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Related papers: A Bivariate Dead Band Process Adjustment Policy

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Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

Methodology · Statistics 2023-10-17 Pan Zhao , Yifan Cui

We consider a production-inventory control model with finite capacity and two different production rates, assuming that the cumulative process of customer demand is given by a compound Poisson process. It is possible at any time to switch…

Optimization and Control · Mathematics 2020-08-14 Pablo Azcue , Esther Frostig , Nora Muler

Given n experiment subjects with potentially heterogeneous covariates and two possible treatments, namely active treatment and control, this paper addresses the fundamental question of determining the optimal accuracy in estimating the…

Machine Learning · Statistics 2024-11-13 Jiachun Li , David Simchi-Levi , Yunxiao Zhao

This manuscript introduces a passivity-based control methodology for fully-actuated mechanical systems with symmetric or asymmetric dead-zones. To this end, we find a smooth approximation of the inverse of the function that describes such a…

Systems and Control · Electrical Eng. & Systems 2022-11-04 Carmen Chan-Zheng , Pablo Borja , Jacquelien M. A Scherpen

This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…

Optimization and Control · Mathematics 2022-11-21 Luis Rodrigues

We consider an inventory system whose state is modeled by a L\'{e}vy process. There are two types of costs--the running costs and the inventory control costs. The running costs (also known as the holding/penalty costs) are incurred…

Optimization and Control · Mathematics 2016-09-02 Jinbiao Wu , Haolin Feng , Dacheng Yao

We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be…

Optimization and Control · Mathematics 2014-01-21 Jim Dai , Dacheng Yao

We consider the band assignment problem in dual band systems, where the base-station (BS) chooses one of the two available frequency bands (centimeter-wave and millimeter-wave bands) to communicate data to the mobile station (MS). While the…

Signal Processing · Electrical Eng. & Systems 2018-10-04 Daoud Burghal , Rui Wang , Andreas F. Molisch

In this paper we extend our recently proposed Deadzone-Adapted Disturbance Suppression (DADS) Control approach from systems with matched uncertainties to general systems in parametric strict feedback form. The DADS approach prevents gain…

Optimization and Control · Mathematics 2024-02-28 Iasson Karafyllis , Miroslav Krstic , Alexandros Aslanidis

In this paper, model predictive control (MPC) strategies are proposed for dead-beat control of linear systems with and without state and control constraints. In unconstrained MPC, deadbeat performance can be guaranteed by setting the…

Optimization and Control · Mathematics 2022-08-31 Bing Zhu

We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be…

Optimization and Control · Mathematics 2014-01-21 Jim Dai , Dacheng Yao

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

Econometrics · Economics 2020-07-10 Phillip Heiler

This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Shuhao Yan , Mark Cannon , Paul J. Goulart

We consider the impulse control of Levy processes under the infinite horizon, discounted cost criterion. Our motivating example is the cash management problem in which a controller is charged a fixed plus proportional cost for adding to or…

Probability · Mathematics 2022-06-10 Peter Lakner , Josh Reed

An off policy reinforcement learning based control strategy is developed for the optimal tracking control problem to achieve the prescribed performance of full states during the learning process. The optimal tracking control problem is…

Systems and Control · Electrical Eng. & Systems 2020-09-02 C. Li , Y. Wang , F. Liu , M. Buss

Reset control has emerged as a viable alternative to popular PID, capable of outperforming and overcoming the linear limitations. However, in motion control systems, quantization can cause severe performance degradation. This paper…

Systems and Control · Electrical Eng. & Systems 2020-11-02 Bas Kieft , S. Hassan HosseinNia , Niranjan Saikumar

This paper considers real-time control and learning problems for finite-dimensional linear systems under binary-valued and randomly disturbed output observations. This has long been regarded as an open problem because the exact values of…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Lantian Zhang , Lei Guo

In randomized trials involving multiple treatments, bivariate survival outcomes present significant analytical challenges for making decisions. This paper addresses the problem of deriving optimal individualized treatment rules to maximize…

Machine Learning · Statistics 2026-05-29 Kun Ren , Yifan Cui , Wen Su

The problem of estimating a linear functional based on observational data is canonical in both the causal inference and bandit literatures. We analyze a broad class of two-stage procedures that first estimate the treatment effect function,…

Statistics Theory · Mathematics 2022-09-28 Wenlong Mou , Martin J. Wainwright , Peter L. Bartlett

We study the control band policy arising in the context of cash balance management. A policy is specified by four parameters (d,D,U,u). The controller pushes the process up to D as soon as it goes below d and pushes down to U as soon as it…

Optimization and Control · Mathematics 2015-09-16 Kazutoshi Yamazaki
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