Browsing by Subject "Stochastic dynamical system"
Now showing items 1-3 of 3
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Conference Object
The capacity of unstable dynamical systems-interaction of control and information transmission
(Institute of Electrical and Electronics Engineers Inc., 2017)Feedback capacity is extended beyond classical communication channels, to stochastic dynamical systems, which may correspond to unstable control systems or unstable communication channels, subject to average cost constraints ...
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Article
Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems with Different Information Structures-Part I: A General Theory
(2017)Decentralized optimization of distributed stochastic dynamical systems with two or more controls of the decision makers (DMs) has been an active area of research for over half a century. Although, such decentralized ...
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Conference Object
Optimal stochastic control of discrete-time systems subject to total variation distance uncertainty
(2010)This paper presents another application of the results in [1], [2], where existence of the maximizing measure over the total variation distance constraint is established, while the maximizing pay-off is shown to be equivalent ...