相关论文: Optimal Competition Resolution Rule for Buslaev Co…
We study analytically the order and gap statistics of particles at time $t$ for the one dimensional branching Brownian motion, conditioned to have a fixed number of particles at $t$. The dynamics of the process proceeds in continuous time…
In this paper, we solve an open problem and obtain a general maximum principle for a stochastic optimal control problem where the control domain is an arbitrary non-empty set and all the coefficients (especially the diffusion term and the…
In this paper, we investigate a distributed optimal control problem for a convective viscous Cahn-Hilliard system with dynamic boundary conditions. Such systems govern phase separation processes between two phases taking place in an…
We study a stochastic control problem for nonlinear systems governed by stochastic differential equations with irregular drift. The drift coefficient is assumed to decompose as $b(t,x,a)=b_1(t,x)+b_2(x)b_3(t,a)$, where $b_1$ is bounded and…
In this paper, we investigate a distributed optimal control problem for a convective viscous Cahn-Hilliard system with dynamic boundary conditions. Such systems govern phase separation processes between two phases taking place in an…
A nonlinear dynamical system is called eventually competitive (or cooperative) provided that it preserves a partial order in backward (or forward) time only after some reasonable initial transient. We presented in this paper the…
We perform molecular dynamics simulation of a small number of particles in a box with periodic boundary conditions from a view point of chaotic dynamical systems. There is a transition at a critical energy E_c that each particle is confined…
Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…
We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…
In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…
We study a model for the collective behavior of self-propelled particles subject to pairwise copying interactions and noise. Particles move at a constant speed $v$ on a two--dimensional space and, in a single step of the dynamics, each…
We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…
A binary system of particles that move in opposite directions under an applied field can exhibit disordered states as well as laned states where the particles organize into oppositely moving high-mobility lanes to reduce collisions.…
In order to study the unstable step motion on vicinal crystal surfaces we devise vicinal Cellular Automata. Each cell from the colony has value equal to its height in the vicinal, initially the steps are regularly distributed. Another array…
We study the McKean-Vlasov optimal control problem with common noise in various formulations, namely the strong and weak formulation, as well as the Markovian and non-Markovian formulations, and allowing for the law of the control process…
In this work we study the stochastic process of two-species coagulation. This process consists in the aggregation dynamics taking place in a ring. Particles and clusters of particles are set in this ring and they can move either clockwise…
We address a sequential decision problem that arises in the computation of symmetric Boolean functions of distributed data. We consider a collocated network, where each node's transmissions can be heard by every other node. Each node has a…
In this paper, we consider a class of stochastic impulse control problem when there is a fixed delay $\Delta$ between the decision and execution times. The dynamics of the controlled system between two impulses is an arbitrary adapted…
A stochastic procedure is developed which allows one to express Pontryagin's maximum principle for dissipative quantum system solely in terms of stochastic wave functions. Time-optimal controls can be efficiently computed without computing…
Dyson's model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant $\beta/2$. We give…