Related papers: Is Witsenhausen's counterexample a relevant toy?
In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…
Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…
We analyse the nematic Helmholtz-Korteweg equation, a variant of the classical Helmholtz equation that describes time-harmonic wave propagation in calamitic fluids in the presence of nematic order. A prominent example is given by nematic…
We study a McKean-Vlasov optimal control problem with common noise, in order to establish the corresponding limit theory, as well as the equivalence between different formulations, including the strong, weak and relaxed formulation. In…
We study the problem of designing a state feedback linear quadratic Gaussian (LQG) controller for a system in which the system matrices as well as the process noise covariance are unknown. We do a rigorous comparison between two approaches.…
In this article, we investigate strategic information transmission over a noisy channel. This problem has been widely investigated in Economics, when the communication channel is perfect. Unlike in Information Theory, both encoder and…
Environmental noise can hinder the metrological capabilities of entangled states. While the use of entanglement allows for Heisenberg-limited resolution, the largest permitted by quantum mechanics, deviations from strictly unitary dynamics…
Matthias Schr\"oder has asked the question whether there is a weakest discontinuous problem in the continuous version of the Weihrauch lattice. Such a problem can be considered as the weakest unsolvable problem. We introduce the…
A popular approach to learning encoders for lossy compression is to use additive uniform noise during training as a differentiable approximation to test-time quantization. We demonstrate that a uniform noise channel can also be implemented…
We study a stochastic Landau-Lifshitz equation on a bounded interval and with finite dimensional noise. We first show that there exists a pathwise unique solution to this equation and that this solution enjoys the maximal regularity…
This paper considers two problems -- a dynamic team problem and a decentralized control problem. The problems we consider do not belong to the known classes of "simpler" dynamic team/decentralized control problems such as partially nested…
We formulate sequence to sequence transduction as a noisy channel decoding problem and use recurrent neural networks to parameterise the source and channel models. Unlike direct models which can suffer from explaining-away effects during…
It is often argued that gravity has to be a quantum theory simply because a fundamentally semiclassical approach would necessarily be inconsistent. Here I review recent Newtonian toy models of (stochastic) semiclassical gravity. They…
We study the time-harmonic scattering by a heterogeneous object covered with a thin layer of randomly distributed sound-soft nanoparticles. The size of the particles, their distance between each other and the layer's thickness are all of…
Recently, a model of a decentralized control system with local and remote controllers connected over unreliable channels was presented in [1]. The model has a non-classical information structure that is not partially nested. Nonetheless, it…
The problem of adversarial examples has highlighted the need for a theory of regularisation that is general enough to apply to exotic function classes, such as universal approximators. In response, we give a very general equality result…
Kullback-Leibler divergence (KL) regularization is widely used in reinforcement learning, but it becomes infinite under support mismatch and can degenerate in low-noise limits. Utilizing a unified information-geometric framework, we…
Decoherence and imperfect control are crucial challenges for quantum technologies. Common protection strategies rely on noise temporal autocorrelation, which is not optimal if other correlations are present. We develop and demonstrate…
The problem of joint source-channel coding is considered for a stationary remote (noisy) Gaussian source and a Gaussian channel. The encoder and decoder are assumed to be causal and their combined operations are subject to a delay…
In this letter, we consider a Linear Quadratic Gaussian (LQG) control system where feedback occurs over a noiseless binary channel and derive lower bounds on the minimum communication cost (quantified via the channel bitrate) required to…