Related papers: A vector minmax problem for controlled Markov chai…

This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the random switching process is a continuous-time Markov chain.…

This paper is concerned with an optimal stock selling rule under a Markov chain model. The objective is to find an optimal stopping time to sell the stock so as to maximize an expected return. Solutions to the associated variational…

In this work, we consider the optimal portfolio selection problem under hard constraints on trading volume amounts when the dynamics of the risky asset returns are governed by a discrete-time approximation of the Markov-modulated geometric…

This paper considers the optimal control of time varying continuous time Markov chains whose transition rates are themselves Markov processes. In one set of problems the solution of an ordinary differential equation is shown to determine…

A classic reachability problem for safety of dynamic systems is to compute the set of initial states from which the state trajectory is guaranteed to stay inside a given constraint set over a given time horizon. In this paper, we leverage…

Quantum information technologies require careful control for generating and preserving a desired target quantum state. The biggest practical obstacle is, of course, decoherence. Therefore, the reachability analysis, which in our scenario…

We consider the problem of optimal multiple switching in finite horizon, when the state of the system, including the switching costs, is a general adapted stochastic process. The problem is formulated as an extended impulse control problem…

This paper is about reachability analysis in a restricted subclass of multi-pushdown automata. We assume that the control states of an automaton are partially ordered, and all transitions of an automaton go downwards with respect to the…

This paper presents a novel theoretical Monte Carlo Markov chain procedure in the framework of graphs. It specifically deals with the construction of a Markov chain whose empirical distribution converges to a given reference one. The Markov…

In this paper, we consider the problem of second moment stabilization of a scalar linear plant with process noise. We assume that the sensor must communicate with the controller over an unreliable channel, whose state evolves according to a…

The problem of constrained Markov decision process is considered. An agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its costs (the number of constraints is relatively small). A new dual…

This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…

In this paper, we solve the problem of simultaneously driving in minimum time to arbitrary final conditions, N two level quantum systems subject to independent controls. The solution of this problem is obtained via an explicit description…

This paper considers cluster detection in Block Markov Chains (BMCs). These Markov chains are characterized by a block structure in their transition matrix. More precisely, the $n$ possible states are divided into a finite number of $K$…

We introduce a simple but general online learning framework in which a learner plays against an adversary in a vector-valued game that changes every round. Even though the learner's objective is not convex-concave (and so the minimax…

For time-inconsistent stochastic controls in discrete time and finite horizon, an open problem in Bj\"ork and Murgoci (Finance Stoch, 2014) is the existence of an equilibrium control. A nonrandomized Borel measurable Markov equilibrium…

In the standard setting of approachability there are two players and a target set. The players play repeatedly a known vector-valued game where the first player wants to have the average vector-valued payoff converge to the target set which…

We consider a controlled-diffusion process pertaining to a chain of distributed systems with random perturbations that satisfies a weak H\"ormander type condition. In particular, we consider a stochastic control problem with the following…

We study conformal inference in non-exchangeable environments through the lens of Blackwell's theory of approachability. We first recast adaptive conformal inference (ACI, Gibbs and Cand\`es, 2021) as a repeated two-player vector-valued…

Blockchains are widely used for secure transaction processing, but their scalability remains limited, and existing multichain designs are typically static even as demand and capacity shift. We cast blockchain configuration as a multiagent…