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Hierarchical decomposition of optimal control and information strategies in control-coding capacity of stochastic systems
(Institute of Electrical and Electronics Engineers Inc., 2018)
The Control-Coding Capacity (CC Capacity) is defined as the maximum amount of information in bits/second, which can be encoded into randomized control strategies, transmitted over the control system, and decoded at its ...
Risk-sensitive/integral control for systems with point process observations
(IEEE, 1994)
This paper deals with necessary conditions for integral and exponential-of-integral cost functions, when the signal is a controlled diffusion process, and the observations consist of continuous and discontinuous processes. ...
Necessary conditions for partially observed diffusions
(IEEE, 1993)
We present a new approach to deriving necessary conditions for stochastic partially observed control problems when the control enters the drift coefficient, and correlation between signal and observation noise is allowed. ...
First passage risk-sensitive criterion for stochastic evolutions
(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, ...
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 ...
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 ...
Optimization of stochastic uncertain systems with variational norm constraints
(2007)
This paper considers optimization of stochastic uncertain systems on general abstract spaces, when the uncertainty of the system is described by a variational norm constraint. The pay-off is defined as a linear functional ...
Stochastic optimal control subject to variational norm uncertainty: Dynamic programming and HJB equation
(Institute of Electrical and Electronics Engineers Inc., 2014)
This paper is concerned with the application of recent results in optimization of stochastic uncertain systems on general abstract spaces, when the uncertain probability measure of the system is described by a ball with ...
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 ...
Distributed stochastic power control for time-varying long-term and short-term fading wireless networks
(2007)
In this paper, new time-varying wireless channel models that capture both the space and time variations of longterm and short-term fading wireless networks are developed. The proposed models are based on stochastic ...