Risk-sensitive optimal control for Markov decision processes with monotone cost

The existence of an optimal feedback law is established for the risk-sensitive optimal control problem with denumerable state space. The main assumptions imposed are irreducibility and a near monotonicity condition on the one-step cost function. A solution can be found constructively using either value iteration or policy iteration under suitable conditions on initial feedback law.

Topology-Guided Tessellation Of Quadratic Elements

Topology-based methods have been successfully used for the analysis and visualization of piecewise-linear functions defined on triangle meshes. This paper describes a mechanism for extending these methods to piecewise-quadratic functions defined on triangulations of surfaces. Each triangular patch is tessellated into monotone regions, so that existing algorithms for computing topological representations of piecewise-linear functions may be applied directly to the piecewise-quadratic function. In particular, the tessellation is used for computing the Reeb graph, a topological data structure that provides a succinct representation of level sets of the function.

An exponential stability criterion for certain nonlinear systems

Improved sufficient conditions are derived for the exponential stability of a nonlinear time varying feedback system having a time invariant blockG in the forward path and a nonlinear time varying gain ϕ(.)k(t) in the feedback path. φ(.) being an odd monotone nondecreasing function. The resulting bound on is less restrictive than earlier criteria.

An exponential stability criterion for certain nonlinear systems

Improved sufficient conditions are derived for the exponential stability of a nonlinear time varying feedback system having a time invariant blockG in the forward path and a nonlinear time varying gain ϕ(.)k(t) in the feedback path. φ(.) being an odd monotone nondecreasing function. The resulting bound on $$\left( {{{\frac{{dk}}{{dt}}} \mathord{\left/ {\vphantom {{\frac{{dk}}{{dt}}} k}} \right. \kern-\nulldelimiterspace} k}} \right)$$ is less restrictive than earlier criteria.

Compact AM Signals for Maximum Clutter Rejection

The transmitted signal is assumed to consist of a close succession of rectangular pulses of equal width. A matched filter scheme is employed and a theory is developed for a computer-aided optimization of the envelope of monotone compact signals for maximum rejection of dense clutter of any given distribution in range. Specific results are presented and indeterminate cases are discussed.

L2-Stability Of A Class Of Nonlinear-Systems

Sufficient conditions are given for the L2-stability of a class of feedback systems consisting of a linear operator G and a nonlinear gain function, either odd monotone or restricted by a power-law, in cascade, in a negative feedback loop. The criterion takes the form of a frequency-domain inequality, Re[1 + Z(jω)] G(jω) δ > 0 ω ε (−∞, +∞), where Z(jω) is given by, Z(jω) = β[Y1(jω) + Y2(jω)] + (1 − β)[Y3(jω) − Y3(−jω)], with 0 β 1 and the functions y1(·), y2(·) and y3(·) satisfying the time-domain inequalities, ∝−∞+∞¦y1(t) + y2(t)¦ dt 1 − ε, y1(·) = 0, t < 0, y2(·) = 0, t > 0 and ε > 0, and , c2 being a constant depending on the order of the power-law restricting the nonlinear function. The criterion is derived using Zames' passive operator theory and is shown to be more general than the existing criteria

Optimal polygon placement by translation

Let M be an m-sided simple polygon and N be an n-sided polygon with holes. In this paper we consider the problem of computing the feasible region, i.e., the set of all placements by translation of M so that M lies inside N without intersecting any hole. First we propose an O (mn(2)) time algorithm for computing the feasible region for the case when M is a monotone polygon. Then we consider the general case when M is a simple polygon and propose an O(m(2)n(2)) time algorithm for computing the feasible region. Both algorithms are optimal upto a constant factor.

