Browsing by Subject "Dynamic programming"
Now showing items 21-36 of 36
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Article
Optimal control of uncertain stochastic systems subject to total variation distance uncertainty
(2012)This paper is concerned with optimization of uncertain stochastic systems, in which uncertainty is described by a total variation distance constraint between the measures induced by the uncertain systems and the measure ...
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Conference Object
Optimal encoder and control strategies in stochastic control subject to rate constraints for channels with memory and feedback
(2011)This paper is concerned with the joint design of encoder/control strategies which minimize a control payoff subject to a rate constraint on the feedback information provided by the system. The control system is described ...
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Conference Object
Optimal encoder and control strategies in stochastic control subject to rate constraints for channels with memory and feedback
(2011)This paper is concerned with the joint design of encoder/control strategies which minimize a control payoff subject to a rate constraint on the feedback information provided by the system. The control system is described ...
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Conference Object
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 ...
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Conference Object
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 ...
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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 ...
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Article
Partially observable nonlinear risk-sensitive control problems: Dynamic programming and verification theorems
(1997)In this paper, we consider continuous-time partially observable optimal control problems with exponential-of-integral cost criteria. We derive a rigorous verification theorem when the state and control enter nonlinear in ...
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Article
Power control in wireless systems: A stochastic control formulation
(2001)This paper considers power control for log-normal fading channels. A rate based power set point control model and an associated performance measure are introduced. Within this framework, a unique stochastic optimal power ...
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Article
Quantization of FIR Filters Under a Total Integer Cost Constraint
(2005)In this paper, we present computationally efficient algorithms for obtaining a particular class of optimal quantized representations of finite-impulse response (FIR) filters. We consider a scenario where each quantization ...
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Article
Sensor selection for structural observability in discrete event systems modeled by petri nets
(2010)This paper studies optimal sensor selection in discrete event systems modeled by partially observed Petri nets. The goal is to place a minimum number of sensors while maintaining structural observability, i.e., the ability ...
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Article
Sequential Necessary and Sufficient Conditions for Capacity Achieving Distributions of Channels with Memory and Feedback
(2017)We derive sequential necessary and sufficient conditions for any channel input conditional distribution P0,n δ {PXt |Xt?1,Yt?1 : T = 0, . . . , n} to maximize the finite-Time horizon directed information defined by CFB ...
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Conference Object
Sequential Necessary and Sufficient Conditions for optimal channel input distributions of channels with memory and feedback
(Institute of Electrical and Electronics Engineers Inc., 2016)We derive Sequential Necessary and Sufficient Conditions (SNSC) for any channel input distribution equation to maximize directed information for channel distributions of the form equation, where Xn t {X0., Xn} and Yn t ...
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Article
Stability and reliable data reconstruction of uncertain dynamic systems over finite capacity channels
(2010)In this paper we present an encoder, decoder and a stabilizing controller for reliable data reconstruction and robust stability of uncertain dynamic systems controlled over Additive White Gaussian Noise (AWGN) channels. ...
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Conference Object
Stochastic H∞-control of nonlinear discrete-time partially observable systems and dissipation inequalities
(2002)This paper employs an action functional approach to formulate partially observable nonlinear discrete-time stochastic minimax games. The maximizing players of the games are stochastic square summable disturbances, while ...
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Conference Object
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 ...
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Article
Sub-optimal solutions to track detection problem using graph theoretic concepts
(1997)This paper demonstrates how the problem of tracking targets, which appear as either straight or curved lines in two-dimensional display images (or data images) can be formulated in terms of a directed weighted graph model ...