• Conference Object  

      Applications of minimum principle for continuous-time partially observable risk-sensitive control problems 

      Charalambous, Charalambos D.; Hibey, Joseph L. (IEEE, 1995)
      This paper employs the minimum principle derived in [1], for nonlinear partially observable exponential of integral control problems, to solve linear-exponential-quadratic-Gaussian (LEQG) tracking problems using two different ...
    • Article  

      Bank filters for ML parameter estimation via the Expectation-Maximization algorithm: The continuous-time case 

      Charalambous, Charalambos D.; Logothetis, Andrew; Elliott, Robert J. (1998)
      In this paper we consider continuous-time partially observed systems in which the parameters are unknown. We employ conditional moment generating functions of integrals and stochastic integrals to derive new maximum-likelihood ...
    • Article  

      Classes of nonlinear partially observable stochastic optimal control problems with explicit optimal control laws 

      Charalambous, Charalambos D.; Elliott, R. J. (1998)
      This paper introduces certain nonlinear partially observable stochastic optimal control problems which are equivalent to completely observable control problems with finite-dimensional state space. In some cases the optimal ...
    • Article  

      Conditional moment generating functions for integrals and stochastic integrals 

      Charalambous, Charalambos D.; Elliott, R. J.; Krishnamurthy, V. (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 ...
    • Conference Object  

      Convergence of belief propagation algorithms on binary pairwise Gibbs random fields 

      Le, T.; Hadjicostis, Christoforos N. (2011)
      In this paper, we study the convergence of belief propagation algorithms (BPAs) on binary pairwise Gibbs random fields (BP-GRFs). Exploiting the equivalence of BPA on the graph associated with BP-GRF and the corresponding ...
    • Conference Object  

      Distributed consensus and linear functional calculation in networks: An observability perspective 

      Sundaram, S.; Hadjicostis, Christoforos N. (2007)
      We study the problem of performing sensor fusion and distributed consensus in networks, where the objective is to calculate some linear function of the initial sensor values at some or all of the sensors. We utilize a ...
    • Doctoral Thesis  Open Access

      Duality for Hardy spaces on tube domains in C2 and applications 

      Alexandrou, Nikoleta G. (Πανεπιστήμιο Κύπρου, Σχολή Θετικών και Εφαρμοσμένων Επιστημών / University of Cyprus, Faculty of Pure and Applied Sciences, 2016-11)
      (...μη διαθέσιμη ηλεκτρονική μορφή της περίληψης)
    • Conference Object  

      First passage risk-sensitive criterion for stochastic evolutions 

      Charalambous, Charalambos D.; Hibey, Joseph L. (1995)
      The purpose of this paper is to investigate in an infinite dimensional space, the first passage problem with a risk-sensitive performance criterion, and to illustrate the asymptotic behavior of the associated value function, ...
    • Article  

      LES of the flow past a rectangular cylinder using the immersed boundary concept 

      Grigoriadis, D. G. E.; Bartzis, J. G.; Goulas, A. (2003)
      Incompressible turbulent flow past a long square cylinder is investigated using large eddy simulations LES). Results are presented and compared with available experimental databases for a Reynolds number Red = 22 000. The ...
    • Conference Object  

      Modeling change of haplotype distributions in random mating populations using random sets 

      Raji-Kermany, A.; Charalambous, Charalambos D.; Hickey, D. (2004)
      Several mathematical models have been developed to describe the genetic structure of populations. Most of these models focus on only one, or few genetic loci. In this paper, we develop a model to describe a large number ...
    • 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 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 ...
    • Doctoral Thesis  Open Access

      Perturbation of zeros of entire functions of exponential type 

      Zikkos, Elias D. (Πανεπιστήμιο Κύπρου, Σχολή Θετικών και Εφαρμοσμένων Επιστημών / University of Cyprus, Faculty of Pure and Applied Sciences, 2004)
      Η διδακτορική διατριβή χωρίζεται σε δύο μέρη. Στο πρώτο μέρος βρίσκουμε νέα κριτήρια ώστε δύο ακολουθίες μιγαδικών αριθμών να έχουν το ίδιο πλεόνασμα στον χώρο . Στο δεύτερο μέρος επεκτείνουμε ...
    • 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/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. ...
    • Conference Object  

      Stochastic optimal control subject to variational norm uncertainty: Dynamic programming and HJB equation 

      Rezaei, F.; Charalambous, Charalambos D.; Ahmed, N. U. (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 ...
    • Conference Object  

      Stochastic optimal control subject to variational norm uncertainty: Viscosity subsolution for generalized HJB inequality 

      Rezaei, F.; Charalambous, Charalambos D.; Ahmed, N. U. (2009)
      This paper is concerned with optimization of stochastic uncertain systems, when systems are described by measures and the pay-off by a linear functional on the space of measure, on general abstract spaces. Robustness is ...
    • Conference Object  

      Synchronization-based fault detection in discrete event systems 

      Athanasopoulou, E.; Hadjicostis, Christoforos N. (2004)
      In this paper we study fault detection in systems that can be modeled as finite state machines (FSMs). We aim at detecting faults that manifest themselves as permanent changes in the next-state transition functionality of ...
    • Conference Object  

      Variational equalities of directed information and applications 

      Stavrou, P. A.; Charalambous, Charalambos D. (2013)
      In this paper we introduce two variational equalities of directed information, which are analogous to those of mutual information employed in the Blahut-Arimoto Algorithm (BAA). Subsequently, we introduce nonanticipative ...