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Probabilistic marking estimation in labeled petri nets
(Institute of Electrical and Electronics Engineers Inc., 2013)
Given a labeled Petri net, possibly with silent transitions, we are interested in performing current marking estimation in a probabilistic setting. We assume a known initial marking or a known finite set of initial markings, ...
Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems
(IEEE, 1999)
This paper presents explicit finite-dimensional filters for implementing Newton-Raphson (NR) parameter estimation algorithms. The models which exhibit nonlinear parameter dependence are stochastic, continuous-time and ...
Probabilistic QoS measures for optimal power control in fading channels
(2007)
In this paper, we focus on computing the outage probability by allocating optimal transmitting powers when the system has a large number of transmitter-receiver pairs and each mobile has an enlarged margin of SIR. By ...
Optimization of Stochastic Uncertain Systems: Large Deviations and Robustness
(2003)
This paper is concerned with an abstract formulation of stochastic uncertain control systems, in which the pay-off is described by the relative entropy between the nominal measure and the uncertain measure, while the ...
Role of measure-valued decompositions in stochastic control
(American Automatic Control Council, 1994)
Following up the measure-valued decompositions of Kunita [1], and the martingale representation result for L2-processes of Bensoussan [2], we have recently derived in [3], necessary conditions of optimizing nonlinear ...
Action functional stochastic H∞ estimation for nonlinear discrete time systems
(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 ...
Examples of optimal control for nonlinear stochastic control problems with partial information
(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 ...
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. ...
Discrete-time stochastic minimax control of partially observable systems
(2001)
This paper presents a sample path optimization technique, as an alternative to the ensample average in formulating and solving stochastic minimax dynamic games. The stochastic games are nonlinear, discrete-time, and partially ...
Dynamic programming with total variational distance uncertainty
(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 ...