Control Techniques for Complex Networks
Appendix is an expanded Crash Course on Markov Chains & Stochastic Stability
Here is the original crash course
G. Wang, M. NegretePincetic, A. Kowli, E. Shafieepoorfard, S. Meyn and U. Shanbhag. Dynamic Competitive Equilibria in Electricity Markets
G. Wang, M. NegretePincetic, A. Kowli, E. Shafieepoorfard, and S. Meyn. RealTime Prices in an Entropic Grid
G. Wang, A. Kowli, M. NegretePincetic, E. Shafieepoorfard, S. Meyn and U. Shanbhag. A Control Theorist’s Perspective on Dynamic Competitive Equilibria in Electricity Markets
S. Meyn, M. NegretePincetic, G. Wang, A. Kowli, and E. Shafieepoorfard. The Value of Volatile Resources in Electricity Markets
G. Wang, U. V. Shanbhag, T. Zheng, E. Litvinov, and S. P. Meyn. A PivotBased Global Optimization Technique for Convex Hull Pricing
T. Yang, P. G. Mehta, S. P. Meyn. Feedback Particle Filter with Meanfield Coupling
S. Meyn and A. Surana. TDLearning with Exploration
P. G. Mehta and S. Meyn. Qlearning and Pontryagin’s Minimum Principle (convergence recently resolved using D. Shirodkar and S. Meyn, Quasi Stochastic Approximation)
S. Meyn, W. Chen, and D. O’Neill. Optimal Crosslayer Wireless Control Policies using TDLearning
W. Chen, D. Huang, A. Kulkarni, J. Unnikrishnan, Q. Zhu, P. Mehta, S. Meyn, and A. Wierman. Approximate Dynamic Programming using Fluid and Diffusion Approximations with Applications to Power Management
H. Yin, P. G. Mehta, S. Meyn and U. V. Shanbhag. Synchronization of Coupled Oscillators is a Game
D. Huang and S. Meyn. Feature Extraction for Universal Hypothesis Testing via Rankconstrained Optimization
R. Tomastik, S. Narayanan, A. Banaszuk, and S. Meyn. Modelbased RealTime Estimation of Building Occupancy During Emergency Egress.
S. Meyn, A. Surana, Y. Lin, S. M. Oggianu, S. Narayanan, and T. A. Frewen. A SensorUtilityNetwork Method for Estimation of Occupancy Distribution in Buildings
K. Deng, P.G. Mehta, and S.P. Meyn, An InformationTheoretic Framework to Aggregate a Markov Chain
K. Deng, P.G. Mehta, and S.P. Meyn, A SimulationBased Method for Aggregating Markov Chains
S. Meyn, A. Surana, Y. Lin, S. Narayanan, Anomaly Detection Using Projective Markov Models in a Distributed Sensor Network
K. Deng, W. Chen, P. G. Mehta, S. Meyn. Resource Pooling for Optimal Evacuation of a Large Building.
G. Mathew and S. Meyn. Shannon meets Bellman: Feature based Markovian models for detection and optimization
I.K. Cho and S.P. Meyn. Efficiency and Marginal Cost Pricing in Dynamic Competitive Markets with Friction
I.K. Cho and S.P. Meyn. A Dynamic Newsboy Model for Optimal Reserve Management in Electricity Markets.
G. Fort, S. Meyn, E. Moulines, and P. Priouret. ODE methods for skipfree Markov chain stability with applications to MCMC
D. Huang, J. Unnikrishnan, S. Meyn, V. Veeravalli, and A. Surana. Statistical SVMs for robust detection, supervised learning, and universal classification (ITW 2009).
E. Abbe, M. Médard, S. P. Meyn, and L. Zheng. Finding the Best Mismatched Detector for Channel Coding and Hypothesis Testing
C. Pandit, J. Huang, S. Meyn, M. Médard, and V. Veeravalli. Entropy, Inference, and Channel Coding (IMA Summer Workshop on Wireless Communications, 2005)
C. Pandit, J. Huang, S. Meyn, V. Veeravalli. Extremal Distributions in Information Theory and Hypothesis Testing (ITW 2004)
S. KyriazopoulouPanagiotopoulou, I. Kontoyiannis and S. P. Meyn. Control Variates as Screening Functions
I. Kontoyiannis and S. P. Meyn. Computable exponential bounds for screened estimation and simulation
I. Kontoyiannis, L.A. LastrasMontaño, and S.P. Meyn. Relative Entropy and Exponential Deviation Bounds for General Markov Chains (ISIT 2005)
S. Meyn. Stability and asymptotic optimality of generalized MaxWeight policies
D. Gamarnik and S. Meyn. On Exponential Ergodicity of Multiclass Queueing Networks.
S. Yuksel, T. Basar, and S. Meyn. Optimal causal coding of Markov sources in continuous alphabets with applications in linear control systems.
I. Kontoyiannis and S. P. Meyn. Approximating a diffusion by a Hidden Markov Model.
I. Kontoyiannis and S. P. Meyn. Geometric ergodicity and the spectral gap of nonreversible Markov chains.
V. Borkar and S. Meyn. Oja’s Algorithm for Graph Clustering and Markov Spectral Decomposition.
C. Lin, V. V. Veeravalli, and S. Meyn. Distributed Beamforming with Feedback: Convergence Analysis.
W. Chen, D. Traskov, M. Heindlmaier, M. Médard, S. Meyn, and A. Ozdaglar. Coding and control for communication networks
K. R. Duffy and S. P. Meyn. Most likely paths to error when estimating the mean of a reflected random walk.
J. Blanchet, P. Glynn and S. Meyn. Large Deviations for the Empirical Mean of an M/M/1 Queue.
K. R. Duffy and S. P. Meyn. Estimating loynes’ exponent
J. Unnikrishnan, D. Huang, S. Meyn, A. Surana, and V. Veeravalli. Universal and composite hypothesis testing via mismatched divergence.
