Browsing by Subject "Maximum principle"
Now showing items 1-8 of 8
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Conference Object
Applications of minimum principle for continuous-time partially observable risk-sensitive control problems
(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 ...
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Article
Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems with Different Information Structures-Part II: Applications
(2017)In this second part of the two-part paper, a stochastic maximum principle, conditional Hamiltonians and the coupled backward-forward stochastic differential equations (SDEs) of the first part [1] are employed to derive ...
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Article
Decentralized optimality conditions of stochastic differential decision problems via Girsanov’s measure transformation
(2016)In this paper, we apply two methods to derive necessary and sufficient decentralized optimality conditions for stochastic differential decision problems with multiple Decision Makers (DMs), which aim at optimizing a common ...
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Conference Object
Dynamic team optimality conditions of distributed stochastic differential decision systems with decentralized noisy information structures
(Institute of Electrical and Electronics Engineers Inc., 2013)We derive team and Person-by-Person (PbP) optimality conditions using the stochastic Pontryagin's maximum principle, for distributed stochastic differential decision systems with decentralized noisy information structures. ...
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Conference Object
Estimation and identification of time-varying long-term fading wireless channels with application to power control
(Institute of Electrical and Electronics Engineers Inc., 2007)This paper is concerned with modeling of time-varying wireless fading channels, parameter estimation, identification, and optimal power control from received signal measurements. Wireless channels are represented by ...
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Conference Object
Optimal control approach to dynamic bandwidth allocation in B-ISDN
(Publ by IE Aust, 1992)Asynchronous Transfer Mode (ATM) will be the transfer mode for implementing Broadband-ISDN (B-ISDN). This is prompted by the need to handle a variety of types of services, with diverse demands on the network in terms of ...
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Article
Stochastic differential equations for modeling, estimation and identification of mobile-to-mobile communication channels
(2009)Mobile-to-mobile networks are characterized by node mobility that makes the propagation environment time varying and subject to fading. As a consequence, the statistical characteristics of the received signal vary continuously, ...
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Article
Team optimality conditions of distributed stochastic differential decision systems with decentralized noisy information structures
(2017)A team problem formulation of distributed stochastic differential systems with decentralized noisy information structures is considered, and a stochastic Pontryagin's maximum principle is applied to derive sufficient team ...