相关论文: Bivariate Uniqueness and Endogeny for the Logistic…
We consider the harvesting of a population in a stochastic environment whose dynamics in the absence of harvesting is described by a one dimensional diffusion. Using ergodic optimal control, we find the optimal harvesting strategy which…
Uniquely represented data structures represent each logical state with a unique storage state. We study the problem of maintaining a dynamic set of $n$ keys from a totally ordered universe in this context. We introduce a two-layer data…
We report on a novel response to biases in deterministic superdiffusion. For its reduced map, we show using infinite ergodic theory that the time-averaged velocity (TAV) is intrinsically random and its distribution obeys the generalized…
The classical Merton investment problem predicts deterministic, state-dependent portfolio rules; however, laboratory and field evidence suggests that individuals often prefer randomized decisions leading to stochastic and noisy choices.…
Achieving the no-regret property for Reinforcement Learning (RL) problems in continuous state and action-space environments is one of the major open problems in the field. Existing solutions either work under very specific assumptions or…
Optimal mechanisms have been provided in quite general multi-item settings, as long as each bidder's type distribution is given explicitly by listing every type in the support along with its associated probability. In the implicit setting,…
We propose a generalized model for uniform recursive tree (URT) by introducing an imperfect growth process, which may generate disconnected components (clusters). The model undergoes an interesting phase transition from a singly connected…
We consider revenue-optimal mechanism design in the interdimensional setting, where one dimension is the 'value' of the buyer, and one is a 'type' that captures some auxiliary information. One setting is the FedEx Problem, for which FGKK…
We revisit the model of the ballistic deposition studied in \cite{bdeposition} and prove several combinatorial properties of the random tree structure formed by the underlying stochastic process. Our results include limit theorems for the…
When performing the resilience enhancement for distribution networks, there are two obstacles to reliably model the uncertain contingencies: 1) decision-dependent uncertainty (DDU) due to various line hardening decisions, and 2)…
We introduce and study a new class of optimal switching problems, namely switching problem with controlled randomisation, where some extra-randomness impacts the choice of switching modes and associated costs. We show that the optimal value…
We consider a unifying framework for stochastic control problem including the following features: partial observation, path-dependence (both with respect to the state and the control), and without any non-degeneracy condition on the…
The Eulerian advection-dispersion-reaction equation (ADRE) suffers the well-known scale-effect of reduced apparent reaction rates between chemically dissimilar fluids at larger scales (or dimensional averaging). The dispersion tensor in the…
The Rabin tree theorem yields an algorithm to solve the satisfiability problem for monadic second-order logic over infinite trees. Here we solve the probabilistic variant of this problem. Namely, we show how to compute the probability that…
The recursive logit (RL) model has become a widely used framework for route choice modeling, but it suffers from a key limitation: it assigns nonzero probabilities to all paths in the network, including those that are unrealistic, such as…
In this work we develop a new theory to analyse the process of routing in large-scale ad-hoc wireless networks. We use a path integral formulation to examine the properties of the paths generated by different routing strategies in these…
The problem of determining asymptotic bounds on the capacity of a random ad hoc network is considered. Previous approaches assumed a threshold-based link layer model in which a packet transmission is successful if the SINR at the receiver…
This paper establishes a new existence and uniqueness result of solutions for multidimensional backward stochastic differential equations (BSDEs) whose generators satisfy a weak monotonicity condition and a general growth condition in $y$,…
We study a generic class of \emph{random optimization problems} (rops) and their typical behavior. The foundational aspects of the random duality theory (RDT), associated with rops, were discussed in \cite{StojnicRegRndDlt10}, where it was…
The optimization problems associated with training generative adversarial neural networks can be largely reduced to certain {\em non-monotone} variational inequality problems (VIPs), whereas existing convergence results are mostly based on…