Browsing by Subject "Uncertain stochastic systems"
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Article
Optimal control of uncertain stochastic systems subject to total variation distance uncertainty
(2012)This paper is concerned with optimization of uncertain stochastic systems, in which uncertainty is described by a total variation distance constraint between the measures induced by the uncertain systems and the measure ...
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Conference Object
Optimization of Stochastic Uncertain Systems: Large Deviations and Robustness
(2003)This paper is concerned with an abstract formulation of stochastic uncertain control systems, in which the pay-off is described by the relative entropy between the nominal measure and the uncertain measure, while the ...
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Conference Object
Relations between information theory, robustness, and statistical mechanics of stochastic systems
(2004)The fundamental question, which will be addressed in this talk are the relations between dissipation, which is a concept of robustness, entropy rate, which is a concept of information theory, and statistical mechanics. ...
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Article
Stochastic uncertain systems subject to relative entropy constraints: Induced norms and monotonicity properties of minimax games
(2007)Entropy and relative entropy are fundamental concepts on which information theory is founded on, and in general, telecommunication systems design. On the other hand, dissipation inequalities, minimax strategies, and induced ...