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We consider the downlink of a multi-cell massive MIMO system suffering from asymptotic rate saturation due to pilot contamination. As opposed to treating pilot contamination interference as noise (TIN), we study the performance of decoding…
Wireless networked control systems for the Industrial Internet of Things (IIoT) require low latency communication techniques that are very reliable and resilient. In this paper, we investigate a coding-free control method to achieve…
European energy markets are decentralized and entail balance responsibility of each market player. This stresses the importance of imbalance management of renewable energy sources (RES), as the imbalance payments can strongly reduce their…
This paper considers the impact of external noise sources, including interfering transmitters, on a diffusive molecular communication system, where the impact is measured as the number of noise molecules expected to be observed at a passive…
In order to reduce light pollution we have to reduce the overall amount of artificial light emissions. This is a consequence of the basic rules governing the propagation of light in the terrestrial environment. In this work I revisit the…
In this paper we propose a dynamic model of Limit Order Book (LOB). The main feature of our model is that the shape of the LOB is determined endogenously by an expected utility function via a competitive equilibrium argument. Assuming zero…
This paper presents a framework to solve the strategic bidding problem of participants in an electricity market cleared by employing the full AC Optimal Power Flow (ACOPF) problem formulation. Traditionally, the independent system operators…
Smog, as a form of air pollution, poses as a serious problem to the environment, health, and economy of the world[1-4] . Previous studies on smog mostly focused on the components and the effects of smog [5-10]. However, as the smog happens…
A new stochastic control problem of population dynamics under partial observation is formulated and analyzed both mathematically and numerically, with an emphasis on environmental and ecological problems. The decision-maker can only…
In this paper, we investigate the distributed optimal control problem for a kind of nonlinear multi-agent systems. In particular,both the state and the system dynamic structures of each agent are private and can only be shared among…
A non-equilibrium, generally time-dependent, environment whose form is deduced by optimal learning control is shown to provide a means for incoherent manipulation of quantum systems. Incoherent control by the environment (ICE) can serve to…
The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…
We consider a utility maximization problem for an investment-consumption portfolio when the current utility depends also on the wealth process. Such kind of problems arise, e.g., in portfolio optimization with random horizon or with random…
We discuss a class of debt management problems in a stochastic environment model. We propose a model for the debt-to-GDP (Gross Domestic Product) ratio where the government interventions via fiscal policies affect the public debt and the…
The concept of percolation is combined with a self-consistent treatment of the interaction between the dynamics on a lattice and the external drive. Such a treatment can provide a mechanism by which the system evolves to criticality without…
We consider the phenomenon of spectral pollution arising in calculation of spectra of self-adjoint operators by projection methods. We suggest a strategy of dealing with spectral pollution by using the so-called second order relative…
We consider a zero-sum stochastic differential controller-and-stopper game in which the state process is a controlled diffusion evolving in a multi-dimensional Euclidean space. In this game, the controller affects both the drift and the…
The electromagnetic (EM) features of reconfigurable intelligent surfaces (RISs) fundamentally determine their operating principles and performance. Motivated by these considerations, we study a single-input single-output (SISO) system in…
With the deregulation of power industry, large power users can buy electricity directly from power producers. For trades between different regional markets, it is necessary to research on the method to find the cheapest route for power…
This paper proposes a new framework to model control systems in which a dynamic friction occurs. The model consists in a controlled differential inclusion with a discontinuous right hand side, which still preserves existence and uniqueness…