Browsing by Subject "Duality properties"
Now showing items 1-5 of 5
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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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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
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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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 ...