We extend stochastic network optimization theory to treat networks with arbitrary sample paths for arrivals, channels, and mobility. The network can experience unexpected link or n...
The usage of network resources by content providers is commonly governed by Service Level Agreements (SLA) between the content provider and the network service provider. Resource ...
— Motivated by some crowd motion models in the presence of noise, we consider an optimal control problem governed by the Fokker-Planck equation. We sketch optimality conditions b...
This paper studies the input design problem for system identification where time domain constraints have to be considered. A finite Markov chain is used to model the input of the s...
A geometric derivation of numerical integrators for optimal control problems is proposed. It is based in the classical technique of generating functions adapted to the special fea...