Browsing by Subject "Stochastic control systems"

Now showing items 41-60 of 76

    • Conference Object  

      Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: Monotonicity properties and optimal sensitivity 

      Rezaei, F.; Charalambous, Charalambos D.; Kyprianou, Andreas (Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, CanadaAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusCorrespondence Address: Rezaei, F.Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, Canadaemail: frezaei@site.uottawa.ca, 2004)
      This paper is concerned with fully observable nonlinear stochastically controlled diffusions, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...
    • Conference Object  

      Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: Monotonicity properties and optimal sensitivity 

      Rezaei, F.; Charalambous, C. D.; Kyprianou, Andreas (Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, CanadaAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusCorrespondence Address: Rezaei, F.Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, Canadaemail: frezaei@site.uottawa.ca, 2004)
      This paper is concerned with fully observable nonlinear stochastically controlled diffusions, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...
    • Conference Object  

      Optimization of nonlinear stochastic uncertain relaxed controlled systems: Entropy rate functional and robustness 

      Rezaei, F.; Charalambous, Charalambos D.; Kyprianou, Andreas (2004)
      This paper is concerned with nonlinear stochastic uncertain relaxed controlled difussions, in which the pay-off is described by the relative entropy between the nominal measure and the uncertain measure, when the uncertain ...
    • Conference Object  

      Optimization of nonlinear stochastic uncertain relaxed controlled systems: Entropy rate functional and robustness 

      Rezaei, F.; Charalambous, C. D.; Kyprianou, Andreas (Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, CanadaAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusCorrespondence Address: Rezaei, F.Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, Canadaemail: frezaei@site.uottawa.ca, 2004)
      This paper is concerned with nonlinear stochastic uncertain relaxed controlled difussions, in which the pay-off is described by the relative entropy between the nominal measure and the uncertain measure, when the uncertain ...
    • Conference Object  

      Optimization of nonlinear stochastic uncertain relaxed controlled systems: Entropy rate functional and robustness 

      Rezaei, F.; Charalambous, Charalambos D.; Kyprianou, Andreas (Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, CanadaAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusCorrespondence Address: Rezaei, F.Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, Canadaemail: frezaei@site.uottawa.ca, 2004)
      This paper is concerned with nonlinear stochastic uncertain relaxed controlled difussions, in which the pay-off is described by the relative entropy between the nominal measure and the uncertain measure, when the uncertain ...
    • Conference Object  

      Optimization of stochastic uncertain systems with variational norm constraints 

      Rezaei, F.; Charalambous, Charalambos D.; Ahmed, N. U. (2007)
      This paper considers optimization of stochastic uncertain systems on general abstract spaces, when the uncertainty of the system is described by a variational norm constraint. The pay-off is defined as a linear functional ...
    • Conference Object  

      Optimization of Stochastic Uncertain Systems: Large Deviations and Robustness 

      Charalambous, Charalambos D.; Rezaei, F. (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 ...
    • Article  

      Partially observable nonlinear risk-sensitive control problems: Dynamic programming and verification theorems 

      Charalambous, Charalambos D. (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 ...
    • Article  

      Power control in wireless systems: A stochastic control formulation 

      Huang, M.; Caines, P. E.; Charalambous, Charalambos D.; Malhamé, R. P. (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 ...
    • Conference Object  

      Relations between information theory, robustness, and statistical mechanics of stochastic systems 

      Charalambous, Charalambos D.; Rezaei, F.; Kyprianou, Andreas (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. ...
    • Conference Object  

      Relations between information theory, robustness, and statistical mechanics of stochastic systems 

      Charalambous, Charalambos D.; Rezaei, F.; Kyprianou, Andreas (Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, CanadaAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusCorrespondence Address: Charalambous, C.D.Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, Canadaemail: chadcha@site.uottawa.ca, 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. ...
    • Conference Object  

      Relations between information theory, robustness, and statistical mechanics of stochastic systems 

      Charalambous, C. D.; Rezaei, F.; Kyprianou, Andreas (Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, CanadaAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusCorrespondence Address: Charalambous, C.D.Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, Canadaemail: chadcha@site.uottawa.ca, 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. ...
    • Conference Object  

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

      Ahmed, N. U.; Charalambous, Charalambos D. (2005)
      This 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 ...
    • Conference Object  

      Remarks on the explicit solutions for nonlinear partially observable stochastic control problems and relations to H∞ or robust control 

      Charalambous, Charalambos D.; Elliott, Robert J. (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  

      Risk-sensitive control, differential games, and limiting problems in infinite dimensions 

      Charalambous, Charalambos D.; Naidu, Subbaram; Moore, Kevin L. (IEEE, 1994)
      In this paper we present the solutions of the stochastic finite and infinite horizon risk-sensitive control problems in infinite dimensions, with μ, ε > 0, respectively, representing the risk-sensitivity and small noise ...
    • Conference Object  

      Risk-sensitive/integral control for systems with point process observations 

      Charalambous, Charalambos D.; Hibey, Joseph L. (IEEE, 1994)
      This paper deals with necessary conditions for integral and exponential-of-integral cost functions, when the signal is a controlled diffusion process, and the observations consist of continuous and discontinuous processes. ...
    • Article  

      The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games 

      Charalambous, Charalambos D. (1997)
      This paper employs logarithmic transformations to establish relations between continuous-time nonlinear partially observable risk-sensitive control problems and analogous output feedback dynamic games. The first logarithmic ...
    • Conference Object  

      Role of measure-valued decompositions in stochastic control 

      Charalambous, Charalambos D.; Hibey, Joseph L. (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 ...
    • Conference Object  

      Solvable risk-sensitive control problems with output feedback 

      Charalambous, Charalambos D.; Naidu, D. Subbaram; Moore, Kevin L. (IEEE, 1994)
      In this paper a partially observed nonlinear stochastic control with exponential running cost is considered. Explicit solutions for evaluating expectations of exponential functions are found when the control is assumed to ...
    • Conference Object  

      A stochastic approach to optimal soaring problem and robust adaptive LQG control 

      Kahveci, N. E.; Ioannou, Petros A.; Mirmirani, M. D. (2007)
      The soaring performance of a glider Unmanned Aerial Vehicle (UAV) depends a great deal on the thermal characteristics including thermal strength and location. Onboard sensor measurements are typically corrupted by noise ...