Related papers: Beyond Gaussian Assumptions: A General Fractional …

In this paper, a novel three-dimensional (3D) space-time-frequency (STF) non-stationary geometry-based stochastic model (GBSM) is proposed for the sixth generation (6G) terahertz (THz) wireless communication systems. The proposed THz…

We address finding the semi-global solutions to optimal feedback control and the Hamilton--Jacobi--Bellman (HJB) equation. Using the solution of an HJB equation, a feedback optimal control law can be implemented in real-time with minimum…

In this paper, a pervasive wireless channel modeling theory is first proposed, which uses a unified channel modeling method and a unified equation of channel impulse response (CIR), and can integrate important channel characteristics at…

We use a rough path-based approach to investigate the degeneracy problem in the context of pathwise control. We extend the framework developed in arXiv:1902.05434 to treat admissible controls from a suitable class of H\"older continuous…

We consider a stochastic optimal control problem where the controller can anticipate the evolution of the driving noise over some dynamically changing time window. The controlled state dynamics are understood as a rough differential…

Terahertz (THz) communication is now being considered as one of possible technologies for the sixth generation (6G) wireless communication systems. In this paper, a novel three-dimensional (3D) space-time-frequency non-stationary…

A control theoretic approach is presented in this paper for both batch and instantaneous updates of weights in feed-forward neural networks. The popular Hamilton-Jacobi-Bellman (HJB) equation has been used to generate an optimal weight…

In this article, we first present our vision on the application scenarios, performance metrics, and potential key technologies of the sixth generation (6G) wireless communication networks. Then, 6G wireless channel measurements,…

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

The development of the sixth generation (6G) of wireless networks is bound to streamline the transition of computation and learning towards the edge of the network. Hierarchical federated learning (HFL) becomes, therefore, a key paradigm to…

A novel unified framework of geometry-based stochastic models (GBSMs) for the fifth generation (5G) wireless communication systems is proposed in this paper. The proposed general 5G channel model aims at capturing small-scale fading channel…

Stochastic optimal control problems for Hamiltonian dynamics on graphs have wide-ranging applications in mechanics and quantum field theory, particularly in systems with graph-based structures. In this paper, we establish the existence and…

Mixed optimal stopping and stochastic control problems define variational inequalities with non-linear Hamilton-Jacobi-Bellman (HJB) operators, whose numerical solution is notoriously difficult and lack of reliable benchmarks. We first use…

Computing optimal feedback controls for nonlinear systems generally requires solving Hamilton-Jacobi-Bellman (HJB) equations, which are notoriously difficult when the state dimension is large. Existing strategies for high-dimensional…

This paper introduces a new type of second order stochastic backward Hamilton-Jacobi-Bellman (HJB) equations for optimal stochastic control problems with a currently observable but non-predicable parameter process, in addition to the…

The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large classes of control problems. Unfortunately, this generality comes at a price, the calculation of such solutions is typically intractible for systems…

This paper is about operator-theoretic methods for solving nonlinear stochastic optimal control problems to global optimality. These methods leverage on the convex duality between optimally controlled diffusion processes and…

The performance evaluation of sixth generation (6G) communication systems is anticipated to be a controlled and repeatable process in the lab, which brings up the demand for wireless channel emulators. However, channel emulation for 6G…

Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the state. This is particularly true when we look at the…

Optimal control and the associated second-order path-dependent Hamilton-Jacobi-Bellman (PHJB) equation are studied for unbounded functional stochastic evolution systems in Hilbert spaces. The notion of viscosity solution without…