Zobrazeno 1 - 10
of 277 558
pro vyhledávání: '"Markov, P. A."'
Publikováno v:
AAAI 2025
This paper introduces state abstraction for two-player zero-sum Markov games (TZMGs), where the payoffs for the two players are determined by the state representing the environment and their respective actions, with state transitions following Markov
Externí odkaz:
http://arxiv.org/abs/2412.15877
Partially Observable Markov Decision Process (POMDP) is a mathematical framework for modeling decision-making under uncertainty, where the agent's observations are incomplete and the underlying system dynamics are probabilistic. Solving the POMDP pro
Externí odkaz:
http://arxiv.org/abs/2412.14614
There is a well established theory that links semi-Markov chains having Mittag-Leffler waiting times to time-fractional equations. We here go beyond the semi-Markov setting, by defining some non-Markovian chains whose waiting times, although marginal
Externí odkaz:
http://arxiv.org/abs/2412.14979
Locally Markov walks are natural generalizations of classical Markov chains, where instead of a particle moving independently of the past, it decides where to move next depending on the last action performed at the current location. We introduce the
Externí odkaz:
http://arxiv.org/abs/2412.13766
Autor:
Kim, Seonwoo, Landim, Claudio
Consider a sequence of continuous-time Markov chains $(X^{(n)}_t:t\ge 0)$ evolving on a fixed finite state space $V$. Let $I_n$ be the measure-current large deviations rate functional for $X^{(n)}_t$, as $t\to\infty$. Under a hypothesis on the jump r
Externí odkaz:
http://arxiv.org/abs/2412.13515
New types of high-resolution animal movement data allow for increasingly comprehensive biological inference, but method development to meet the statistical challenges associated with such data is lagging behind. In this contribution, we extend the co
Externí odkaz:
http://arxiv.org/abs/2412.11612
Autor:
Ley, Armand
Given a Gaussian process $(X_t)_{t \in \mathbb{R}}$, we construct a Gaussian \emph{Markov} process with the same one-dimensional marginals using sequences of transformations of $(X_t)_{t \in \mathbb{R}}$ "made Markov" at finitely many times. We prove
Externí odkaz:
http://arxiv.org/abs/2412.10001
In this paper, we address the problem of robust stabilization for linear hyperbolic Partial Differential Equations (PDEs) with Markov-jumping parameter uncertainty. We consider a 2 x 2 heterogeneous hyperbolic PDE and propose a control law using oper
Externí odkaz:
http://arxiv.org/abs/2412.09019
Autor:
Sthanu, Uma, PhD, Gary Cutter
Background: Multiple Sclerosis (MS), an autoimmune disease affecting millions worldwide, is characterized by its variable course, in which some patients will experience a more benign disease course and others a more active one, with the latter leadin
Externí odkaz:
http://arxiv.org/abs/2412.08364
In this paper we develop a novel hidden Markov graphical model to investigate time-varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate stylized
Externí odkaz:
http://arxiv.org/abs/2412.03668