Averaging is often used in ordinary differential equations when dealing with fast periodic phenomena. It is shown here that it can be used efficiently in optimal control. As the period tends to zero, a limit or "averaged" problem is defined. The open loop optimal control of the limit problem induces a cost which is optimal up to the second order when evaluated through the original dynamics. The...

Many applications require solving non-linear control problems that are classically not well behaved. This paper develops a simple and efficient chattering algorithm that learns near optimal decision policies through an open-loop feedback strategy. The optimal control problem reduces to a series of linear optimization programs that can be easily solved to recover a relaxed optimal trajectory. Th...

We consider the problem of quickest detection of an intrusion using a sensor network, keeping only a minimal number of sensors active. By using a minimal number of sensor devices, we ensure that the energy expenditure for sensing, computation and communication is minimized (and the lifetime of the network is maximized). We model the intrusion detection (or change detection) problem as a Markov ...

This paper presents an asymptotic analysis of a stochastic manufaturing system consisting of parallel machines subject to breakdown and repair and facing a constant demand, as the rates of change of the machine states approach in nity. This situation gives rise to a limiting problem in which the stochastic machine availability is replaced by its equilibrium mean availability. The long-run avera...

Oversampled pyramid decompositions have been successfully applied to scalable video coding. Quantization noise feedback at the encoder (\closed-loop coding") has several advantages compared to \open-loop coding" where noise feedback is not included. Finding optimal bit allocations for closed-loop coders is a complex task since the rate-distortion (R D) performance of one quantizer depends on th...