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Relative entropy applied to optimal control of stochastic uncertain systems on hilbert space

dc.contributor.authorAhmed, N. U.en
dc.contributor.authorCharalambous, Charalambos D.en
dc.creatorAhmed, N. U.en
dc.creatorCharalambous, Charalambos D.en
dc.date.accessioned2019-04-08T07:44:35Z
dc.date.available2019-04-08T07:44:35Z
dc.date.issued2005
dc.identifier.isbn0-7803-9568-9
dc.identifier.isbn978-0-7803-9568-8
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/42722
dc.description.abstractThis paper considers minimax problems, in which the control minimizes the pay-off induced by a measure which maximizes the pay-off over the class of measures described by a relative entropy set between the uncertain and the true measure. We present several basic properties of the relative entropy on infinite dimensional spaces, and then we apply them to an uncertain system described by a Stochastic Differential inclusion on Hilbert space. ©2005 IEEE.en
dc.sourceProceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05en
dc.sourceProceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05en
dc.source.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-33847177670&doi=10.1109%2fCDC.2005.1582417&partnerID=40&md5=a204e7041d2ab773f4255db993b00730
dc.subjectOptimizationen
dc.subjectOptimal control systemsen
dc.subjectStochastic control systemsen
dc.subjectUncertain systemsen
dc.subjectDifferentiation (calculus)en
dc.subjectEntropyen
dc.subjectHilbert spaceen
dc.subjectInfinite dimensional spacesen
dc.subjectMinimax problemsen
dc.subjectState space methodsen
dc.titleRelative entropy applied to optimal control of stochastic uncertain systems on hilbert spaceen
dc.typeinfo:eu-repo/semantics/conferenceObject
dc.identifier.doi10.1109/CDC.2005.1582417
dc.description.volume2005
dc.description.startingpage1776
dc.description.endingpage1781
dc.author.facultyΠολυτεχνική Σχολή / Faculty of Engineering
dc.author.departmentΤμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering
dc.type.uhtypeConference Objecten
dc.contributor.orcidCharalambous, Charalambos D. [0000-0002-2168-0231]
dc.gnosis.orcid0000-0002-2168-0231


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