Browsing by Subject "Conditional distribution"
Now showing items 1-15 of 15
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Conference Object
The capacity of unstable dynamical systems-interaction of control and information transmission
(Institute of Electrical and Electronics Engineers Inc., 2017)Feedback capacity is extended beyond classical communication channels, to stochastic dynamical systems, which may correspond to unstable control systems or unstable communication channels, subject to average cost constraints ...
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Article
Conditional moment generating functions for integrals and stochastic integrals
(2003)In this paper we present two methods for computing filtered estimates for moments of integrals and stochastic integrals of continuous-time nonlinear systems. The first method utilizes recursive stochastic partial differential ...
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Article
Dynamic programming subject to total variation distance ambiguity
(2015)The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate ...
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Conference Object
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 ...
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Conference Object
Infinite horizon average cost dynamic programming subject to ambiguity on conditional distribution
(Institute of Electrical and Electronics Engineers Inc., 2015)This paper addresses the optimality of stochastic control strategies based on the infinite horizon average cost criterion, subject to total variation distance ambiguity on the conditional distribution of the controlled ...
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Article
Information Structures for Feedback Capacity of Channels with Memory and Transmission Cost: Stochastic Optimal Control & Variational Equalities
(2017)The Finite Transmission Feedback Information (FTFI) capacity is characterized for any class of channel conditional distributions PBi|Bi-1, Ai and P Bi|Bi-1 i-M, Ai, where M is the memory of the channel, Bi ? {B-1, B0,..., ...
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Conference Object
Information structures of capacity achieving distribution for channels with memory and feedback
(Institute of Electrical and Electronics Engineers Inc., 2016)The information structures of the optimal channel input distributions P[0,n] t {PAi|Ai-1,Bi-1 : i = 0,1.,n}, which correspond to the extremum problem of feedback capacity equation are identified, for any class of channel ...
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Article
Nonanticipative rate distortion function and relations to filtering theory
(2014)The relation between nonanticipative rate distortion function (RDF) and filtering theory is discussed on abstract spaces. The relation is established by imposing a realizability constraint on the reconstruction conditional ...
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Conference Object
On the relation of nonanticipative rate distortion function and filtering theory
(2013)In this paper the relation between nonanticipative rate distortion function (RDF) and Bayesian filtering theory is investigated using the topology of weak convergence of probability measures on Polish spaces. The relation ...
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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 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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Conference Object
Optimization of directed information and relations to filtering theory
(Institute of Electrical and Electronics Engineers Inc., 2014)In this paper we generalize the relation between nonanticipative Rate Distortion Function (RDF) and filtering theory, to processes which are affected by the reproduction process, by utilizing the topology of weak convergence ...
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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
Stochastic optimal control of discrete-time systems subject to conditional distribution uncertainty
(2011)The aim of this paper is to address optimality of control strategies for stochastic discrete time control systems subject to conditional distribution uncertainty. This type of uncertainty is motivated from the fact that ...