Browsing by Subject "Probability measures"

Now showing items 1-7 of 7

    • Conference Object  

      Directed information on abstract spaces: Properties and extremum problems 

      Charalambous, Charalambos D.; Stavrou, P. A. (2012)
      This paper describes a framework in which directed information is defined on abstract spaces. The framework is employed to derive properties of directed information such as convexity, concavity, lower semicontinuity, by ...
    • 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 ...
    • 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 ...
    • Conference Object  

      Least-Square estimation for nonlinear systems with applications to phase and envelope estimation in wireless fading channels 

      Socratous, Y.; Charalambous, Charalambos D.; Georghiades, C. N. (2008)
      This paper addresses the problem of nonlinear Least-Square estimation. A new approach is presented which employees a change of probability measure technique to derive recursive equations for conditional means of nonlinear ...
    • Conference Object  

      Stochastic optimal control subject to variational norm uncertainty: Dynamic programming and HJB equation 

      Rezaei, F.; Charalambous, Charalambos D.; Ahmed, N. U. (Institute of Electrical and Electronics Engineers Inc., 2014)
      This paper is concerned with the application of recent results in optimization of stochastic uncertain systems on general abstract spaces, when the uncertain probability measure of the system is described by a ball with ...