Related papers: Equilibrium and Termination
We will consider exact controllability of the distributed system governed by the wave equation with memory. It will be proved that this mechanical system can be driven to rest in finite time, the absolute value of the distributed control…
The optimization of process economics within the model predictive control (MPC) formulation has given rise to a new control paradigm known as economic MPC (EMPC). Several authors have discussed the closed-loop properties of EMPC-controlled…
In this paper we develop a novel method to solve problems involving quantum optical systems coupled to coherent quantum feedback loops featuring time delays. Our method is based on exact mappings of such non-Markovian problems to equivalent…
Markov chains are the de facto finite-state model for stochastic dynamical systems, and Markov decision processes (MDPs) extend Markov chains by incorporating non-deterministic behaviors. Given an MDP and rewards on states, a classical…
In this paper we investigate the continuum limits of a class of Markov chains. The investigation of such limits is motivated by the desire to model very large networks. We show that under some conditions, a sequence of Markov chains…
We present a novel algorithm to solve a non-linear system of equations, whose solution can be interpreted as a tight lower bound on the vector of expected hitting times of a Markov chain whose transition probabilities are only partially…
This paper deals with a class of time inconsistent stochastic linear quadratic (SLQ) optimal control problems in Markovian framework. Three notions, i.e., closed-loop equilibrium controls/strategies, open-loop equilibrium controls and their…
Asymptotic stability in economic receding horizon control can be obtained under a strict dissipativity assumption, related to positive-definiteness of a so-called rotated cost, and through the use of suitable terminal cost and constraints.…
We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…
In this paper we investigate convergent term rewriting systems that conform to the criteria set out by Christopher Lynch and Barbara Morawska in their seminal paper "Basic Syntactic Mutation." The equational unification problem modulo such…
Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…
We study an infinite-horizon discrete-time optimal stopping problem under non-exponential discounting. A new method, which we call the iterative approach, is developed to find subgame perfect Nash equilibria. When the discount function…
The time-convolutionless master equation provides a general framework to model non-Markovian dynamics of an open quantum system with a time-local generator. A diagrammatic representation is developed and proven for the perturbative…
Many biological and medical questions can be modeled using time-to-event data in finite-state Markov chains, with the phase-type distribution describing intervals between events. We solve the inverse problem: given a phase-type…
Inspired by Strotz's consistent planning strategy, we formulate the infinite horizon mean-variance stopping problem as a subgame perfect Nash equilibrium in order to determine time consistent strategies with no regret. Equilibria among…
We derive general trade-off relations among the power, efficiency, and constancy for two-terminal thermoelectric systems in the linear response regime. Constancy, which quantifies the steadiness of the heat engine, is measured by its…
Capacitated network bargaining games are popular combinatorial games that involve the structure of matchings in graphs. We show that it is always possible to stabilize unit-weight instances of this problem (that is, ensure that they admit a…
We consider a time-homogeneous Markov chain $X_n$, $n\ge0$, valued in ${\bf R}$. Suppose that this chain is transient, that is, $X_n$ generates a $\sigma$-finite renewal measure. We prove the key renewal theorem under condition that this…
We consider the problem of existence of entropy weak solutions to scalar balance laws with a dissipative source term. The flux function may be discontinuous with respect both to the space variable x and the unknown quantity u. The problem…
A Markov decision problem is called reversible if the stationary controlled Markov chain is reversible under every stationary Markovian strategy. A natural application in which such problems arise is in the control of Metropolis-Hastings…