Browsing by Subject "Minimax games"
Now showing items 1-11 of 11
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Conference Object
Action functional stochastic H∞ estimation for nonlinear discrete time systems
(2002)This paper presents an action functional, sample path optimization technique, for formulating and solving nonlinear discrete-time stochastic H∞ estimation problems. These H∞ problems are formulated as minimax dynamic games ...
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Conference Object
Characterization of the Optimal Disturbance Attenuation for Nonlinear Stochastic Uncertain Systems
(2003)This paper is concerned with an abstract formulation of stochastic optimal control systems, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...
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Article
Minimax games for stochastic systems subject to relative entropy uncertainty: Applications to SDEs on Hilbert spaces
(2007)In this paper, we consider minimax games for stochastic uncertain systems with the pay-off being a nonlinear functional of the uncertain measure where the uncertainty is measured in terms of relative entropy between the ...
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Article
Optimal control of uncertain stochastic systems subject to total variation distance uncertainty
(2012)This paper is concerned with optimization of uncertain stochastic systems, in which uncertainty is described by a total variation distance constraint between the measures induced by the uncertain systems and the measure ...
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Conference Object
Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: Monotonicity properties and optimal sensitivity
(2004)This paper is concerned with fully observable nonlinear stochastically controlled diffusions, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...
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Conference Object
Optimization of nonlinear stochastic uncertain relaxed controlled systems: Entropy rate functional and robustness
(2004)This paper is concerned with nonlinear stochastic uncertain relaxed controlled difussions, in which the pay-off is described by the relative entropy between the nominal measure and the uncertain measure, when the uncertain ...
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Conference Object
Optimization of Stochastic Uncertain Systems: Large Deviations and Robustness
(2003)This paper is concerned with an abstract formulation of stochastic uncertain control systems, in which the pay-off is described by the relative entropy between the nominal measure and the uncertain measure, while the ...
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Conference Object
Relations between information theory, robustness, and statistical mechanics of stochastic systems
(2004)The fundamental question, which will be addressed in this talk are the relations between dissipation, which is a concept of robustness, entropy rate, which is a concept of information theory, and statistical mechanics. ...
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Conference Object
Stochastic H∞-control of nonlinear discrete-time partially observable systems and dissipation inequalities
(2002)This paper employs an action functional approach to formulate partially observable nonlinear discrete-time stochastic minimax games. The maximizing players of the games are stochastic square summable disturbances, while ...
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Conference Object
Stochastic optimal control subject to variational norm uncertainty: Viscosity subsolution for generalized HJB inequality
(2009)This paper is concerned with optimization of stochastic uncertain systems, when systems are described by measures and the pay-off by a linear functional on the space of measure, on general abstract spaces. Robustness is ...
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Article
Stochastic uncertain systems subject to relative entropy constraints: Induced norms and monotonicity properties of minimax games
(2007)Entropy and relative entropy are fundamental concepts on which information theory is founded on, and in general, telecommunication systems design. On the other hand, dissipation inequalities, minimax strategies, and induced ...