Browsing by Subject "Stochastic control systems"
Now showing items 120 of 74

Conference Object
Applications of minimum principle for continuoustime partially observable risksensitive control problems
(IEEE, 1995)This paper employs the minimum principle derived in [1], for nonlinear partially observable exponential of integral control problems, to solve linearexponentialquadraticGaussian (LEQG) tracking problems using two different ...

Article
Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems with Different Information StructuresPart I: A General Theory
(2017)Decentralized optimization of distributed stochastic dynamical systems with two or more controls of the decision makers (DMs) has been an active area of research for over half a century. Although, such decentralized ...

Article
Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems
(1997)This paper is concerned with partially observed stochastic optimal control problems when nonlinearities enter the dynamics of the unobservable state and the observations as gradients of potential functions. Explicit ...

Article
Classes of nonlinear partially observable stochastic optimal control problems with explicit optimal control laws
(1998)This paper introduces certain nonlinear partially observable stochastic optimal control problems which are equivalent to completely observable control problems with finitedimensional state space. In some cases the optimal ...

Article
Conditional densities for continuoustime nonlinear hybrid systems with applications to fault detection
(1999)Continuoustime nonlinear stochastic differential state and measurement equations, all of which have coefficients capable of abrupt changes at a random time, are considered; finitestate jump Markov chains are used to model ...

Article
Conditional densities for continuoustime nonlinear hybrid systems with applications to fault detection
(1998)Continuoustime nonlinear stochastic differential state and measurement equations, all of which have coefficients capable of abrupt changes at a random time, are considered; finitestate jump Markov chains are used to model ...

Article
Conditional moment generating functions for integrals and stochastic integrals
(2003)In this paper we present two methods for computing filtered estimates for moments of integrals and stochastic integrals of continuoustime nonlinear systems. The first method utilizes recursive stochastic partial differential ...

Conference Object
Discretetime stochastic minimax control of partially observable systems
(2001)This paper presents a sample path optimization technique, as an alternative to the ensample average in formulating and solving stochastic minimax dynamic games. The stochastic games are nonlinear, discretetime, and partially ...

Conference Object
Distributed stochastic power control for timevarying longterm and shortterm fading wireless networks
(2007)In this paper, new timevarying wireless channel models that capture both the space and time variations of longterm and shortterm fading wireless networks are developed. The proposed models are based on stochastic ...

Conference Object
Dynamic demographic models and parameter identification: Simulations based on statistical data
(Institute of Electrical and Electronics Engineers Inc., 2014)This paper is concerned with dynamical population models obtained from short and longterm changes in size and age composition due to demographic processes such as births, deaths, migration, etc. Both deterministic and ...

Article
Dynamic programming subject to total variation distance ambiguity
(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
(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
Exact filters for NewtonRaphson parameter estimation algorithms for continuoustime partially observed stochastic systems
(2001)This paper presents explicit finitedimensional filters for implementing NewtonRaphson (NR) parameter estimation algorithms. The models which exhibit nonlinear parameter dependence are stochastic, continuoustime and ...

Conference Object
Exact filters for NewtonRaphson parameter estimation algorithms for continuoustime partially observed stochastic systems
(IEEE, 1999)This paper presents explicit finitedimensional filters for implementing NewtonRaphson (NR) parameter estimation algorithms. The models which exhibit nonlinear parameter dependence are stochastic, continuoustime and ...

Conference Object
Examples of optimal control for nonlinear stochastic control problems with partial information
(IEEE, 1995)Partially observable stochastic optimal control problems are considered. It is shown, via an information state approach and dynamic programming, that several classes of nonlinear systems with nonlinearities in the dynamics ...

Conference Object
First passage risksensitive criterion for stochastic evolutions
(1995)The purpose of this paper is to investigate in an infinite dimensional space, the first passage problem with a risksensitive performance criterion, and to illustrate the asymptotic behavior of the associated value function, ...

Conference Object
A general framework for continuous time power control in time varying long term fading wireless networks
(2007)In this paper, a general framework for continuous time power control algorithm under time varying long term fading wireless channels is developed. This contrasts most of the power control algorithms introduced in the ...

Conference Object
Hierarchical decomposition of optimal control and information strategies in controlcoding capacity of stochastic systems
(Institute of Electrical and Electronics Engineers Inc., 2018)The ControlCoding Capacity (CC Capacity) is defined as the maximum amount of information in bits/second, which can be encoded into randomized control strategies, transmitted over the control system, and decoded at its ...

Conference Object
Infinite horizon average cost dynamic programming subject to ambiguity on conditional distribution
(Institute of Electrical and Electronics Engineers Inc., 2015)This paper addresses the optimality of stochastic control strategies based on the infinite horizon average cost criterion, subject to total variation distance ambiguity on the conditional distribution of the controlled ...

Conference Object
Information states in optimal control of stochastic systems: A Lie algebraic theoretic approach
(IEEE, 1997)In this paper we introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistic, or information state, in the optimal control of stochastic systems. Using a Lie algebraic formulation, ...