Facets of a mixed-integer bilinear covering set with bounds on variables

We derive a closed form description of the convex hull of mixed-integer bilinear covering set with bounds on the integer variables. This convex hull description is determined by considering some orthogonal disjunctive sets defined in a certain way. This description does not introduce any new variables, but consists of exponentially many inequalities. An extended formulation with a few extra variables and much smaller number of constraints is presented. We also derive a linear time separation algorithm for finding the facet defining inequalities of this convex hull. We study the effectiveness of the new inequalities and the extended formulation using some examples

Optimal Control Strategies in Delayed Sharing Information Structures

The $n$-step delayed sharing information structure is investigated. This information structure comprises of $K$ controllers that share their information with a delay of $n$ time steps. This information structure is a link between the classical information structure, where information is shared perfectly between the controllers, and a non-classical information structure, where there is no "lateral" sharing of information among the controllers. Structural results for optimal control strategies for systems with such information structures are presented. A sequential methodology for finding the optimal strategies is also derived. The solution approach provides an insight for identifying structural results and sequential decomposition for general decentralized stochastic control problems.Comment: Sumbitted to IEEE Transactions on automatic contro

Critical Collapse of Einstein Cluster

We observe critical phenomena in spherically symmetric gravitational collapse of Einstein Cluster. We show analytically that the collapse evolution ends either in formation of a black hole or in dispersal depending on the values of initial parameters which characterize initial density and angular momentum of the collapsing cloud. Near the threshold of black hole formation, we obtain scaling relation for the mass of the black hole and find the critical exponent value to be 3/2. We numerically confirm that there exist wide ranges of initial parameter values around the critical configuration for which the model remains shell-crossing free.Comment: Accepted for publication in Prog. Theor. Phy

A relaxed technical assumption for posterior sampling-based reinforcement learning for control of unknown linear systems

We revisit the Thompson sampling algorithm to control an unknown linear quadratic (LQ) system recently proposed by Ouyang et al (arXiv:1709.04047). The regret bound of the algorithm was derived under a technical assumption on the induced norm of the closed loop system. In this technical note, we show that by making a minor modification in the algorithm (in particular, ensuring that an episode does not end too soon), this technical assumption on the induced norm can be replaced by a milder assumption in terms of the spectral radius of the closed loop system. The modified algorithm has the same Bayesian regret of $\tilde{\mathcal{O}}(\sqrt{T})$, where $T$ is the time-horizon and the $\tilde{\mathcal{O}}(\cdot)$ notation hides logarithmic terms in~$T$

A Structural Result for Delayed Sharing Information Structures

Abstract-The n-step delayed sharing information structure is investigated. This information structure is a link between the classical information structure, where information is shared perfectly among the controllers, and a non-classical information structure, where there is no "lateral" sharing of information among the controllers. A structural result for optimal control policies in systems with such information structures is presented. A methodology for sequentially finding optimal policies is also established. The solution approach provides an insight for identifying structural results for general decentralized stochastic control problems