Related papers: Uniform value in Dynamic Programming
Dynamic degrees of freedom and internal variables are treated in a uniform way. The unification is achieved by means of the introduction of a dual internal variable. This duality provides the corresponding evolution equations depending on…
The paper is concerned with two-person games with saddle point. We investigate the limits of value functions for long-time-average payoff, discounted average payoff, and the payoff that follows a probability density. Most of our assumptions…
Unitary equivariance is a natural symmetry that occurs in many contexts in physics and mathematics. Optimization problems with such symmetry can often be formulated as semidefinite programs for a $d^{p+q}$-dimensional matrix variable that…
In this paper, we consider discrete-time infinite horizon problems of optimal control to a terminal set of states. These are the problems that are often taken as the starting point for adaptive dynamic programming. Under very general…
Some approaches to solving challenging dynamic programming problems, such as Q-learning, begin by transforming the Bellman equation into an alternative functional equation, in order to open up a new line of attack. Our paper studies this…
Master equations are commonly used to model the dynamics of physical systems, including systems that implement single-valued functions like a computer's update step. However, many such functions cannot be implemented by any master equation,…
We study discrete-time finite-horizon optimal control problems in probability spaces, whereby the state of the system is a probability measure. We show that, in many instances, the solution of dynamic programming in probability spaces…
Let (X_n,Y_n) be i.i.d. random vectors. Let W(x) be the partial sum of Y_n just before that of X_n exceeds x>0. Motivated by stochastic models for neural activity, uniform convergence of the form $\sup_{c\in I}|a(c,x)\operatorname…
In this paper, finite-time state consensus problems for continuous-time multi-agent systems are discussed, and two distributive protocols, which ensure that the states of agents reach an agreement in a finite time, are presented. By…
Dynamic Programming suffers from the curse of dimensionality due to large state and action spaces, a challenge further compounded by uncertainties in the environment. To mitigate these issue, we explore an off-policy based Temporal…
We are studying long term sequence prediction (forecasting). We approach this by investigating criteria for choosing a compact useful state representation. The state is supposed to summarize useful information from the history. We want a…
We consider a class of systems over finite alphabets, namely discrete-time systems with linear dynamics and a finite input alphabet. We formulate a notion of finite uniform bisimulation, and motivate and propose a notion of regular finite…
We propose a new abstract formalism for probabilistic timed systems, Parametric Interval Probabilistic Timed Automata, based on an extension of Parametric Timed Automata and Interval Markov Chains. In this context, we consider the…
Interval linear programming provides a tool for solving real-world optimization problems under interval-valued uncertainty. Instead of approximating or estimating crisp input data, the coefficients of an interval program may perturb…
We study a class of two-player zero-sum stochastic games known as \textit{blind stochastic games}, where players neither observe the state nor receive any information about it during the game. A central concept for analyzing long-duration…
We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…
Finding a positive state-space realization with the minimum dimension for a given transfer function is an open problem in control theory. In this paper, we focus on positive realizations in Markov form and propose a linear programming…
We study the isoperimetric problem in product spaces equipped with the uniform distance. Our main result is a characterization of isoperimetric inequalities which, when satisfied on a space, are still valid for the product spaces, up a to a…
This paper contains analysis of main modern approaches to dynamic code generation, in particular generation of new classes of objects during program execution. The main attention was paid to universal exploiters of homogeneous classes of…
This technical note studies Lyapunov-like conditions to ensure a class of dynamical systems to exhibit predefined-time stability. The origin of a dynamical system is predefined-time stable if it is fixed-time stable and an upper bound of…