相关论文: Strategic control for a Boltzmann like decision-ma…
Bifurcation theory is a powerful tool for studying how the dynamics of a neural network model depends on its underlying neurophysiological parameters. However, bifurcation theory has been developed mostly for smooth dynamical systems and…
We consider a model of optimal investment and consumption with both habit formation and partial observations in incomplete It\^{o} processes market. The investor chooses his consumption under the addictive habits constraint while only…
We study the synthesis of optimal control policies for large-scale multi-agent systems. The optimal control design induces a parsimonious control intervention by means of l-1, sparsity-promoting control penalizations. We study instantaneous…
For a binary choice problem, the spatial coordination of decisions in an agent community is investigated both analytically and by means of stochastic computer simulations. The individual decisions are based on different local information…
Complex robot navigation and control problems can be framed as policy search problems. However, interactive learning in uncertain environments can be expensive, requiring the use of data-efficient methods. Bayesian optimization is an…
The use of generative models to sample equilibrium distributions of many-body systems, as first demonstrated by Boltzmann Generators, has attracted substantial interest due to their ability to produce unbiased and uncorrelated samples in…
Nontransitive choices have long been an area of curiosity within economics. However, determining whether nontransitive choices represent an individual's preference is a difficult task since choice data is inherently stochastic. This paper…
A continuous-time consumption-investment model with constraint is considered for a small investor whose decisions are the consumption rate and the allocation of wealth to a risk-free and a risky asset with logarithmic Brownian motion…
We introduce a methodology for efficiently computing a lower bound to empowerment, allowing it to be used as an unsupervised cost function for policy learning in real-time control. Empowerment, being the channel capacity between actions and…
In this work, we consider a sensor selection drawn at random by a sampling with replacement policy for a linear time-invariant dynamical system subject to process and measurement noise. We employ the Kalman filter to estimate the state of…
We study an optimal investment and consumption problem over a finite-time horizon, in which an individual invests in a risk-free asset and a risky asset, and evaluate utility using a general utility function that exhibits loss aversion with…
We study the problem of modeling a population of agents pursuing unknown goals subject to unknown computational constraints. In standard models of bounded rationality, sub-optimal decision-making is simulated by adding homoscedastic noise…
This paper is to investigate the control problem of maximizing the net benefit of a single species while the cost of the resource allocation is minimized in a population model which can be described by a reaction diffusion advection…
Survival analysis concerns the study of timeline data where the event of interest may remain unobserved (i.e., censored). Studies commonly record more than one type of event, but conventional survival techniques focus on a single event…
Model based predictions of future trajectories of a dynamical system often suffer from inaccuracies, forcing model based control algorithms to re-plan often, thus being computationally expensive, suboptimal and not reliable. In this work,…
In energy management, it is common that strategic investment decisions (storage capacity, production units) are made at a slow time scale, whereas operational decisions (storage, production) are made at a fast time scale: for such problems,…
We integrate dual-process theories of human cognition with evolutionary game theory to study the evolution of automatic and controlled decision-making processes. We introduce a model where agents who make decisions using either automatic or…
This paper studies the properties of the optimal portfolio-consumption strategies in a {finite horizon} robust utility maximization framework with different borrowing and lending rates. In particular, we allow for constraints on both…
Strategic customer behavior is strongly influenced by the level of information that is provided to customers. Hence, to optimize the design of queueing systems, many studies consider various versions of the same service model and compare…
Computing equilibrium states in condensed-matter many-body systems, such as solvated proteins, is a long-standing challenge. Lacking methods for generating statistically independent equilibrium samples in "one shot", vast computational…