Related papers: On Optimal Zero-Delay Coding of Vector Markov Sour…
This paper concerns discrete-time infinite-horizon stochastic control systems with Borel state and action spaces and universally measurable policies. We study optimization problems on strategic measures induced by the policies in these…
This paper investigates the optimal control problems for the finite-horizon continuous-time Markov decision processes with delay-dependent control policies. We develop compactification methods in decision processes, and show that the…
We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…
This paper investigates the problem of zero-delay joint source-channel coding of a vector Gauss-Markov source over a multiple-input multiple-output (MIMO) additive white Gaussian noise (AWGN) channel with feedback. In contrast to the…
We consider a communication system in which the outputs of a Markov source are encoded and decoded in \emph{real-time} by a finite memory receiver, and the distortion measure does not tolerate delays. The objective is to choose designs,…
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…
This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…
The convex analytic method has proved to be a very versatile method for the study of infinite horizon average cost optimal stochastic control problems. In this paper, we revisit the convex analytic method and make three primary…
This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…
In this paper we consider an interacting two-agent sequential decision-making problem consisting of a Markov source process, a causal encoder with feedback, and a causal decoder. Motivated by a desire to foster links between control and…
The paper studies optimal coding of hidden Markov sources (HMS), which represent a broad class of practical sources obtained through noisy acquisition processes, beside their explicit modeling use in speech processing and recognition, image…
We present a dynamic programming-based solution to a stochastic optimal control problem up to a hitting time for a discrete-time Markov control process. Firstly, we determine an optimal control policy to steer the process toward a compact…
This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…
Source-channel coding for an energy limited wireless sensor node is investigated. The sensor node observes independent Gaussian source samples with variances changing over time slots and transmits to a destination over a flat fading…
We address the problem of finding an optimal policy in a Markov decision process under a restricted policy class defined by the convex hull of a set of base policies. This problem is of great interest in applications in which a number of…
In this paper, we prove both necessary and sufficient maximum principles for infinite horizon discounted control problems of stochastic Volterra integral equations with finite delay and a convex control domain. The corresponding adjoint…
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…
We consider the problem of optimal multi-modes switching in finite horizon, when the state of the system, including the switching cost functions are arbitrary ($g_{ij}(t,x)\geq 0$). We show existence of the optimal strategy, and give when…
This paper studies the problem of global optimization of zero-delay source-channel codes that map between the source space and the channel space, under a given transmission power constraint and for the mean square error distortion.…
Motivated by video coding applications, the problem of sequential coding of correlated sources with encoding and/or decoding frame-delays is studied. The fundamental tradeoffs between individual frame rates, individual frame distortions,…