an absorption event occurring when the search particle reaches the boundary of a target, the…

统计力学 · 物理学 2021-04-20 Ryan D. Schumm , Paul C. Bressloff

This paper considers simulation-based optimization of the performance of a regime-switching stochastic system over a finite set of feasible configurations. Inspired by the stochastic fictitious play learning rules in game theory, we propose…

最优化与控制 · 数学 2016-11-18 Omid Namvar Gharehshiran , Vikram Krishnamurthy , George Yin

Efficiency of search for randomly distributed targets is a prominent problem in many branches of the sciences. For the stochastic process of L\'evy walks, a specific range of optimal efficiencies was suggested under variation of search…

统计力学 · 物理学 2021-06-11 S. Mohsen J. Khadem , Sabine H. L. Klapp , Rainer Klages

Classical first passage under resetting is a paradigm in the search process. Despite its multitude of applications across interdisciplinary sciences, experimental realizations of such resetting processes posit practical challenges in…

统计力学 · 物理学 2024-10-11 Arup Biswas , Anupam Kundu , Arnab Pal

The transport properties of discrete-time random walks on ring networks with deterministic shortcuts are investigated through analytical and numerical methods. The network consists of a periodic chain where each node is connected to its…

统计力学 · 物理学 2026-04-30 Oscar Ivan Torres Mena , Francisco J Sevilla

Many biological, social, and communication systems can be modeled by ``searchers'' moving through a complex network. For example, intracellular cargo is transported on tubular networks, news and rumors spread through online social networks,…

概率论 · 数学 2021-01-04 Sean D Lawley

Cooperative search games are collective tasks where all agents share the same goal of reaching a target in the shortest time while limiting energy expenditure and avoiding collisions. Here we show that the equations that characterize the…

生物物理 · 物理学 2018-10-10 Alberto Pezzotta , Matteo Adorisio , Antonio Celani

The first-passage time (FPT) is the time it takes a system variable to cross a given boundary for the first time. In the context of Markov networks, the FPT is the time a random walker takes to reach a particular node (target) by hopping…

分子网络 · 定量生物学 2024-03-22 Jaroslav Albert

In this paper, we investigate the quest for a single target, that remains fixed in a lattice, by a set of independent walkers. The target exhibits a fluctuating behavior between trap and ordinary site of the lattice, whereas the walkers…

统计力学 · 物理学 2021-10-18 Félix Rojo , Pedro A. Pury , Carlos E. Budde

We investigate searching efficiency of different kinds of random walk on complex networks which rely on local information and one-step memory. For the studied navigation strategies we obtained theoretical and numerical values for the graph…

计算机与社会 · 计算机科学 2024-11-15 Miroslav Mirchev , Lasko Basnarkov , Igor Mishkovski

Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…

偏微分方程分析 · 数学 2025-01-16 Thomas Hillen , Maria R. D'Orsogna , Jacob C. Mantooth , Alan E. Lindsay

We consider a discrete-time random walk where the random increment at time step $t$ depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition…

统计力学 · 物理学 2009-11-10 Gunter M. Schütz , Steffen Trimper

The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits…

统计力学 · 物理学 2009-05-05 Michele Maggiore , Antonio Riotto

Many scientific questions can be framed as asking for a first passage time (FPT), which generically describes the time it takes a random "searcher" to find a "target." The important timescale in a variety of biophysical systems is the time…

概率论 · 数学 2025-02-18 Hwai-Ray Tung , Sean D Lawley

Efficient spatial exploration is a key aspect of search and rescue. In this paper, we present a search algorithm that generates efficient trajectories that optimize the rate at which probability mass is covered by a searcher. This should…

机器人学 · 计算机科学 2019-06-18 Sandeep Manjanna , Herke van Hoof , Gregory Dudek

We perform an in-depth study for mean first-passage time (MFPT)---a primary quantity for random walks with numerous applications---of maximal-entropy random walks (MERW) performed in complex networks. For MERW in a general network, we…

统计力学 · 物理学 2014-06-17 Yuan Lin , Zhongzhi Zhang

Partially observable Markov decision processes (POMDPs) are standard models for dynamic systems with probabilistic and nondeterministic behaviour in uncertain environments. We prove that in POMDPs with long-run average objective, the…

计算机科学与博弈论 · 计算机科学 2022-09-29 Krishnendu Chatterjee , Raimundo Saona , Bruno Ziliotto

Many physical phenomena are modeled as stochastic searchers looking for targets. In these models, the probability that a searcher finds a particular target, its so-called hitting probability, is often of considerable interest. In this work…

统计力学 · 物理学 2024-07-18 Samantha Linn , Sean D. Lawley