Related papers: Continuous-Time Channel Gain Control for Minimum-I…
This paper presents the development of a joint optimization of an automatic gain control (AGC) algorithm and a linear \textit{minimum mean square error} (MMSE) receiver for multi-user multiple input multiple output (MU-MIMO) systems with…
Disturbance observers have been attracting continuing research efforts and are widely used in many applications. Among them, the Kalman filter-based disturbance observer is an attractive one since it estimates both the state and the…
In this paper, we investigate a continuous-time linear quadratic control problem for systems with unknown matrices, where only input-output data are available. We propose an output-feedback learning framework based on a canonical nonminimal…
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.…
Model predictive control offers a powerful framework for managing constrained systems, but its repeated online optimization can become computationally prohibitive. Multiparametric programming addresses this challenge by precomputing optimal…
In this paper, we consider a varying terminal time structure for the stochastic optimal control problem under state constraints, in which the terminal time varies with the mean value of the state. In this new stochastic optimal control…
We consider singular control in inventory management under Knightian uncertainty, where decision makers have a smooth ambiguity preference over Gaussian-generated priors. We demonstrate that continuous-time smooth ambiguity is the…
In this paper, we propose a novel integrated sensing and communication (ISAC)-enabled dual-scale channel estimation framework, where large-scale channel estimation benefits from sensing, and the temporal variation of small-scale channel…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
Feedback communication is studied from a control-theoretic perspective, mapping the communication problem to a control problem in which the control signal is received through the same noisy channel as in the communication problem, and the…
We consider a collection of statistically identical two-state continuous time Markov chains (channels). A controller continuously selects a channel with the view of maximizing infinite horizon average reward. A switching cost is paid upon…
The scalar additive Gaussian noise channel has the "single crossing point" property between the minimum-mean square error (MMSE) in the estimation of the input given the channel output, assuming a Gaussian input to the channel, and the MMSE…
We investigate how to exploit intermittent feedback for interference management by studying the two-user Gaussian interference channel (IC). We approximately characterize (within a universal constant) the capacity region for the Gaussian IC…
This paper considers the maximization of information rates for the Gaussian frequency-selective interference channel, subject to power and spectral mask constraints on each link. To derive decentralized solutions that do not require any…
We look at a stochastic time-varying optimization problem and we formulate online algorithms to find and track its optimizers in expectation. The algorithms are derived from the intuition that standard prediction and correction steps can be…
We introduce a class of numerical schemes for optimal control problems based on a novel Markov chain approximation, which uses, in turn, a piecewise constant policy approximation, Euler-Maruyama time stepping, and a Gauss-Hermite…
We consider power allocation for an access-controlled transmitter with energy harvesting capability based on causal observations of the channel fading state. We assume that the system operates in a time-slotted fashion and the channel gain…
We revisit the optimal control problem of maximizing biogas production in continuous bio-processes in two directions: 1. over an infinite horizon, 2. with sub-optimal controllers independent of the time horizon. For the first point, we…
The article considers a two-level open quantum system whose dynamics is driven by a combination of coherent and incoherent controls. Coherent control enters into the Hamiltonian part of the dynamics whereas incoherent control enters into…
We introduce the two-way Gaussian interference channel in which there are four nodes with four independent messages: two-messages to be transmitted over a Gaussian interference channel in the $\rightarrow$ direction, simultaneously with…