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Consider a communication network with a source, a relay and a destination. Each time interval, the source may dynamically choose between a few possible coding schemes, based on the channel state, traffic pattern and its own queue status.…

Information Theory · Computer Science 2017-02-09 Asaf Cohen , Dennis Goeckel , Omer Gurewitz , Daniel S. Menasche , Mark Shifrin

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

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,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

In this paper we consider stopping problems for continuous-time Markov chains under a general risk-sensitive optimization criterion for problems with finite and infinite time horizon. More precisely our aim is to maximize the certainty…

Probability · Mathematics 2019-07-05 Nicole Bäuerle , Anton Popp

We consider a risk-sensitive continuous-time Markov decision process over a finite time duration. Under the conditions that can be satisfied by unbounded transition and cost rates, we show the existence of an optimal policy, and the…

Optimization and Control · Mathematics 2018-11-29 Xin Guo , Qiuli Liu , Yi Zhang

A status updating system is considered in which a variable length code is used to transmit messages to a receiver over a noisy channel. The goal is to optimize the codewords lengths such that successfully-decoded messages are timely. That…

Information Theory · Computer Science 2021-02-16 Ahmed Arafa , Richard D. Wesel

We consider a transmitter-receiver pair in a slotted-time system. The transmitter observes a dynamic source and sends updates to a remote receiver through an error-free communication channel that suffers a random delay. We consider two…

Information Theory · Computer Science 2025-12-19 Yutao Chen , Anthony Ephremides

This paper deals with unconstrained discounted continuous-time Markov decision processes in Borel state and action spaces. Under some conditions imposed on the primitives, allowing unbounded transition rates and unbounded (from both above…

Optimization and Control · Mathematics 2011-03-02 Alexey Piunovskiy , Yi Zhang

In this paper, we study Two-way relaying networks well-known for its throughput merits. In particular, we study the fundamental throughput delay trade-off in two-way relaying networks using opportunistic network coding. We characterize the…

Information Theory · Computer Science 2015-02-11 Maha Zohdy , Tamer ElBatt , Mohamed Nafie

We analyze the infinite horizon minimax average cost Markov Control Model (MCM), for a class of controlled process conditional distributions, which belong to a ball, with respect to total variation distance metric, centered at a known…

Optimization and Control · Mathematics 2015-12-22 Ioannis Tzortzis , Charalambos D. Charalambous , Themistoklis Charalambous

In this work, we investigate the optimal control problem for continuous-time Markov decision processes with the random impact of the environment. We provide conditions to show the existence of optimal controls under finite-horizon criteria.…

Optimization and Control · Mathematics 2020-06-23 Jinghai Shao , Kun Zhao

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…

Information Theory · Computer Science 2016-11-15 Emrah Akyol , Kumar Viswanatha , Kenneth Rose , Tor Ramstad

This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. It is known that these problems are related to certain infinite-dimensional linear programming…

Optimization and Control · Mathematics 2023-04-26 Ilya Shvartsman

This paper focuses on the information freshness of finite-state Markov sources, using the uncertainty of information (UoI) as the performance metric. Measured by Shannon's entropy, UoI can capture not only the transition dynamics of the…

Information Theory · Computer Science 2023-04-25 Gongpu Chen , Soung Chang Liew

Models of many real-life applications, such as queuing models of communication networks or computing systems, have a countably infinite state-space. Algorithmic and learning procedures that have been developed to produce optimal policies…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Saghar Adler , Vijay Subramanian

In this paper, we propose a new policy iteration algorithm to compute the value function and the optimal controls of continuous time stochastic control problems. The algorithm relies on successive approximations using linear-quadratic…

Optimization and Control · Mathematics 2024-09-09 Dylan Possamaï , Ludovic Tangpi

The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…

Machine Learning · Computer Science 2025-03-21 Soumyajit Guin , Shalabh Bhatnagar

We investigate the combination between causal/zero-delay source coding and information-theoretic secrecy. Two source coding models with secrecy constraints are considered. We start by considering zero-delay perfectly secret lossless…

Information Theory · Computer Science 2013-11-20 Yonatan Kaspi , Neri Merhav

We present discrete-time approximation of optimal control policies for infinite horizon discounted/ergodic control problems for controlled diffusions in $\Rd$\,. In particular, our objective is to show near optimality of optimal policies…

Optimization and Control · Mathematics 2025-02-11 Somnath Pradhan , Serdar Yuksel

It is well known that for any finite state Markov decision process (MDP) there is a memoryless deterministic policy that maximizes the expected reward. For partially observable Markov decision processes (POMDPs), optimal memoryless policies…

Optimization and Control · Mathematics 2016-02-16 Guido Montufar , Keyan Ghazi-Zahedi , Nihat Ay