This monograph presents a new framework for learning-based control synthesis of
continuous-time dynamical systems with unknown dynamics. The new design paradigm …

Risk-sensitive control has received considerable interest since the seminal work of Howard
and Matheson (Howard and Matheson, 1971/72) because of its ability to account for …

It is well-known that Control Theory was founded by N. Wiener in 1948 ([349]). After that, this
theory was greatly extended to various complicated setting and widely used in sciences and …

This book gives an exposition of the principal concepts and results related to second order
elliptic and parabolic equations for measures, the main examples of which are Fokker …

Now back in print by the AMS, this is a significantly revised edition of a book originally
published in 1987 by Academic Press. This book gives the reader an introduction to the …

We study policy gradient (PG) for reinforcement learning in continuous time and space
under the regularized exploratory formulation developed by Wang et al.(2020). We …

In this paper, we propose a novel joint trajectory and communication scheduling scheme for
multiple unmanned aerial vehicles (UAVs) enabled wireless caching networks. To exploit …

We establish a general result on the existence and uniqueness of a quasi-stationary
distribution D of a strongly Feller Markov process. Xt; t 0/killed when it exits a domain D …

In many areas of applied mathematics, decentralization of information is a ubiquitous
attribute affecting how to approach a stochastic optimization, decision and estimation, or …

Thermodynamics is a physical branch of science that governs the thermal behavior of
dynamical systems, from those as simple as refrigerators to those as complex as our …