2026-09-19T13:05:11Z https://www.ideals.illinois.edu/oai-pmh

oai:www.ideals.illinois.edu:2142/72985 2023-07-11 col_2142_5131 col_2142_8800 col_2142_8888 com_2142_5130 com_2142_5132 com_2142_8887 com_2142_234

Raginsky, Maxim Shafieepoorfard, Ehsan 2015-01-21T19:55:22Z 2015-01-21T19:55:22Z 2017-01-22T10:15:25Z 2014-12 2015-01-21 2014-12 This thesis poses a general model for optimal control subject to information constraint, motivated in part by recent work on information-constrained decision-making by economic agents. In the average-cost optimal control framework, the general model introduced in this paper reduces to a variant of the linear-programming representation of the average-cost optimal control problem, subject to an additional mutual information constraint on the randomized stationary policy. The resulting in nite-dimensional convex program admits a decomposition based on the Bellman error, which is the subject of study in approximate dynamic programming. Later, we apply the general theory to an information-constrained variant of the scalar Linear-Quadratic-Gaussian (LQG) control problem. We give an upper bound on the optimal steady-state value of the quadratic performance objective and present explicit constructions of controllers that achieve this bound. We show that the obvious certainty-equivalent control policy is suboptimal when the information constraints are very severe, and propose another policy that performs better in this low-information regime. In the two extreme cases of no information (open-loop) and perfect information, these two policies coincide with the optimum. Item withdrawn by Laura Spradlin (lspradl2@illinois.edu) on 2014-08-04T14:14:05Z Item was in collections: University of Illinois Theses & Dissertations (ID: 1) No. of bitstreams: 2 Shafieepoorfard_Ehsan.tex: 6259 bytes, checksum: d627d06e872810c2831117945ae574f1 (MD5) Shafieepoorfard_Ehsan.pdf: 453798 bytes, checksum: dedd3848ce01ddaa50b24066a24e4b50 (MD5) Made available in DSpace on 2015-01-21T19:55:22Z (GMT). No. of bitstreams: 2 Ehsan_Shafieepoorfard.pdf: 453798 bytes, checksum: dedd3848ce01ddaa50b24066a24e4b50 (MD5) Shafieepoorfard_Ehsan.tex: 6259 bytes, checksum: d627d06e872810c2831117945ae574f1 (MD5) Embargo set by: Seth Robbins for item 73174 Lift date: 2017-01-21T19:56:18Z Reason: Author requested U of Illinois access only (OA after 2yrs) in Vireo ETD system U of I Only Restriction Lifted for Item 73174 on 2017-01-22T10:15:25Z. http://hdl.handle.net/2142/72985 en Copyright 2014 Ehsan Shafieepoorfard Markov Chain Information Theory Control Limited capacity Optimization Rational inattention in control of Markov chains text Electrical & Computer Eng 1933 Electrical & Computer Engr 1200 University of Illinois at Urbana-Champaign Thesis M.S. MS:Electr & Computer Eng-UIUC 10KS1200MS