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AUTOMATICA
2008
90views more  AUTOMATICA 2008»
13 years 5 months ago
On the infinite time solution to state-constrained stochastic optimal control problems
: For an infinite-horizon optimal control problem, the cost does not, in general, converge. The classical work-around to this problem is to introduce a discount or "forgetting...
Per Rutquist, Claes Breitholtz, Torsten Wik
CORR
2011
Springer
167views Education» more  CORR 2011»
13 years 9 days ago
Fast global convergence of gradient methods for high-dimensional statistical recovery
Many statistical M-estimators are based on convex optimization problems formed by the weighted sum of a loss function with a norm-based regularizer. We analyze the convergence rat...
Alekh Agarwal, Sahand Negahban, Martin J. Wainwrig...
CDC
2010
IEEE
139views Control Systems» more  CDC 2010»
13 years 9 days ago
Communication, convergence, and stochastic stability in self-assembly
Existing work on programmable self assembly has focused on deterministic performance guarantees--stability of desirable states. In particular, for any acyclic target graph a binary...
Michael J. Fox, Jeff S. Shamma
CDC
2010
IEEE
167views Control Systems» more  CDC 2010»
13 years 9 days ago
Numerical methods for the optimization of nonlinear stochastic delay systems, and an application to internet regulation
The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...
Harold J. Kushner
CDC
2008
IEEE
13 years 11 months ago
Effects of topology in networked systems: Stochastic methods and small worlds
— The topology of a networked control system has critical consequences for its performance. We provide first substantial examples on the effects of topology. Then we proceed to ...
John S. Baras, Pedram Hovareshti