Browsing by Author "Tzortzis, I."

Now showing items 1-20 of 22

    • Conference Object  

      Approximation of Markov processes by lower dimensional processes 

      Tzortzis, I.; Charalambous, C. D.; Charalambous, T.; Hadjicostis, Christoforos N.; Johansson, M. (Institute of Electrical and Electronics Engineers Inc., 2014)
      In this paper, we investigate the problem of aggregating a given finite-state Markov process by another process with fewer states. The aggregation utilizes total variation distance as a measure of discriminating the Markov ...
    • Conference Object  

      Approximation of Markov processes by lower dimensional processes 

      Tzortzis, I.; Charalambous, Charalambos D.; Charalambous, T.; Hadjicostis, Christoforos N.; Johansson, M. (Institute of Electrical and Electronics Engineers Inc., 2014)
      In this paper, we investigate the problem of aggregating a given finite-state Markov process by another process with fewer states. The aggregation utilizes total variation distance as a measure of discriminating the Markov ...
    • Article  

      Approximation of Markov Processes by Lower Dimensional Processes via Total Variation Metrics 

      Tzortzis, I.; Charalambous, Charalambos D.; Charalambous, T.; Hadjicostis, Christoforos N.; Johansson, M. (2017)
      The aim of this paper is to approximate a Finite-State Markov (FSM) process by another process defined on a lower dimensional state space, called the approximating process, with respect to a total variation distance fidelity ...
    • Article  

      Approximation of Markov Processes by Lower Dimensional Processes via Total Variation Metrics 

      Tzortzis, I.; Charalambous, C. D.; Charalambous, T.; Hadjicostis, Christoforos N.; Johansson, M. (2017)
      The aim of this paper is to approximate a Finite-State Markov (FSM) process by another process defined on a lower dimensional state space, called the approximating process, with respect to a total variation distance fidelity ...
    • Conference Object  

      The capacity of unstable dynamical systems-interaction of control and information transmission 

      Charalambous, Charalambos D.; Kourtellaris, C. K.; Loyka, S.; Tzortzis, I. (Institute of Electrical and Electronics Engineers Inc., 2017)
      Feedback capacity is extended beyond classical communication channels, to stochastic dynamical systems, which may correspond to unstable control systems or unstable communication channels, subject to average cost constraints ...
    • Conference Object  

      Dynamic demographic models and parameter identification: Simulations based on statistical data 

      Tzortzis, I.; Charalambous, Charalambos D. (Institute of Electrical and Electronics Engineers Inc., 2014)
      This paper is concerned with dynamical population models obtained from short and long-term changes in size and age composition due to demographic processes such as births, deaths, migration, etc. Both deterministic and ...
    • Article  

      Dynamic programming subject to total variation distance ambiguity 

      Tzortzis, I.; Charalambous, Charalambos D.; Charalambous, T. (2015)
      The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate ...
    • Conference Object  

      Dynamic programming with total variational distance uncertainty 

      Charalambous, Charalambos D.; Tzortzis, I.; Charalambous, T. (2012)
      The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variational distance uncertainty on the conditional distribution of the controlled process. Utilizing ...
    • Conference Object  

      Extremum problems with total variation distance 

      Charalambous, Charalambos D.; Tzortzis, I.; Loyka, S.; Charalambous, T. (Institute of Electrical and Electronics Engineers Inc., 2013)
      The aim of this paper is to investigate extremum problems with pay-off the total variational distance metric subject to linear functional constraints both defined on the space of probability measures, as well as related ...
    • Article  

      Extremum problems with total variation distance and their applications 

      Charalambous, Charalambos D.; Tzortzis, I.; Loyka, S.; Charalambous, T. (2014)
      The aim of this paper is to investigate extremum problems with pay-off being the total variation distance metric defined on the space of probability measures, subject to linear functional constraints on the space of ...
    • Conference Object  

      Hierarchical decomposition of optimal control and information strategies in control-coding capacity of stochastic systems 