On optimal timer-based distributed selection for rate-adaptive multi-user diversity systems

We develop an optimal, distributed, and low feedback timer-based selection scheme to enable next generation rate-adaptive wireless systems to exploit multi-user diversity. In our scheme, each user sets a timer depending on its signal to noise ratio (SNR) and transmits a small packet to identify itself when its timer expires. When the SNR-to-timer mapping is monotone non-decreasing, timers of users with better SNRs expire earlier. Thus, the base station (BS) simply selects the first user whose timer expiry it can detect, and transmits data to it at as high a rate as reliably possible. However, timers that expire too close to one another cannot be detected by the BS due to collisions. We characterize in detail the structure of the SNR-to-timer mapping that optimally handles these collisions to maximize the average data rate. We prove that the optimal timer values take only a discrete set of values, and that the rate adaptation policy strongly influences the optimal scheme's structure. The optimal average rate is very close to that of ideal selection in which the BS always selects highest rate user, and is much higher than that of the popular, but ad hoc, timer schemes considered in the literature.

Exact controllability of generalized Hammerstein type equation

In this article, we study the exact controllability of an abstract model described by the controlled generalized Hammerstein type integral equation $$ x(t) = int_0^t h(t,s)u(s)ds+ int_0^t k(t,s,x)f(s,x(s))ds, quad 0 leq t leq T less than infty, $$ where, the state $x(t)$ lies in a Hilbert space $H$ and control $u(t)$ lies another Hilbert space $V$ for each time $t in I=[0,T]$, $T$ greater than 0. We establish the controllability result under suitable assumptions on $h, k$ and $f$ using the monotone operator theory.

Variational approach to homogenization of doubly-nonlinear flow in a periodic structure

This work deals with the homogenization of an initial- and boundary-value problem for the doubly-nonlinear system D(t)w - del.(z) over right arrow = g(x, t, x/epsilon) (0.1) w is an element of alpha(u, x/epsilon) (0.2) (z) over right arrow is an element of (gamma) over right arrow (del u, x/epsilon) (0.3) Here epsilon is a positive parameter; alpha and (gamma) over right arrow are maximal monotone with respect to the first variable and periodic with respect to the second one. The inclusions (0.2) and (0.3) are here formulated as null-minimization principles, via the theory of Fitzpatrick MR 1009594]. As epsilon -> 0, a two-scale formulation is derived via Nguetseng's notion of two-scale convergence, and a (single-scale) homogenized problem is then retrieved. (C) 2015 Elsevier Ltd. All rights reserved.

Variational approach to homogenization of doubly-nonlinear flow in a periodic structure

This work deals with the homogenization of an initial- and boundary-value problem for the doubly-nonlinear system D(t)w - del.(z) over right arrow = g(x, t, x/epsilon) (0.1) w is an element of alpha(u, x/epsilon) (0.2) (z) over right arrow is an element of (gamma) over right arrow (del u, x/epsilon) (0.3) Here epsilon is a positive parameter; alpha and (gamma) over right arrow are maximal monotone with respect to the first variable and periodic with respect to the second one. The inclusions (0.2) and (0.3) are here formulated as null-minimization principles, via the theory of Fitzpatrick MR 1009594]. As epsilon -> 0, a two-scale formulation is derived via Nguetseng's notion of two-scale convergence, and a (single-scale) homogenized problem is then retrieved. (C) 2015 Elsevier Ltd. All rights reserved.

Asymptotic Bounds on the Power-Delay Tradeoff for Fading Point-to-Point Links From Geometric Bounds on the Stationary Distribution of the Queue Length

The optimal power-delay tradeoff is studied for a time-slotted independently and identically distributed fading point-to-point link, with perfect channel state information at both transmitter and receiver, and with random packet arrivals to the transmitter queue. It is assumed that the transmitter can control the number of packets served by controlling the transmit power in the slot. The optimal tradeoff between average power and average delay is analyzed for stationary and monotone transmitter policies. For such policies, an asymptotic lower bound on the minimum average delay of the packets is obtained, when average transmitter power approaches the minimum average power required for transmitter queue stability. The asymptotic lower bound on the minimum average delay is obtained from geometric upper bounds on the stationary distribution of the queue length. This approach, which uses geometric upper bounds, also leads to an intuitive explanation of the asymptotic behavior of average delay. The asymptotic lower bounds, along with previously known asymptotic upper bounds, are used to identify three new cases where the order of the asymptotic behavior differs from that obtained from a previously considered approximate model, in which the transmit power is a strictly convex function of real valued service batch size for every fade state.