Browsing by Subject "Optimal control systems"
Now showing items 2136 of 36

Article
On the application of minimum principle for solving partially observable risksensitive control problems
(1996)This paper is concerned with the application of a minimum principle derived for general nonlinear partially observable exponentialofintegral control problems, to solve linearexponentialquadraticGaussian problems. This ...

Conference Object
Optimal control approach to dynamic bandwidth allocation in BISDN
(Publ by IE Aust, 1992)Asynchronous Transfer Mode (ATM) will be the transfer mode for implementing BroadbandISDN (BISDN). This is prompted by the need to handle a variety of types of services, with diverse demands on the network in terms of ...

Article
Optimal measurement strategy for nonlinear filtering
(2006)In this paper we consider the question of an optimal measurement strategy for nonlinear filtering. Given a set of measurement and observation options, the problem faced by a designer is to choose the option that gives the ...

Article
Partially observable nonlinear risksensitive control problems: Dynamic programming and verification theorems
(1997)In this paper, we consider continuoustime partially observable optimal control problems with exponentialofintegral cost criteria. We derive a rigorous verification theorem when the state and control enter nonlinear in ...

Article
Power control in wireless systems: A stochastic control formulation
(2001)This paper considers power control for lognormal 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 ...

Conference Object
Relative entropy applied to optimal control of stochastic uncertain systems on hilbert space
(2005)This paper considers minimax problems, in which the control minimizes the payoff induced by a measure which maximizes the payoff over the class of measures described by a relative entropy set between the uncertain and ...

Conference Object
Remarks on the explicit solutions for nonlinear partially observable stochastic control problems and relations to H∞ or robust control
(IEEE, 1995)Partially observable stochastic and H∞ control problems are considered. The dynamics include nonlinearities which are the gradient of some potential function in addition to linear terms, the observations are linear, and ...

Conference Object
Risksensitive control, differential games, and limiting problems in infinite dimensions
(IEEE, 1994)In this paper we present the solutions of the stochastic finite and infinite horizon risksensitive control problems in infinite dimensions, with μ, ε > 0, respectively, representing the risksensitivity and small noise ...

Conference Object
Role of measurevalued decompositions in stochastic control
(American Automatic Control Council, 1994)Following up the measurevalued decompositions of Kunita [1], and the martingale representation result for L2processes of Bensoussan [2], we have recently derived in [3], necessary conditions of optimizing nonlinear ...

Conference Object
Stochastic H∞control of nonlinear discretetime partially observable systems and dissipation inequalities
(2002)This paper employs an action functional approach to formulate partially observable nonlinear discretetime stochastic minimax games. The maximizing players of the games are stochastic square summable disturbances, while ...

Conference Object
Stochastic nonlinear minimax dynamic games with noisy measurements
(IEEE, 1999)This paper is concerned with nonlinear stochastic minimax dynamic games which are subject to noisy measurements. The minimizing players are control inputs while the maximizing players are squareintegrable stochastic ...

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 ...

Article
Stochastic power control for shortterm flat fading wireless networks: Almost sure QoS measures
(2001)The power control of wireless networks is formulated using a stochastic optimal control framework, in which the evolution of the channel is described by stochastic differential equations. Under this scenario, average and ...

Article
Stochastic power control for timevarying longterm fading wireless networks
(2006)A new timevarying (TV) longterm fading (LTF) channel model which captures both the space and time variations of wireless systems is developed. The proposed TV LTF model is based on a stochastic differential equation ...

Article
Stochastic power control for wireless systems: Classical and viscosity solutions
(2001)This paper considers power control for lognormal fading channels. A rate based power set point control model and an associated performance measure are introduced. Within this framework, a stochastic optimal power control ...

Article
Stochastic uncertain systems subject to relative entropy constraints: Induced norms and monotonicity properties of minimax games
(2007)Entropy and relative entropy are fundamental concepts on which information theory is founded on, and in general, telecommunication systems design. On the other hand, dissipation inequalities, minimax strategies, and induced ...