Browsing by Subject "Minimax"

Now showing items 1-5 of 5

    • Article  

      Dynamic programming subject to total variation distance ambiguity 

      Tzortzis, I.; Charalambous, Charalambos D.; Charalambous, T. (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 ...
    • 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 ...
    • Article  

      Information states in stochastic control and filtering: a lie algebraic theoretic approach 

      Charalambous, Charalambos D.; Elliott, R. J. (2000)
      The purpose of this paper is twofold: i) to introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistics, or information state, in the optimal control of stochastic systems and ...
    • Conference Object  

      Minimax rate distortion for a class of sources 

      Rezaei, F.; Charalambous, Charalambos D.; Stavrou, P. A.; Kourtellaris, C. (2010)
      This paper deals with rate distortion or source coding with fidelity criterion, in measure spaces, for a class of source distributions. The class of source distributions is described by a relative entropy constraint set ...
    • Conference Object  

      Minimizing outage probability for a class of MIMO channels 

      Charalambous, Charalambos D.; Ioannou, I. (2009)
      In this paper we investigate the outage probability of Multiple-Input Multiple-Output (MIMO) channels, when the probability distribution of the channel gains is not completely known to the transmitter and receiver. The ...