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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Model-Guided Data Driven Extremum Seeking Control
模型引导 数据驱动 极值 控制
2023/5/5
Extremum seeking control(ESC)is a class of data-driven optimization algorithms which can drive the output of an unknown dynamic system to its optimal value with respect to some cost function by using ...
Control of the multiclass G/G/1 queue in the moderate deviation regime
Risk-sensitive control large deviations moderate deviations differential games multi-class single-server queue
2012/5/24
A multi-class single-server system with general service time distributions is studied in a moderate deviation heavy traffic regime. In the scaling limit, an optimal control problem associated with the...
Small Noise Asymptotics for Invariant Densities for a Class of Diffusions: A Control Theoretic View (with Erratum)
diffusions invariant density small noise limit Hamilton-Jacobi equation viscosity solution
2011/9/2
Abstract: The uniqueness argument in the proof of Theorem 5, p. 483, of "Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view, J. Math. Anal. and Appl. (...
Stochastic Control of Event-Driven Feedback in Multi-Antenna Interference Channels
Stochastic Control of Event-Driven Feedback Multi-Antenna Interference Channels
2011/2/22
Spatial interference avoidance is a simple and effective way of mitigating interference in multi-antenna wireless networks.
Price decomposition in large-scale stochastic optimal control
Stochastic optimal control Decomposition methods
2011/1/20
We are interested in optimally driving a dynamical system that can be influenced by exogenous noises. This is generally called a Stochastic Optimal Control (SOC) problem and the Dynamic Programming (D...
An Exponential Model for Treatment Effects Without a Control Group
Controlled clinical trials exponential probability distribution
2010/2/26
It may be desirable to estimate the behaviour of a pair of random variables and their functions through the information acquired by utilizing only one of them and its functions. In this work, such an ...