• Conference Object  

      Characterization of the Optimal Disturbance Attenuation for Nonlinear Stochastic Uncertain Systems 

      Charalambous, Charalambos D.; Rezaei, F.; Djouadi, S. M. (2003)
      This paper is concerned with an abstract formulation of stochastic optimal control systems, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...
    • Book  

      Competitive Strategy : Options and Games 

      Chevalier-Roignant, Benoit; Trigeorgis, Lenos (The MIT Press, 2011)
      Corporate managers who face both strategic uncertainty and market uncertainty confront a classic trade-off between commitment and flexibility. They can stake a claim by making a large capital investment today, influencing ...
    • Doctoral Thesis  Open Access

      Cooperative interactions in converged heterogeneous communication networks 

      Antoniou, Josephina (Πανεπιστήμιο Κύπρου, Σχολή Θετικών και Εφαρμοσμένων Επιστημών / University of Cyprus, Faculty of Pure and Applied Sciences, 2010-05)
      Τα δίκτυα πρόσβασης που συμμετέχουν στα Δίκτυα Επικοινωνίας Επόμενης Γενιάς έχουν διαφορετικά χαρακτηριστικά και ικανότητες, ενθαρρύνοντας τη διαφοροποίηση του χειρισμού της μεταφοράς από τον χειρισμού του περιεχομένου ...
    • Conference Object  

      Discrete-time stochastic minimax control of partially observable systems 

      Charalambous, Charalambos D. (2001)
      This paper presents a sample path optimization technique, as an alternative to the ensample average in formulating and solving stochastic minimax dynamic games. The stochastic games are nonlinear, discrete-time, and partially ...
    • Article  

      Finite-dimensional nonlinear output feedback dynamic games and bounds for sector nonlinearities 

      Charalambous, Charalambos D.; Elliott, R. J. (1999)
      In general, nonlinear output feedback dynamic games are infinite-dimensional. This paper treats a class of minimax games when the nonlinearities enter the dynamics of the unobservable states. An information state approach ...
    • Article  

      Finite-time disturbance attenuation control problem for singularly perturbed discrete-time systems 

      Abdelrahman, M. A.; Naidu, D. S.; Charalambous, Charalambos D.; Moore, K. L. (1998)
      In this paper we consider the problem of finite-time H∞-optimal control of linear, singularly perturbed, discrete-time systems. The problem is addressed from the game theoretic approach. This leads to a singularly perturbed, ...
    • Article  

      Frequency domain and dynamic game methods for actuator/sensor selection in systems with sector nonlinearities 

      Demetriou, M. A.; Charalambous, Charalambos D. (2001)
      The purpose of this note is to provide a method for placing actuators and sensors in systems with nonlinear dynamics wherein the choices for actuator and sensor locations are such that the resulting system is rendered ...
    • Article  

      Information markets for product attributes: A game theoretic, dual pricing mechanism 

      Markopoulos, Panos M.; Aron, Ravi; Ungar, Lyle H. (2010)
      We model the availability of information about product attributes in Internet-based markets, focusing on a phenomenon that we term as information deficit (availability of less than perfect information about product attributes) ...
    • Conference Object  

      Is online product information availability driven by quality or differentiation? 

      Markopoulos, Panos M.; Aron, Ravi; Ungar, Lyle H. (Affiliation: The Wharton School, University of Pennsylvania, Philadelphia, PA, United StatesCorrespondence Address: Markopoulos, P. M.The Wharton School, University of Pennsylvania, Philadelphia, PA, United Statesemail: markopou@wharton.upenn.edu, 2005)
      We present a game theoretic model for the availability of product information in Internet markets, where buyers can search for multiple products in parallel. We use a multiple-circle variation of Salop's "unit circle" model ...
    • Article  

      Minimax games for stochastic systems subject to relative entropy uncertainty: Applications to SDEs on Hilbert spaces 

      Ahmed, N. U.; Charalambous, Charalambos D. (2007)
      In this paper, we consider minimax games for stochastic uncertain systems with the pay-off being a nonlinear functional of the uncertain measure where the uncertainty is measured in terms of relative entropy between the ...
    • 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 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, Charalambos D.; Kyprianou, Andreas (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  

      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  

      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  

      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 ...
    • 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  

      Stochastic H∞-control of nonlinear discrete-time partially observable systems and dissipation inequalities 

      Charalambous, Charalambos D.; Djouadi, S. M.; Ahmed, N. U. (2002)
      This paper employs an action functional approach to formulate partially observable nonlinear discrete-time stochastic minimax games. The maximizing players of the games are stochastic square summable disturbances, while ...
    • Article  

      Stochastic nonlinear minimax dynamic games with noisy measurements 

      Charalambous, Charalambos D. (2003)
      This note 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 square-integrable stochastic ...