Browsing by Subject "Nonlinear uncertain stochastic systems"

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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 ...
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

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 ...