相关论文: Symbolic Dynamics and Markov Partitions for the St…

The symbolic dynamics technique is well-known for low-dimensional dynamical systems and chaotic maps, and lies at the roots of the thermodynamic formalism of dynamical systems. Here we show that this technique can also be successfully…

This paper investigates the limit behavior of Markov Decision Processes (MDPs) made of independent particles evolving in a common environment, when the number of particles goes to infinity. In the finite horizon case or with a discounted…

We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…

We analyze the infinite horizon minimax average cost Markov Control Model (MCM), for a class of controlled process conditional distributions, which belong to a ball, with respect to total variation distance metric, centered at a known…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

This work establishes sufficient conditions for existence of saddle points in discrete Markov games. The result reveals the relation between dynamic games and static games using dynamic programming equations. This result enables us to prove…

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

In this paper we study the shifts, which are the shift-invariant and topologically closed sets of configurations over a finite alphabet in $\mathbb{Z}^d$. The minimal shifts are those shifts in which all configurations contain exactly the…

Let $K$ be a complete ultrametric field of charactersitic zero whose corresponding residue field $\Bbbk$ is also of charactersitic zero. We give lower and upper bounds for the size of linearization disks for power series over $K$ near an…

This paper is related to nonzero-sum stochastic differential games in the Markovian framework. We show existence of a Nash equilibrium point for the game when the drift is no longer bounded and only satisfies a linear growth condition. The…

For a finitely irreducible countable Markov shift and a potential with summable variations, we provide a condition on the associated pressure function which ensures that Bowen's Gibbs state, the equilibrium state, and the minimizer of the…

We study the finiteness of physical measures for skew-product transformations $F$ associated with discrete-time random dynamical systems driven by ergodic Markov chains. We develop a framework, using an independent and identically…

We consider a nonzero-sum Markov game on an abstract measurable state space with compact metric action spaces. The goal of each player is to maximize his respective discounted payoff function under the condition that some constraints on a…

In this paper we use fractal geometry to investigate boundary aspects of the first homology group for finite coverings of the modular surface. We obtain a complete description of algebraically invisible parts of this homology group. More…

We consider almost upper semi-continuous processes defined on a finite Markov chain. The distributions of the functionals associated with the exit from a finite interval are studied. We also consider some modification of these processes.

We consider billiards obtained by removing from the plane finitely many strictly convex analytic obstacles satisfying the non-eclipse condition. The restriction of the dynamics to the set of non-escaping orbits is conjugated to a subshift,…

We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary…

The aim of this article is to find appropriate definitions for shifts of finite type and sofic shifts in a general context of symbolic dynamics. We start showing that the classical definitions of shifts of finite type and sofic shifts, as…

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…

Visibility algorithms are a family of geometric and ordering criteria by which a real-valued time series of N data is mapped into a graph of N nodes. This graph has been shown to often inherit in its topology non-trivial properties of the…