      Charalambous, Charalambos D.; Kourtellaris, C. K.; Tzortzis, I. (Institute of Electrical and Electronics Engineers Inc., 2018)
      The Control-Coding Capacity (CC Capacity) is defined as the maximum amount of information in bits/second, which can be encoded into randomized control strategies, transmitted over the control system, and decoded at its ...
    • Conference Object  

      Infinite horizon average cost dynamic programming subject to ambiguity on conditional distribution 

      Tzortzis, I.; Charalambous, Charalambos D.; Charalambous, T. (Institute of Electrical and Electronics Engineers Inc., 2015)
      This paper addresses the optimality of stochastic control strategies based on the infinite horizon average cost criterion, subject to total variation distance ambiguity on the conditional distribution of the controlled ...
    • Conference Object  

      Infinite horizon discounted dynamic programming subject to total variation ambiguity on conditional distribution 

      Tzortzis, I.; Charalambous, Charalambos D.; Charalambous, T. (Institute of Electrical and Electronics Engineers Inc., 2016)
      We analyze the infinite horizon minimax discounted cost Markov Control Model (MCM), for a class of controlled process conditional distributions, which belong to a ball, with respect to total variation distance metric, ...
    • Conference Object  

      Information transfer in stochastic optimal control with randomized strategies and directed information criterion 

      Charalambous, Charalambos D.; Kourtellaris, C. K.; Tzortzis, I. (Institute of Electrical and Electronics Engineers Inc., 2016)
      We show that stochastic dynamical control systems are capable of information transfer from control processes to output processes, with operational meaning as defined by Shannon. Moreover, we show that optimal control ...
    • Article  

      Information Transfer of Control Strategies: Dualities of Stochastic Optimal Control Theory and Feedback Capacity of Information Theory 

      Charalambous, Charalambos D.; Kourtellaris, C. K.; Tzortzis, I. (2017)
      The control-coding capacity of stochastic control systems is introduced, and its operational meaning is established using randomized control strategies, which simultaneously control output processes encode information, and ...
    • Conference Object  

      Optimal stochastic control of discrete-time systems subject to total variation distance uncertainty 

      Charalambous, Charalambos D.; Rezaei, F.; Tzortzis, I. (2010)
      This paper presents another application of the results in [1], [2], where existence of the maximizing measure over the total variation distance constraint is established, while the maximizing pay-off is shown to be equivalent ...
    • Conference Object  

      Optimum immigration policies based on linear quadratic theory 

      Tzortzis, I.; Charalambous, Charalambos D. (2010)
      In this paper, it is demonstrated that the Theory of Linear Quadratic is applicable in deriving optimum immigration policies, while maintaining population and immigration levels close to certain pre-specified reference ...
    • Conference Object  

      Robust Linear Quadratic Regulator for uncertain systems 

      Tzortzis, I.; Charalambous, Charalambos D.; Charalambous, T.; Kourtellaris, C. K.; Hadjicostis, Christoforos N. (Institute of Electrical and Electronics Engineers Inc., 2016)
      This paper develops a Linear Quadratic Regulator (LQR), which is robust to disturbance variability, by using the total variation distance as a metric. The robust LQR problem is formulated as a minimax optimization problem, ...
    • Conference Object  

      Robust Linear Quadratic Regulator for uncertain systems 

      Tzortzis, I.; Charalambous, C. D.; Charalambous, T.; Kourtellaris, C. K.; Hadjicostis, Christoforos N. (Institute of Electrical and Electronics Engineers Inc., 2016)
      This paper develops a Linear Quadratic Regulator (LQR), which is robust to disturbance variability, by using the total variation distance as a metric. The robust LQR problem is formulated as a minimax optimization problem, ...
    • Conference Object  

      Signalling of information in networked stochastic dynamical control systems 

      Charalambous, Charalambos D.; Kourtellaris, C.; Tzortzis, I. (Institute of Electrical and Electronics Engineers Inc., 2018)
      Signalling of information is made feasible from one controller to another controller, in a networked control system consisting of two interconnected control systems. In this application, controller 2 of control system 2 ...