Numerical method for optimal stopping of piecewise deterministic Markov processes
The aim of this paper is to propose a computational method for optimal stopping of a piecewise deterministic Markov process by using a quantization technique for an underlying discrete-time Markov chain related to the continuous-time process and path ...
François Dufour +5 more
core +1 more source
On the connection between exponential ergodicity of a piecewise deterministic Markov process and the chain given by its post-jump locations [PDF]
The aim of this paper is to derive the exponential ergodicity in the Wasserstein distance for a piecewise-deterministic Markov process (PDMP), being typically encountered in biological models, defined via interpolation of some discrete-time Markov chain.
Czapla, Dawid +5 more
core +1 more source
Occasionally Observed Piecewise-Deterministic Markov Processes
37 pages, 11 figures, submitted to Communications on Applied Mathematics and ...
Marissa Gee, Alexander Vladimirsky
openaire +2 more sources
Background: The management of inventory under realistic supply chain disruptions, which are often non-exponential, challenges classical control theory.
Davide Castellano
doaj +1 more source
Wasserstein Regression, Forecasting, and Change‐Point Detection for Daily Traffic Flow Distributions
ABSTRACT We develop a distribution‐valued framework for modeling, forecasting, and monitoring traffic flow counts by treating each day as a probability distribution summarized by jittered empirical quantile signatures. Inference is conducted under the 2‐Wasserstein geometry, which in one dimension is isometric to the L2(0,1)$$ {L}^2\left(0,1\right ...
Abdolnasser Sadeghkhani
wiley +1 more source
Average Continuous Control of Piecewise Deterministic Markov Processes [PDF]
34 ...
Oswaldo L. V. Costa, François Dufour
openaire +2 more sources
Piecewise-deterministic Markov chain Monte Carlo
Recent interest in a class of Markov chain Monte Carlo schemes based on continuous-time piecewise-deterministic Markov processes has led to several new and promising algorithmic developments.
Vanetti, Paul
core +1 more source
Trait coevolution and causal inference using generalized dynamic phylogenetic models
Abstract Phylogenetic comparative methods are widely used to study trait coevolution across biological and cultural domains. The most common methods are phylogenetic generalized linear (mixed) models, phylogenetic path analysis, Pagel's ‘discrete’ method and Ornstein–Uhlenbeck models. While some frameworks like generalized linear mixed models are quite
Erik J. Ringen +3 more
wiley +1 more source
Stochastic modeling of a gene regulatory network driving B cell development in germinal centers.
Germinal centers (GCs) are the key histological structures of the adaptive immune system, responsible for the development and selection of B cells producing high-affinity antibodies against antigens.
Alexey Koshkin +4 more
doaj +1 more source
Enabling Stochastic Dynamic Games for Robotic Swarms
This paper scales stochastic dynamic games to large swarms of robots through selective agent modeling and variable partial belief space planning. We formulate these games using a belief space variant of iterative Linear Quadratic Gaussian (iLQG). We scale to teams of 50 agents through selective modeling based on the estimated influence of agents ...
Kamran Vakil, Alyssa Pierson
wiley +1 more source

