相关论文: A Deterministic Annealing Approach to Witsenhausen…
The vector-valued extension of the famous Witsenhausen counterexample setup is studied where the encoder, i.e. the first decision maker, non-causally knows and encodes the i.i.d. state sequence and the decoder, i.e. the second decision…
We study Bayesian optimal control of a general class of smoothly parameterized Markov decision problems. Since computing the optimal control is computationally expensive, we design an algorithm that trades off performance for computational…
This paper answers a question raised by Doyle on the relevance of the Witsenhausen counterexample as a toy decentralized control problem. The question has two sides, the first of which focuses on the lack of an external channel in the…
We study control of constrained linear systems with only partial statistical information about the uncertainty affecting the system dynamics and the sensor measurements. Specifically, given a finite collection of disturbance realizations…
We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…
We present a classical algorithm to find approximate solutions to instances of quadratic unconstrained binary optimisation. The algorithm can be seen as an analogue of quantum annealing under the restriction of a product state space, where…
These lecture notes summarize various summer schools that I have given on the topic of solving inverse problems (state and parameter estimation) by combining optimally measurement observations and parametrized PDE models. After defining a…
The article poses a general model for optimal control subject to information constraints, motivated in part by recent work of Sims and others on information-constrained decision-making by economic agents. In the average-cost optimal control…
We consider a class of parameter-dependent optimal control problems of elliptic PDEs with constraints of general type on the control variable. Applying the concept of variational discretization, [4], together with techniques from the…
We propose a distributed design method for decentralized control by exploiting the underlying sparsity properties of the problem. Our method is based on chordal decomposition of sparse block matrices and the alternating direction method of…
We study the problem of the decentralized computation of entropy-regularized semi-discrete Wasserstein barycenters over a network. Building upon recent primal-dual approaches, we propose a sampling gradient quantization scheme that allows…
We propose a novel approach based on Denoising Diffusion Probabilistic Models (DDPMs) to control nonlinear dynamical systems. DDPMs are the state-of-art of generative models that have achieved success in a wide variety of sampling tasks. In…
We consider the optimal control of a PDE with random source term subject to probabilistic or almost sure state constraints. In the main theoretical result, we provide an exact formula for the Clarke subdifferential of the probability…
We study the problem of supervised linear dimensionality reduction, taking an information-theoretic viewpoint. The linear projection matrix is designed by maximizing the mutual information between the projected signal and the class label…
We focus on a particular form of network coding, reverse carpooling, in a wireless network where the potentially coded transmitted messages are to be decoded immediately upon reception. The network is fixed and known, and the system…
We present a new algorithmic paradigm for the decentralized solution of graph-structured optimization problems that arise in the estimation and control of network systems. A key and novel design concept of the proposed approach is that it…
This paper is devoted to the design and analysis of a numerical algorithm for approximating solutions of a degenerate cross-diffusion system, which models particular instances of taxis-type migration processes under local sensing…
The emergence of the Internet-of-Things and cyber-physical systems necessitates the coordination of access to limited communication resources in an autonomous and distributed fashion. Herein, the optimal design of a wireless sensing system…
The min-knapsack problem with compactness constraints extends the classical knapsack problem, in the case of ordered items, by introducing a restriction ensuring that they cannot be too far apart. This problem has applications in…
The paper is concerned with overlapping domain decomposition and exponential time differencing for the diffusion equation discretized in space by cell-centered finite differences. Two localized exponential time differencing methods are…