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In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…

Optimization and Control · Mathematics 2021-07-21 Nicole Bäuerle , Dirk Lange

The paper provides an overview of the theory and applications of risk-sensitive Markov decision processes. The term 'risk-sensitive' refers here to the use of the Optimized Certainty Equivalent as a means to measure expectation and risk.…

Risk Management · Quantitative Finance 2025-09-23 Nicole Bäuerle , Anna Jaśkiewicz

We consider zero-delay single-user and multi-user source coding with average distortion constraint and decoder side information. The zero-delay constraint translates into causal (sequential) encoder and decoder pairs as well as the use of…

Information Theory · Computer Science 2013-01-03 Yonatan Kaspi , Neri Merhav

An encoder, subject to a rate constraint, wishes to describe a Gaussian source under squared error distortion. The decoder, besides receiving the encoder's description, also observes side information consisting of uncompressed source symbol…

Information Theory · Computer Science 2013-05-10 Chris T. K. Ng , Chao Tian , Andrea J. Goldsmith , Shlomo Shamai

We study the rate-cost tradeoff in rate-limited control of general stochastic control systems, including nonlinear systems, over a finite horizon. At each time step, an encoder observes the state and transmits a description to a controller,…

Information Theory · Computer Science 2026-04-23 Eray Unsal Atay , Venkat Chandrasekaran , Victoria Kostina

A decision maker records measurements of a finite-state Markov chain corrupted by noise. The goal is to decide when the Markov chain hits a specific target state. The decision maker can choose from a finite set of sampling intervals to pick…

Optimization and Control · Mathematics 2012-08-17 Vikram Krishnamurthy

For reliable transmission across a noisy communication channel, classical results from information theory show that it is asymptotically optimal to separate out the source and channel coding processes. However, this decomposition can fall…

Machine Learning · Computer Science 2019-05-15 Kristy Choi , Kedar Tatwawadi , Aditya Grover , Tsachy Weissman , Stefano Ermon

We study the following semi-deterministic setting of the joint source-channel coding problem: a deterministic source sequence (a.k.a. individual sequence) is transmitted via a memoryless channel, using delay-limited encoder and decoder,…

Information Theory · Computer Science 2021-09-29 Neri Merhav

Renewal processes are broadly used to model stochastic behavior consisting of isolated events separated by periods of quiescence, whose durations are specified by a given probability law. Here, we identify the minimal sufficient statistic…

Statistical Mechanics · Physics 2023-07-19 Sarah Marzen , James P. Crutchfield

With the rise of critical machine-to-machine applications, next generation wireless communication systems must be designed with strict constraints on the latency and reliability. A key question in this context relates to channel state…

Information Theory · Computer Science 2017-06-06 Sebastian Schiessl , Hussein Al-Zubaidy , Mikael Skoglund , James Gross

This paper considers the problem of channel coding with a given (possibly suboptimal) maximum-metric decoding rule. A cost-constrained random-coding ensemble with multiple auxiliary costs is introduced, and is shown to achieve error…

Information Theory · Computer Science 2014-03-05 Jonathan Scarlett , Alfonso Martinez , Albert Guillén i Fàbregas

Mobile-edge computing (MEC) emerges as a promising paradigm to improve the quality of computation experience for mobile devices. Nevertheless, the design of computation task scheduling policies for MEC systems inevitably encounters a…

Information Theory · Computer Science 2016-11-15 Juan Liu , Yuyi Mao , Jun Zhang , Khaled B. Letaief

We consider a multi-process remote estimation system observing $K$ independent Ornstein-Uhlenbeck processes. In this system, a shared sensor samples the $K$ processes in such a way that the long-term average sum mean square error (MSE) is…

Information Theory · Computer Science 2022-09-23 Karim Banawan , Ahmed Arafa , Karim G. Seddik

Learning, prediction, and compression are intimately connected: a model that accurately predicts the next symbol in a sequence can be coupled with a source coder to compress that sequence near its information-theoretic limit. When tokenized…

Information Theory · Computer Science 2026-05-05 Vishnu Teja Kunde , Jean-Francois Chamberland , Krishna R. Narayanan , Jamison Ebert

Optimal control synthesis in stochastic systems with respect to quantitative temporal logic constraints can be formulated as linear programming problems. However, centralized synthesis algorithms do not scale to many practical systems. To…

Systems and Control · Computer Science 2015-03-26 Jie Fu , Shuo Han , Ufuk Topcu

We propose computationally efficient encoders and decoders for lossy compression using a Sparse Regression Code. The codebook is defined by a design matrix and codewords are structured linear combinations of columns of this matrix. The…

Information Theory · Computer Science 2014-05-20 Ramji Venkataramanan , Tuhin Sarkar , Sekhar Tatikonda

This paper investigates methods for estimating the optimal stochastic control policy for a Markov Decision Process with unknown transition dynamics and an unknown reward function. This form of model-free reinforcement learning comprises…

Machine Learning · Computer Science 2019-12-06 Brandon Trabucco , Albert Qu , Simon Li , Ganeshkumar Ashokavardhanan

Joint optimization of scheduling and estimation policies is considered for a system with two sensors and two non-collocated estimators. Each sensor produces an independent and identically distributed sequence of random variables, and each…

Systems and Control · Electrical Eng. & Systems 2019-08-19 Marcos M. Vasconcelos , Mukul Gagrani , Ashutosh Nayyar , Urbashi Mitra

We consider the problem of erasure/list decoding using certain classes of simplified decoders. Specifically, we assume a class of erasure/list decoders, such that a codeword is in the list if its likelihood is larger than a threshold. This…

Information Theory · Computer Science 2016-11-17 Nir Weinberger , Neri Merhav

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
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