相关论文: Value of Information in Feedback Control: Global O…

In this paper we study an optimization problem in which the control is information, more precisely, the control is a $\sigma$-algebra or a filtration. In a dynamic setting, we establish the dynamic programming principle and the law…

In this chapter, we investigate the value of information as a more comprehensive instrument than the age of information for optimally shaping the information flow in a networked control system. In particular, we quantify the value of…

Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for…

In order to transmit biochemical signals, biological regulatory systems dissipate energy with concomitant entropy production. Additionally, signaling often takes place in challenging environmental conditions. In a simple model regulatory…

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…

Starting from the Avellaneda-Stoikov framework, we consider a market maker who wants to optimally set bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders she receives depend not only on…

Autonomous exploration in mobile robotics often involves a trade-off between two objectives: maximizing environmental coverage and minimizing the total path length. In the widely used information gain paradigm, exploration is guided by the…

Individualized treatment rules (ITRs) have gained significant attention due to their wide-ranging applications in fields such as precision medicine, ridesharing, and advertising recommendations. However, when ITRs are influenced by…

We consider a slotted-time system with a transmitter-receiver pair. In the system, a transmitter observes a dynamic source and sends updates to a remote receiver through a communication channel. We assume that the channel is error-free but…

Although resource-limited networked autonomous systems must be able to efficiently and effectively accomplish tasks, better conservation of resources often results in worse task performance. We specifically address the problem of finding…

This work presents a distributed estimation algorithm that efficiently uses the available communication resources. The approach is based on Bayesian filtering that is distributed across a network by using the logarithmic opinion pool…

Networked control strategies based on limited information about the plant model usually results in worse closed-loop performance than optimal centralized control with full plant model information. Recently, this fact has been established by…

We consider a discrete-time linear quadratic Gaussian networked control setting where the (full information) observer and controller are separated by a fixed-rate noiseless channel. The minimal rate required to stabilize such a system has…

A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…

Fundamental limits on the performance of feedback controllers are essential for benchmarking algorithms, guiding sensor selection, and certifying task feasibility -- yet few general-purpose tools exist for computing them. Existing…

Demand side management has gained increasing importance as the penetration of renewable energy grows. Based on a Markov jump process modelling of a group of thermostatic loads, this paper proposes a two level feedback system design between…

Finite-time optimal feedback control for flow networks under information constraints is studied. By utilizing the framework of multi-parametric linear programming, it is demonstrated that when cost/constraints can be modeled or approximated…

In this article, we establish a comprehensive theoretical framework for remote estimation in a networked system composed of a source that is observed by a sensor, a remote monitor that needs to estimate the state of the source in real time,…

This paper characterizes the fundamental trade-off between throughput and Age of Information (AoI) in wireless networks where multiple devices transmit status updates to a central base station over unreliable channels. To address the…

We consider an optimal stopping problem with n correlated offers where the goal is to design a (randomized) stopping strategy that maximizes the expected value of the offer in the sequence at which we stop. Instead of assuming to know the…