Browsing by Subject "Linear functional"

Now showing items 1-4 of 4

    • Conference Object  

      Dynamic programming with total variational distance uncertainty 

      Charalambous, Charalambos D.; Tzortzis, I.; Charalambous, T. (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 ...
    • Conference Object  

      Extremum problems with total variation distance 

      Charalambous, Charalambos D.; Tzortzis, I.; Loyka, S.; Charalambous, T. (Institute of Electrical and Electronics Engineers Inc., 2013)
      The aim of this paper is to investigate extremum problems with pay-off the total variational distance metric subject to linear functional constraints both defined on the space of probability measures, as well as related ...
    • Article  

      Extremum problems with total variation distance and their applications 

      Charalambous, Charalambos D.; Tzortzis, I.; Loyka, S.; Charalambous, T. (2014)
      The aim of this paper is to investigate extremum problems with pay-off being the total variation distance metric defined on the space of probability measures, subject to linear functional constraints on the space of ...
    • Article  

      Optimal control of uncertain stochastic systems subject to total variation distance uncertainty 

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