We study a class of Markovian optimal stochastic control problems in which the controlled process Z is constrained to satisfy an a.s. constraint Z (T) G Rd+1 P - a.s. at some fi...
Abstract— In this paper, we consider a discrete-time stochastic system, where sensor measurements are sent over a network to the controller. The design objective is a non-classic...
Abstract--We consider the problem of setting the uplink signalto-noise-and-interference (SINR) target and allocating transmit powers for mobile stations in multicell spatial multip...
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
Deterministic optimization approaches have been well developed and widely used in the process industry to accomplish off-line and on-line process optimization. The challenging tas...