Browsing by Subject "Stochastic optimal control"
Now showing items 1-9 of 9
-
Article
Information Structures for Feedback Capacity of Channels with Memory and Transmission Cost: Stochastic Optimal Control & Variational Equalities
(2017)The Finite Transmission Feedback Information (FTFI) capacity is characterized for any class of channel conditional distributions PBi|Bi-1, Ai and P Bi|Bi-1 i-M, Ai, where M is the memory of the channel, Bi ? {B-1, B0,..., ...
-
Conference Object
Information structures of capacity achieving distribution for channels with memory and feedback
(Institute of Electrical and Electronics Engineers Inc., 2016)The information structures of the optimal channel input distributions P[0,n] t {PAi|Ai-1,Bi-1 : i = 0,1.,n}, which correspond to the extremum problem of feedback capacity equation are identified, for any class of channel ...
-
Article
Information Transfer of Control Strategies: Dualities of Stochastic Optimal Control Theory and Feedback Capacity of Information Theory
(2017)The control-coding capacity of stochastic control systems is introduced, and its operational meaning is established using randomized control strategies, which simultaneously control output processes encode information, and ...
-
Conference Object
Stochastic optimal control of discrete-time systems subject to conditional distribution uncertainty
(2011)The aim of this paper is to address optimality of control strategies for stochastic discrete time control systems subject to conditional distribution uncertainty. This type of uncertainty is motivated from the fact that ...
-
Conference Object
Stochastic optimal control subject to ambiguity
(2011)The aim of this paper is to address optimality of control strategies for stochastic control systems subject to uncertainty and ambiguity. Uncertainty corresponds to the case when the true dynamics and the nominal dynamics ...
-
Conference Object
Stochastic optimal control subject to variational norm uncertainty: Dynamic programming and HJB equation
(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 ...
-
Conference Object
Stochastic optimal control subject to variational norm uncertainty: Viscosity subsolution for generalized HJB inequality
(2009)This paper is concerned with optimization of stochastic uncertain systems, when systems are described by measures and the pay-off by a linear functional on the space of measure, on general abstract spaces. Robustness is ...
-
Conference Object
Stochastic power control for time-varying flat fading wireless channels
(2005)The performance of stochastic optimal power control of time-varying wireless short-term flat fading channels, in which the evolution of the dynamical channel is described by a stochastic state space representation, is ...
-
Article
Stochastic power control for wireless networks via SDEs: Probabilistic QoS measures
(2005)The power control of wireless networks is formulated using a stochastic optimal control framework, in which the evolution of the channel is described by stochastic differential equations (SDEs). The latter rapture the ...