Results 41 to 50 of about 17,102 (166)

Risk‐aware safe reinforcement learning for control of stochastic linear systems

Asian Journal of Control, EarlyView.
Abstract This paper presents a risk‐aware safe reinforcement learning (RL) control design for stochastic discrete‐time linear systems. Rather than using a safety certifier to myopically intervene with the RL controller, a risk‐informed safe controller is also learned besides the RL controller, and the RL and safe controllers are combined together ...
Babak Esmaeili, Nariman Niknejad, Hamidreza Modares   +2 more
wiley   +1 more source

Markov branching processes with disasters: extinction, survival and duality to p-jump processes

, 2019
A $p$-jump process is a piecewise deterministic Markov process with jumps by a factor of $p$. We prove a limit theorem for such processes on the unit interval.
Hermann, F., Pfaffelhuber, P.
core   +1 more source

Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley   +1 more source

Optimal stopping for partially observed piecewise-deterministic Markov processes

, 2012
This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of the partially ...
Adrien Brandejsky, Arjas, Bally, Bally, Benoîte de Saporta, Brandejsky, Brémaud, Bäuerle, Chafaï, Davis, de Saporta, de Saporta, Edoli, François Dufour, Gray, Gugerli, Ludkovski, Ouvrard, Pagès, Pakdaman, Pham   +20 more
core   +4 more sources

Trait coevolution and causal inference using generalized dynamic phylogenetic models

Methods in Ecology and Evolution, EarlyView.
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, Scott Claessens, Jordan S. Martin, Adrian V. Jaeggi   +3 more
wiley   +1 more source

In silico modelling of CD8 T cell immune response links genetic regulation to population dynamics

ImmunoInformatics
The CD8 T cell immune response operates at multiple temporal and spatial scales, including all the early complex biochemical and biomechanical processes, up to long term cell population behavior.In order to model this response, we devised a multiscale ...
Thi Nhu Thao Nguyen, Madge Martin, Christophe Arpin, Samuel Bernard, Olivier Gandrillon, Fabien Crauste   +5 more
doaj   +1 more source

Wasserstein decay of one dimensional jump-diffusions [PDF]

, 2012
This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.
Cloez, Bertrand
core   +2 more sources

When in Doubt, Tax More Progressively? Uncertainty and Progressive Income Taxation

International Economic Review, EarlyView.
ABSTRACT We study the optimal income tax problem under parameter uncertainty about household preferences and wage dynamics. We derive conditions characterizing how such uncertainty affects optimal tax policy. To quantify the effect, we estimate a life‐cycle model using US data and a Bayesian approach.
Minsu Chang, Chunzan Wu
wiley   +1 more source

Occasionally Observed Piecewise-Deterministic Markov Processes

Communications on Applied Mathematics and Computation
37 pages, 11 figures, submitted to Communications on Applied Mathematics and ...
Marissa Gee, Alexander Vladimirsky
openaire   +2 more sources

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source