Related papers: On Optimal Zero-Delay Coding of Vector Markov Sour…
Optimal zero-delay coding (quantization) of $\mathbb{R}^d$-valued linearly generated Markov sources is studied under quadratic distortion. The structure and existence of deterministic and stationary coding policies that are optimal for the…
The optimal zero delay coding of a finite state Markov source is considered. The existence and structure of optimal codes are studied using a stochastic control formulation. Prior results in the literature established the optimality of…
In the classical lossy source coding problem, one encodes long blocks of source symbols that enables the distortion to approach the ultimate Shannon limit. Such a block-coding approach introduces large delays, which is undesirable in many…
We consider the situation in which a continuous-time vector Gauss-Markov process is observed through a vector Gaussian channel (sensor) and estimated by the Kalman-Bucy filter. Unlike in standard filtering problems where a sensor model is…
We deal with zero-delay source coding of a vector-valued Gauss-Markov source subject to a mean-squared error (MSE) fidelity criterion characterized by the operational zero-delay vector-valued Gaussian rate distortion function (RDF). We…
In this paper, we study the zero-delay source-channel coding problem, and specifically the problem of obtaining the vector transformations that optimally map between the m-dimensional source space and the k-dimensional channel space, under…
We consider an infinite horizon optimal control problem for a continuous-time Markov chain $X$ in a finite set $I$ with noise-free partial observation. The observation process is defined as $Y_t = h(X_t)$, $t \geq 0$, where $h$ is a given…
The optimal causal coding of a partially observed Markov process is studied, where the cost to be minimized is a bounded, non-negative, additive, measurable single-letter function of the source and the receiver output. A structural result…
A setup involving zero-delay sequential transmission of a vector Markov source over a burst erasure channel is studied. A sequence of source vectors is compressed in a causal fashion at the encoder, and the resulting output is transmitted…
We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…
We revisit the source coding problem for a Markov chain under the assumption that the transmission times and how fast the Markov chain transitions its state happen at the same time-scale. Specifically, we assume that the transmission of…
This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…
This paper deals with the unconstrained and constrained cases for continuous-time Markov decision processes under the finite-horizon expected total cost criterion. The state space is denumerable and the transition and cost rates are allowed…
This paper studies fixed-rate randomized vector quantization under the constraint that the quantizer's output has a given fixed probability distribution. A general representation of randomized quantizers that includes the common models in…
Consider the following communication scenario. An encoder observes a stochastic process and causally decides when and what to transmit about it, under a constraint on the expected number of bits transmitted per second. A decoder uses the…
For a large class of Markov Decision Processes, stationary (possibly randomized) policies are globally optimal. However, in Borel state and action spaces, the computation and implementation of even such stationary policies are known to be…
This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…
This paper studies optimization of zero-delay source-channel codes, and specifically the problem of obtaining globally optimal transformations that map between the source space and the channel space, under a given transmission power…
We study the problem of zero-delay coding for the transmission of a Markov source over a noisy channel with feedback and present a reinforcement learning solution which is guaranteed to achieve near-optimality. To this end, we formulate the…
In this paper, we revisit the sequential source coding framework to analyze fundamental performance limitations of discrete-time stochastic control systems subject to feedback data-rate constraints in finite-time horizon. The basis of our…