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A dynamical system entrains to a periodic input if its state converges globally to an attractor with the same period. In particular, for a constant input the state converges to a unique equilibrium point for any initial condition. We…
We study a generalized geometric Brownian motion framework that incorporates both entries of new units and exit mechanisms for the current population, extending earlier stochastic resetting models where these rates are treated as identical.…
In this paper, we analyze the optimal management of local memory systems, using the tools of stationary point processes. We provide a rigorous setting of the problem, building upon recent work, and characterize the optimal causal policy…
In this article, we present a general methodology for control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main result of this…
This article is devoted to study stochastic lattice dynamical systems driven by a fractional Brownian motion with Hurst parameter $H\in(1/2,1)$. First of all, we investigate the existence and uniqueness of pathwise mild solutions to such…
We present methodology for estimating the stochastic intensity of a doubly stochastic Poisson process. Statistical and theoretical analyses of traffic traces show that these processes are appropriate models of high intensity traffic…
Temperature control in refrigerated delivery vehicles is critical for preserving product quality, yet existing approaches neglect critical operational uncertainties, such as stochastic door opening durations and heterogeneous initial…
State-of-the-art decentralized learning algorithms typically require the data distribution to be Independent and Identically Distributed (IID). However, in practical scenarios, the data distribution across the agents can have significant…
In this paper, a stochastic control problem under model uncertainty with general penalty term is studied. Two types of penalties are considered. The first one is of type f-divergence penalty treated in the general framework of a continuous…
This paper investigates an issue of distributed fusion estimation under network-induced complexity and stochastic parameter uncertainties. First, a novel signal selection method based on event-trigger is developed to handle network-induced…
In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…
This paper addresses the problem of scheduling tasks with different criticality levels in the presence of I/O requests. In mixed-criticality scheduling, higher criticality tasks are given precedence over those of lower criticality when it…
This paper establishes conditions for optimality of an $(s,S)$ ordering policy for the minimization of the long-term average cost of one-dimensional diffusion inventory models. The class of such models under consideration have general drift…
A group of cooperative aerial robots can be deployed to efficiently patrol a terrain, in which each robot flies around an assigned area and shares information with the neighbors periodically in order to protect or supervise it. To ensure…
The problem of stochastic deadline scheduling is considered. A constrained Markov decision process model is introduced in which jobs arrive randomly at a service center with stochastic job sizes, rewards, and completion deadlines. The…
In this paper, we address the optimal control of stochastic matching models on general graphs and single arrivals having fixed arrival rates, as introduced in \cite{MaiMoy16}. On the `N-shaped' graph, by following the dynamic programming…
We study a simple rate control scheme for a multiclass queuing network for which customers are partitioned into distinct flows that are queued separately at each station. The control scheme discards customers that arrive to the network…
We consider a Markovian single server queue with impatient customers. There is a customer abandonment cost and a holding cost for customers in the system. We consider two versions of the problem. In the first version, customers pay a reward…
A trade-off between two QoS requirements of wireless sensor networks: query waiting time and validity (age) of the data feeding the queries, is investigated. We propose a Continuous Time Markov Decision Process with a drift that trades-off…
The multiple disorder problem seeks to determine a sequence of stopping times which are as close as possible to the unknown times of disorders at which the observation process changes its probability characteristics. We derive closed form…