Optimal and safety-critical control are fundamental problems for stochastic systems, and are
widely considered in real-world scenarios such as robotic manipulation and autonomous …

The efficient exchange of information is an essential aspect of intelligent collective behavior.
Event-triggered control and estimation achieve some efficiency by replacing continuous data …

We study the convergence problem of mean-field control theory in the presence of state
constraints and non-degenerate idiosyncratic noise. Our main result is the convergence of …

Droughts and floods are two opposite but related hydrological events. They both lie at the
extremes of rainfall intensity when the period of that intensity is measured over long …

In this paper, a Leaky Integrate-and-Fire (LIF) model for the membrane potential of a neuron
is considered, in case the potential process is a semi-Markov process. Semi-Markov …

When a mining company begins extraction from a finite resource, it does so in the presence
of numerous uncertainties. One key uncertainty is the future price of the commodity being …

We propose a discrete-time discrete-space Markov chain approximation with a Brownian
bridge correction for computing curvilinear boundary crossing probabilities of a general …

We consider a class of Backward Stochastic Differential Equations with superlinear driver
process f adapted to a filtration supporting at least ad dimensional Brownian motion and a …

This paper considers stochastic optimal control of a class of nonlinear discrete-time systems
with disturbances modeled by a Markov chain. The objective is to maximize the expected …

In this paper, we complete and improve the study of the simulation of the hitting times of
some given boundaries for Bessel processes. These problems are of great interest in many …