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Extremum problems with total variation distance and their applications
(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 ...
Directed Information on Abstract Spaces: Properties and Variational Equalities
(2016)
Directed information or its variants are utilized extensively in the characterization of the capacity of channels with memory and feedback, nonanticipative lossy data compression, and their generalizations to networks. In ...
Team optimality conditions of distributed stochastic differential decision systems with decentralized noisy information structures
(2017)
A team problem formulation of distributed stochastic differential systems with decentralized noisy information structures is considered, and a stochastic Pontryagin's maximum principle is applied to derive sufficient team ...
Statistical analysis of multipath fading channels using generalizations of shot noise
(2008)
This paper provides a connection between the shot-noise analysis of Rice and the statistical analysis of multipath fading wireless channels when the received signals are a low-pass signal and a bandpass signal. Under certain ...
On the application of minimum principle for solving partially observable risk-sensitive control problems
(1996)
This paper is concerned with the application of a minimum principle derived for general nonlinear partially observable exponential-of-integral control problems, to solve linear-exponential-quadratic-Gaussian problems. This ...
New finite-dimensional risk-sensitive filters: Small noise limits
(1998)
This paper is concerned with continuous-time nonlinear risk-sensitive filters. It is shown that for large classes of nonlinearities entering both the dynamics and measurements, these filters are finite-dimensional ...
Stochastic power control for short-term flat fading wireless networks: Almost sure QoS measures
(2001)
The power control of wireless networks is formulated using a stochastic optimal control framework, in which the evolution of the channel is described by stochastic differential equations. Under this scenario, average and ...
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 ...
Stochastic power control for time-varying long-term fading wireless networks
(2006)
A new time-varying (TV) long-term fading (LTF) channel model which captures both the space and time variations of wireless systems is developed. The proposed TV LTF model is based on a stochastic differential equation ...