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Control-Coding Capacity of Decision Models Driven by Correlated Noise and Gaussian Application Examples
(2018)
We characterize the n -finite time feedback information (FTFI) control-coding capacity of decision models (DMs) driven by correlated noise. Under information stability the per unit limit, called control-coding (CC) capacity ...
A Sufficient Condition for General Decentralized Cooperative Stochastic Differential Games
(IEEE, 2018)
Martingale techniques are applied to derive sufficient decentralized optimality conditions for general stochastic differential games, with multiple Decision Makers (DMs), who aim at optimizing a common pay-off, based on ...
Robust Linear Quadratic Regulator for Markov Jump Systems
(2019)
Tzortzis, I. and Charalambous, C. D. and c, C. N.
Asymptotic Reverse-Waterfilling Characterization of Nonanticipative Rate Distortion Function of Vector-Valued Gauss-Markov Processes with MSE Distortion
(IEEE, 2018)
In this paper, we revisit the asymptotic reverse-waterfilling characterization of the nonanticipative rate distortion function (NRDF) derived for a time-invariant multidimensional Gauss-Markov processes with mean-squared ...
A General Coding Scheme for Signaling Gaussian Processes Over Gaussian Decision Models
(IEEE, 2018)
In this paper, we transform the n-finite transmission feedback information (FTFI) capacity of unstable Gaussian decision models with memory on past outputs, subject to an average cost constraint of quadratic form derived ...
The Operational Capacity of Compound Uniformly-Ergodic Fading Channels
(ETH Zurich, 2018)
Stochastic optimal control subject to ambiguity
(2011)
The aim of this paper is to address optimality of control strategies for stochastic control systems subject to uncertainty and ambiguity. Uncertainty corresponds to the case when the true dynamics and the nominal dynamics ...
On multiobjective H2/H∞ optimal control
(2001)
In this paper the solutions to the optimal multiobjective H2/H∞ problem are characterized using Banach space duality theory, and shown to satisfy a flatness or allpass condition. Dual and predual spaces are identified, and ...
Feedback does not increase the capacity of compound channels with additive noise
(Institute of Electrical and Electronics Engineers Inc., 2016)
A discrete compound channel with memory is considered, where no stationarity, ergodicity or information stability is required, and where the uncertainty set can be arbitrary. When the discrete noise is additive but otherwise ...