J. Unnikrishnan, V. V. Veeravalli, and S. Meyn. Minimax robust quickest change detection.
J. Unnikrishnan, V. Venugopal, and S. Meyn. Least favorable distributions for robust quickest change detection
C. Pandit and S. P. Meyn. Robust MeasurementBased Admission Control Using Markov’s Theory of Canonical Distributions.
J. Huang and S. P. Meyn. Characterization and Computation of Optimal Distributions for Channel Coding.
A. G. Alleyne, D. J. Block, S. P. Meyn, W. R. Perkins, and M. W. Spong. An Interdisciplinary, InterDepartmental Control Systems Laboratory at the University of Illinois. (IEEE explore).
I. Kontoyiannis and S. P. Meyn. Large deviations asymptotics and the spectral theory of multiplicatively regular Markov Processes
S. P. Meyn. Workload Models for Stochastic Networks: Value Functions and Performance Evaluation.
S. P. Meyn, Dynamic safetystocks for asymptotic optimality in stochastic networks.
S. P. Meyn. Large deviation asymptotics and control variates for simulating large functions.
V. Tadic, S.P. Meyn and R. Tempo. Randomized Algorithms for SemiInfinite Programming Problems (Springer Verlag, 2005)
C. Pandit, and S. P. Meyn. WorstCase LargeDeviations with Application to Queueing and Information Theory.
M. Chen, I.K. Cho, and S. P. Meyn. Reliability by design in a distributed power transmission network
J. Huang, S. Meyn, M. Médard. Error Exponents for Channel Coding and Signal Constellation Design
V. S. Borkar and S. P. Meyn. Risk sensitive optimal control: existence and synthesis for models with unbounded cost
W. Huisinga, S. P. Meyn, and C. Schuette. Phase transitions and metastability in Markovian and molecular systems
I. Kontoyiannis and S. P. Meyn. Spectral theory and Limit theory for geometrically ergodic Markov processes
M. Médard, J. Huang, A. J. Goldsmith, S. P. Meyn, and T. P. Coleman. Capacity of TimeSlotted ALOHA Packetized MultipleAccess Systems Over the AWGN Channel
S. G. Henderson, S. P. Meyn, and V. Tadic. Performance evaluation and policy selection in multiclass networks.
S. Shakkottai, R. Srikant, and S. Meyn. Boundedness of utility function based congestion controllers in the presence of delay.
M. Chen, C. Pandit, and S. P. Meyn. In search of sensitivity in network optimization.
R. Dubrawski, M. Chen and S. Meyn. Management of demanddriven production systems
S. P. Meyn, Sequencing and routing in multiclass queueing networks. Part I: feedback regulation.
S. P. Meyn, Sequencing and routing in multiclass queueing networks. Part II: Workload Relaxations
J. Huang, Kontoyiannis, I. and S.P. Meyn. The O.D.E. Method and Spectral Theory of Markov Operators
V. S. Borkar and S. P. Meyn. The O.D.E. method for convergence of stochastic approximation and reinforcement learning
S. Balaji and S. P. Meyn. Multiplicative ergodicity and large deviations for an irreducible Markov chain
S. P. Meyn. The Policy Iteration Algorithm for Average Reward Markov Decision Processes with General State Space
S. P. Meyn. Algorithms for optimization of controlled Markov chains
S.P. Meyn. Stability, Performance Evaluation, and Optimization
RR. Chen and S. P. Meyn. Value iteration and optimization of multiclass queueing networks
D. Down and S. P. Meyn. Piecewise linear test functions for stability of queueing networks
S. P. Meyn. Transience of multiclass queueing networks via fluid limit models
S. P. Meyn and J. G. Dai. Stability and convergence of moments for multiclass queueing networks via fluid limit models.
S.P. Meyn, Stability and Optimization of Queueing Networks and Their Fluid Models
S. P. Meyn and R. L. Tweedie. Statedependent criteria for convergence of Markov chains.
S. P. Meyn and R. L. Tweedie. Computable bounds for convergence rates of Markov chains
P. R. Kumar and S. P. Meyn. Duality and linear programs for stability and performance analysis of queueing networks and
scheduling policies
P. R. Kumar and S. P. Meyn. Stability of queueing networks and scheduling policies
S. P. Meyn and D. Down. Stability of generalized Jackson networks
R. Lund, S. P. Meyn, and R. L. Tweedie. Exponential convergence rates of convergence of stochastically monotone Markov processes
D. Down and S. P. Meyn, and R. L. Tweedie. Exponential and uniform ergodicity of Markov processes
Meyn, S.P. and R.L. Tweedie, Generalized Resolvents and Harris Recurrence of Markov Processes
P. Glynn and S. P. Meyn. A Lyapunov bound for solutions of Poisson’s equation
S. P. Meyn. Ergodic theorems for discrete time stochastic systems using a stochastic Lyapunov function
L. J. Brown, S. P. Meyn and R. A. Weber. Adaptive deadtime compensation with application to a robotic welding system
S. P. Meyn and P. E. Caines. Asymptotic behavior of stochastic systems possessing Markovian realizations.
S. P. Meyn and L. Brown. Model reference adaptive control of time varying and stochastic systems
S. P. Meyn and R. L. Tweedie. Criteria for stability of Markovian processes III: FosterLyapunov criteria for continuous time processes, with examples
S. P. Meyn and R. L. Tweedie. Criteria for stability of Markovian processes II: continuous time processes and sampled chains
S. P. Meyn and R. L. Tweedie. Criteria for stability of Markovian processes I: Discrete time chains
S. P. Meyn, and P. E. Caines. A new approach to stochastic adaptive control
