Browsing by Subject "Dynamic programming equations"
Now showing items 1-6 of 6
-
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 ...
-
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 ...
-
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 ...
-
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 ...
-
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 ...
-
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 ...