Browsing by Subject "Dynamic programming"

Conference Object

Action functional stochastic H∞ estimation for nonlinear discrete time systems

Charalambous, Charalambos D.; Farhadi, A.; Djouadi, S. M. (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 ...

Conference Object

Atherosclerotic carotid plaque segmentation

Loizou, Christos P.; Pattichis, Constantinos S.; Istepanian, Robert Sh Habib; Pantzaris, Marios C.; Nicolaïdes, Andrew N. (2004)

Atherosclerosis is the major cause of heart attack and stroke in the western world. In this paper we present a computerized method for segmenting the athrerosclerotic carotid plaque from ultrasound images. The method uses ...

Conference Object

Capacity of channels with memory and feedback: Encoder properties and dynamic programming

Charalambous, Charalambos D.; Kourtellaris, C. K.; Hadjicostis, Christoforos N. (2010)

This paper is concerned with capacity formulae for channels with memory and feedback, properties of the capacity achieving encoder, and dynamic programming for designing optimal encoders. The source is general and the ...

Conference Object

Capacity of channels with memory and feedback: Encoder properties and dynamic programming

Charalambous, C. D.; Kourtellaris, C. K.; Hadjicostis, Christoforos N. (2010)

This paper is concerned with capacity formulae for channels with memory and feedback, properties of the capacity achieving encoder, and dynamic programming for designing optimal encoders. The source is general and the ...

Article

The complexity of pure equilibria in mix-weighted congestion games on parallel links

Mavronicolas, Marios; Monien, Burkhard (2015)

We revisit the simple class of weighted congestion games on parallel links [10], where each player has a non-negative weight and her cost on the link she chooses is the sum of the weights of all players choosing the link. ...

Article

Container movement by trucks in metropolitan networks: Modeling and optimization

Jula, H.; Dessouky, M.; Ioannou, Petros A.; Chassiakos, Anastassios (2005)

Container movement by trucks with time constraints at origins and destinations is modeled as an asymmetric "multi-Traveling Salesmen Problem with Time Windows" (m-TSPTW) with social constraints. A two-phase exact algorithm ...

Conference Object

COOPERATIVE PATH-PLANNING FOR AUTONOMOUS VEHICLES USING DYNAMIC PROGRAMMING

Flint, M.; Polycarpou, Marios M.; Fernández-Gaucherand, E. (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 ...

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 ...

Article

A dynamic stochastic programming model for international portfolio management

Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, Stavros A. (2008)

We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms of scenario trees that reflect the empirical ...

Article

A dynamic stochastic programming model for international portfolio management

Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, Stavros A. (2008)

We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms of scenario trees that reflect the empirical ...

Conference Object

Examples of optimal control for nonlinear stochastic control problems with partial information

Charalambous, Charalambos D.; Elliott, Robert J. (IEEE, 1995)

Partially observable stochastic optimal control problems are considered. It is shown, via an information state approach and dynamic programming, that several classes of nonlinear systems with non-linearities in the dynamics ...

Article

Extension and application of an algorithm for systematic identification of weak coupling and partitions in dynamic system models

Rideout, D. G.; Stein, J. L.; Louca, Loucas S. (2009)

This paper reviews and extends a technique to detect weak coupling (one-way coupling or complete decoupling) among elements of a dynamic system model, and to partition and reduce models in which weak coupling is found. The ...

Doctoral Thesis Open Access

Extremum problems of directed information

Stavrou, Photios A. (Πανεπιστήμιο Κύπρου, Πολυτεχνική Σχολή / University of Cyprus, Faculty of Engineering, 2016-05)

Τα κλασσικά μέτρα θεωρίας της πληροφορίας που χρησιμοποιούνται για τον υπολογισμό της χωρητικότητας του καναλιού και της συμπίεσης της πληροφορίας με απώλειες, ορίζονται μέσω της αμοιβαίας πληροφορίας. Για επικοινωνιακά ...

Doctoral Thesis Open Access

Extremum problems with total variation distance metric on the space of probability measures and applications

Τζωρτζής, Ιωάννης Α. (Πανεπιστήμιο Κύπρου, Πολυτεχνική Σχολή / University of Cyprus, Faculty of Engineering, 2015-03)

Η βελτιστοποίηση προβλήματων με ακρότατα που χρησιμοποιούν ως μετρική απόστασης την ολική κύμανση στο χώρο των μέτρων πιθανοτήτων είναι θεμελιώδους σημασίας στον στοχαστικό έλεγχο, στη θεωρία πληροφορίας και της επικοινωνίας, ...

Conference Object

First passage risk-sensitive criterion for stochastic evolutions

Charalambous, Charalambos D.; Hibey, Joseph L. (1995)

The purpose of this paper is to investigate in an infinite dimensional space, the first passage problem with a risk-sensitive performance criterion, and to illustrate the asymptotic behavior of the associated value function, ...

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 ...

Article

Mapping fortran programs to single assignment semantics for efficient parallelization

Evripidou, Paraskevas (1998)

This paper presents Mustang, a system that automatically parallellizes Fortran programs by mapping them to single assignment semantics. Specifically, sequential Fortran source programs are translated into IF1, a ...

Article

Modelling and control of a medium-duty hybrid electric truck

Lin, C.-C.; Filipi, Z.; Louca, Loucas S.; Peng, H.; Assanis, D.; Stein, J. (2004)

The main contributions of this paper are the development of a forward-looking hybrid vehicle simulation tool, and its application to the design of a power management control algorithm, The hybrid electric vehicle simulation ...

Article

Nonconcurrent error correction in the presence of roundoff noise

Takos, G.; Hadjicostis, Christoforos N. (2009)

This paper analyzes the effects of roundoff noise on our ability to nonconcurrently detect and identify transient faults that corrupt state variables during the operation of a fault-tolerant discrete-time linear time-invariant ...