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We consider a class of optimal control problems, with finite or infinite horizon, for a continuous-time Markov chain with finite state space. In this case, the control process affects the transition rates. We suppose that the controlled…

Optimization and Control · Mathematics 2026-02-19 Fulvia Confortola , Marco Fuhrman

In this paper, a stochastic dynamic control strategy is presented to prevent the spread of an infection over a homogeneous network. The infectious process is persistent, i.e., it continues to contaminate the network once it is established.…

Systems and Control · Electrical Eng. & Systems 2020-12-02 Jalal Arabneydi , Amir G. Aghdam

In this paper, we propose a systematic solution to the problem of cross-layer optimization for delay-sensitive media transmission over time-varying wireless channels as well as investigate the structures and properties of this solution,…

Multimedia · Computer Science 2009-05-27 Fangwen Fu , Mihaela van der Schaar

In this work, we consider the optimal portfolio selection problem under hard constraints on trading volume amounts when the dynamics of the risky asset returns are governed by a discrete-time approximation of the Markov-modulated geometric…

Portfolio Management · Quantitative Finance 2014-10-07 Vladimir Dombrovskii , Tatyana Obyedko

In this paper, we consider the dynamic power control for delay-aware D2D communications. The stochastic optimization problem is formulated as an infinite horizon average cost Markov decision process. To deal with the curse of…

Information Theory · Computer Science 2015-04-09 Wei Wang , Fan Zhang , Vincent K. N. Lau

This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…

Optimization and Control · Mathematics 2022-06-07 Hyeong Soo Chang

Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing the return time entropy of a Markov chain, subject to a graph topology with travel times and stationary distribution. The return time entropy…

Optimization and Control · Mathematics 2018-05-29 Xiaoming Duan , Mishel George , Francesco Bullo

We propose a novel, tractable latent state inference scheme for Markov jump processes, for which exact inference is often intractable. Our approach is based on an entropic matching framework that can be embedded into the well-known…

Machine Learning · Computer Science 2026-02-27 Yannick Eich , Bastian Alt , Heinz Koeppl

The stochastic nature of time delays and sampling intervals in Networked Control Systems poses significant challenges for controller synthesis and analysis, often leading to conservative designs and degraded performance. This work presents…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Matheus Wagner , Marcelo M. Morato , Antônio Augusto Fröhlich , Julio E. Normey-Rico

This paper extends the classical network calculus to spatial scenarios, focusing on wireless networks with differentiated services and varying transmit power levels. Building on a spatial network calculus, a prior extension of network…

Networking and Internet Architecture · Computer Science 2025-06-06 Yi Zhong , Xiaohang Zhou , Ke Feng

We propose a decentralized stochastic control solution for the broadcast message dissemination problem in wireless ad hoc networks with slow fading channels. We formulate the control problem as a dynamic robust game which is well justified…

Networking and Internet Architecture · Computer Science 2016-06-16 Vesal Hakami , Mehdi Dehghan

Among various rare events, the effective computation of transition paths connecting metastable states in a stochastic model is an important problem. This paper proposes a stochastic optimal control formulation for transition path problems…

Optimization and Control · Mathematics 2023-11-15 Yuan Gao , Jian-Guo Liu , Oliver Tse

This paper considers a transmission control problem in network-coded two-way relay channels (NC-TWRC), where the relay buffers random symbol arrivals from two users, and the channels are assumed to be fading. The problem is modeled by a…

Systems and Control · Computer Science 2013-10-30 Ni Ding , Parastoo Sadeghi , Rodney A. Kennedy

This paper is concerned with the decentralized stabilization problem for a class of uncertain large-scale systems with Markovian jump parameters. The controllers use local subsystem states and neighboring mode information to generate local…

Systems and Control · Computer Science 2013-06-26 Shan Ma , Junlin Xiong , Valery A. Ugrinovskii , Ian R. Petersen

We consider the problem of tracking the state of Gauss-Markov processes over rate-limited erasure-prone links. We concentrate first on the scenario in which several independent processes are seen by a single observer. The observer maps the…

Information Theory · Computer Science 2018-05-24 Anatoly Khina , Victoria Kostina , Ashish Khisti , Babak Hassibi

We consider adapting the transmission rate to maximize the goodput, i.e., the amount of data transmitted without error, over a continuous Markov flat-fading wireless channel. In particular, we consider schemes in which transmitter channel…

Information Theory · Computer Science 2009-03-25 Rohit Aggarwal , Philip Schniter , C. Emre Koksal

We develop delay-compensating feedback laws for linear switched systems with time-dependent switching. Because the future values of the switching signal, which are needed for constructing an exact predictor-feedback law, may be unavailable…

Systems and Control · Electrical Eng. & Systems 2026-01-19 Andreas Katsanikakis , Nikolaos Bekiaris-Liberis

This paper studies the trajectory optimization problem in a scenario where a single rotary-wing UAV acts as a relay of data payloads for downlink transmission requests generated randomly by two ground nodes (GNs) in a wireless network. The…

Information Theory · Computer Science 2019-08-23 Matthew Bliss , Nicolò Michelusi

This paper addresses the mean-square optimal control problem for \a class of discrete-time linear systems with a quasi-colored control-dependent multiplicative noise via output feedback. The noise under study is novel and shown to have…

Systems and Control · Electrical Eng. & Systems 2021-09-06 Junhui Li , Jieying Lu , Weizhou Su

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead