Related papers: Quickest Detection with Discretely Controlled Obse…
This paper deals with the finite horizon optimal control problem for discrete-time Markov jump linear system with input delay. The correlation among the jumping parameters and the input delay are considered simultaneously, which forms the…
We propose an optimal control framework for persistent monitoring problems where the objective is to control the movement of mobile agents to minimize an uncertainty metric in a given mission space. For a single agent in a one-dimensional…
This paper studies an optimal ON-OFF control problem for a class of discrete event systems with real-time constraints. Our goal is to minimize the overall costs, including the operating cost and the wake-up cost, while still guaranteeing…
In this paper we consider the problem of quickly detecting changes in an intermittent signal that can (repeatedly) switch between a normal and an anomalous state. We pose this intermittent signal detection problem as an optimal stopping…
This paper introduces a new mobile sensor scheduling problem, involving a single robot tasked with monitoring several events of interest that occur at different locations. Of particular interest is the monitoring of transient events that…
We study the multichannel quickest change detection problem with bandit feedback and controlled sensing, in which an agent sequentially selects one of the data streams to observe at each time-step and aims to detect an unknown change as…
In several applications such as databases, planning, and sensor networks, parameters such as selectivity, load, or sensed values are known only with some associated uncertainty. The performance of such a system (as captured by some…
We study a continuous time stochastic optimal control problem under partial observations that are available only at discrete time instants. This hybrid setting, with continuous dynamics and intermittent noisy measurements, arises in…
The problem of detecting a change in the drift of a Brownian motion is considered. The change point is assumed to have a modified exponential prior distribution with unknown parameters. A worst-case analysis with respect to these parameters…
In this paper, quickest detection of false data injection attack on remote state estimation is considered. A set of $N$ sensors make noisy linear observations of a discrete-time linear process with Gaussian noise, and report the…
This paper addresses the problem of detecting false data injection (FDI) attacks in a distributed network without a fusion center, represented by a connected graph among multiple agent nodes. Each agent node is equipped with a sensor, and…
We consider both discrete and continuous control problems constrained by a fixed budget of some resource, which may be renewed upon entering a preferred subset of the state space. In the discrete case, we consider both deterministic and…
We investigate the problem of covert quickest change detection in a continuous-time setting, where a Brownian motion experiences a drift change at an unknown time. Unlike classical formulations, we consider a covert adversary who adjusts…
This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…
This article solves an optimal control problem arising in attitude control of a spacecraft under state and control constraints. We first derive the discrete-time attitude dynamics by employing discrete mechanics. The orientation transfer,…
The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…
We consider a sequential problem in decentralized detection. Two observers can make repeated noisy observations of a binary hypothesis on the state of the environment. At any time, any of the two observers can stop and send a final message…
The optimal instant of observation of astrophysical phenomena for objects that vary on human time-sales is an important problem, as it bears on the cost-effective use of usually scarce observational facilities. In this paper we address this…
A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior. A novel Bayesian theory is developed for detecting a…
This paper considers social learning amongst rational agents (for example, sensors in a network). We consider three models of social learning in increasing order of sophistication. In the first model, based on its private observation of a…