Browsing by Subject "Stochastic control"
Now showing items 1-14 of 14
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Article
Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems
(1997)This paper is concerned with partially observed stochastic optimal control problems when nonlinearities enter the dynamics of the unobservable state and the observations as gradients of potential functions. Explicit ...
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Article
Classes of nonlinear partially observable stochastic optimal control problems with explicit optimal control laws
(1998)This paper introduces certain nonlinear partially observable stochastic optimal control problems which are equivalent to completely observable control problems with finite-dimensional state space. In some cases the optimal ...
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Conference Object
COOPERATIVE PATH-PLANNING FOR AUTONOMOUS VEHICLES USING DYNAMIC PROGRAMMING
(2002)It is shown how to model a cooperative path planning system for multiple autonomous air vehicles within the framework of a stochastic (dynamic programming) decision process. The proposed approach allows the vehicles to ...
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Article
Dynamic programming subject to total variation distance ambiguity
(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 ...
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Conference Object
Dynamic programming with total variational distance uncertainty
(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 ...
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Conference Object
Optimal encoder and control strategies in stochastic control subject to rate constraints for channels with memory and feedback
(2011)This paper is concerned with the joint design of encoder/control strategies which minimize a control payoff subject to a rate constraint on the feedback information provided by the system. The control system is described ...
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Conference Object
Optimal encoder and control strategies in stochastic control subject to rate constraints for channels with memory and feedback
(2011)This paper is concerned with the joint design of encoder/control strategies which minimize a control payoff subject to a rate constraint on the feedback information provided by the system. The control system is described ...
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Conference Object
Optimal encoders maximizing directed information of channels with memory and feedback: Stochastic control and dynamic programming
(2011)This paper is concerned with the stochastic control formulation of the capacity of channel with memory and feedback. The pay-off is the directed information from the source sequence to the channel output sequence, while ...
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Conference Object
Optimal encoders maximizing directed information of channels with memory and feedback: Stochastic control and dynamic programming
(2011)This paper is concerned with the stochastic control formulation of the capacity of channel with memory and feedback. The pay-off is the directed information from the source sequence to the channel output sequence, while ...
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Article
Partially observable nonlinear risk-sensitive control problems: Dynamic programming and verification theorems
(1997)In this paper, we consider continuous-time partially observable optimal control problems with exponential-of-integral cost criteria. We derive a rigorous verification theorem when the state and control enter nonlinear in ...
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Article
Power control in wireless systems: A stochastic control formulation
(2001)This paper considers power control for log-normal fading channels. A rate based power set point control model and an associated performance measure are introduced. Within this framework, a unique stochastic optimal power ...
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Article
The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games
(1997)This paper employs logarithmic transformations to establish relations between continuous-time nonlinear partially observable risk-sensitive control problems and analogous output feedback dynamic games. The first logarithmic ...
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Conference Object
Stochastic control over finite capacity channels: Causality, feedback and uncertainty
(2009)Optimal communication/control analysis and design of dynamical controlled systems, when there are finite capacity communication constraints often involve information and control theoretic analysis. This paper, employees ...
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Conference Object
Stochastic power control for time-varying flat fading wireless channels
(2005)The performance of stochastic optimal power control of time-varying wireless short-term flat fading channels, in which the evolution of the dynamical channel is described by a stochastic state space representation, is ...