Related papers: Delayed switching identities and multi-marginal so…
In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local…
The need for scalable numerical solutions has motivated the development of asynchronous parallel algorithms, where a set of nodes run in parallel with little or no synchronization, thus computing with delayed information. This paper studies…
In this paper, we investigate the multi-marginal Schrodinger bridge (MSB) problem whose marginal constraints are marginal distributions of a stochastic differential equation (SDE) with a constant diffusion coefficient, and with time…
This paper presents consideration of the Semi-Relaxed Sinkhorn (SR-Sinkhorn) algorithm for the semi-relaxed optimal transport (SROT) problem, which relaxes one marginal constraint of the standard OT problem. For evaluation of how the…
The stability of functional differential equations under delayed feedback is investigated near a Hopf bifurcation. Necessary and sufficient conditions are derived for the stability of the equilibrium solution using averaging theory. The…
We develop a new generalized coupling approach to the study of stochastic delay equations with H\"older continuous coefficients, for which analytical PDE-based methods are not available. We prove that such equations possess unique weak…
We study the optimal investment stopping problem in both continuous and discrete case, where the investor needs to choose the optimal trading strategy and optimal stopping time concurrently to maximize the expected utility of terminal…
Most modern control systems are switched, meaning they have continuous as well as discrete decision variables. Switched systems often have constraints called dwell-time constraints (e.g., cycling constraints in a heat pump) on the switching…
We consider the problem of selecting the best variable-value strategy for solving a given problem in constraint programming. We show that the recent Embarrassingly Parallel Search method (EPS) can be used for this purpose. EPS proposes to…
Stacked intelligent surfaces (SIS)s have been proposed recently as an enabling technology for Holographic Multiple Input Multiple Output (HMIMO) and Ultra-massive MIMO (umMIMO) technologies. Their utility can extend beyond spatial…
We consider the modeling, stability analysis and controller design problems for discrete-time LTI systems with state feedback, when the actuation signal is subject to switching propagation delays, due to e.g. the routing in a multi-hop…
This paper introduces a new method to tackle the issue of the almost sure convergence of stochastic approximation algorithms defined from a differential inclusion. Under the assumption of slowly decaying step-sizes, we establish that the…
In this paper, we study the simultaneous stability problem of a finite number of locally inter-connected linear subsystems under practical constraints, including asynchronous and aperiodic sampling, time-varying delays, and measurement…
In this paper, we consider the optimal stopping problem on semi-Markov processes (SMPs) with finite horizon, and aim to establish the existence and computation of optimal stopping times. To achieve the goal, we first develop the main…
This work proposes a new procedure for the stabilization of time-delay systems using Static Output Feedback (SOF) control. A previous convex optimization approach to SOF for Ordinary Differential Equations (ODEs) is extended to time-delay…
We introduce the map representation of a time-delayed system in the presence of delay time modulation. Based on this representation, we find the method by which to analyze the stability of that kind of a system. We apply this method to a…
We consider a type of optimal switching problems with non-uniform execution delays and ramping. Such problems frequently occur in the operation of economical and engineering systems. We first provide a solution to the problem by applying a…
We solve a linear quadratic optimal control problem for sampled-data systems with stochastic delays. The delays are stochastically determined by the last few delays. The proposed optimal controller can be efficiently computed by iteratively…
The standard formulation of Markov decision processes (MDPs) assumes that the agent's decisions are executed immediately. However, in numerous realistic applications such as robotics or healthcare, actions are performed with a delay whose…
We solve the Skorokhod embedding problem for a class of Gaussian processes including Brownian motion with non-linear drift. Our approach relies on solving an associated strongly coupled system of Forward Backward Stochastic Differential…