Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely:  present an algorithm for variance-reduced Monte Carlo estimates of the expected cost-to-go used in the stochastic model predictive control of Markov jump processes. Specifically,  extend previous work on antithetic stochastic simulation of Markov chains with a finite number of reaction classes to the approximate computation of an expected cost function of a controlled process. In the presence of strict constraints on number of available Monte Carlo samples,  demonstrate significant reduction in the number of Monte Carlo simulations required to achieve a particular cost, including a factor of two reduction in the small resource limit, for a simplified, nonlinear chemical reaction model.
['Peter A. Maginnis', 'Matthew West', 'Geir E. Dullerud']
I am writing a research paper on a idea Variance-reduced model predictive control of Markov jump processes
[{"from": "human", "value": "I am writing a research paper on a idea Variance-reduced model predictive control of Markov jump processes"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely:  present an algorithm for variance-reduced Monte Carlo estimates of the expected cost-to-go used in the stochastic model predictive control of Markov jump processes. Specifically,  extend previous work on antithetic stochastic simulation of Markov chains with a finite number of reaction classes to the approximate computation of an expected cost function of a controlled process. In the presence of strict constraints on number of available Monte Carlo samples,  demonstrate significant reduction in the number of Monte Carlo simulations required to achieve a particular cost, including a factor of two reduction in the small resource limit, for a simplified, nonlinear chemical reaction model."}]