Browsing by Subject "Stochastic optimal control problem"
Now showing items 1-3 of 3
Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems with Different Information Structures-Part 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 ...
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 ...
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 ...