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Optimal merging algorithms for lossless codes with generalized criteria
(2014)
This paper presents lossless prefix codes optimized with respect to a payoff criterion consisting of a convex combination of maximum codeword length and average codeword length. The optimal codeword lengths obtained are ...
Probabilistic marking estimation in labeled petri nets
(Institute of Electrical and Electronics Engineers Inc., 2013)
Given a labeled Petri net, possibly with silent transitions, we are interested in performing current marking estimation in a probabilistic setting. We assume a known initial marking or a known finite set of initial markings, ...
Probabilistic marking estimation in labeled petri nets
(2015)
Given a labeled Petri net, possibly with silent (unobservable) transitions, we are interested in performing marking estimation in a probabilistic setting. We assume a known initial marking or a known finite set of initial ...
Exact filters for Newton-Raphson parameter estimation algorithms for continuous-time partially observed stochastic systems
(IEEE, 1999)
This paper presents explicit finite-dimensional filters for implementing Newton-Raphson (NR) parameter estimation algorithms. The models which exhibit nonlinear parameter dependence are stochastic, continuous-time and ...
Probabilistic QoS measures for optimal power control in fading channels
(2007)
In this paper, we focus on computing the outage probability by allocating optimal transmitting powers when the system has a large number of transmitter-receiver pairs and each mobile has an enlarged margin of SIR. By ...
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 ...
Stochastic power control for short-term flat fading wireless networks: Almost sure QoS measures
(2001)
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. Under this scenario, average and ...
Role of measure-valued decompositions in stochastic control
(American Automatic Control Council, 1994)
Following up the measure-valued decompositions of Kunita [1], and the martingale representation result for L2-processes of Bensoussan [2], we have recently derived in [3], necessary conditions of optimizing nonlinear ...
Action functional stochastic H∞ estimation for nonlinear discrete time systems
(2002)
This paper presents an action functional, sample path optimization technique, for formulating and solving nonlinear discrete-time stochastic H∞ estimation problems. These H∞ problems are formulated as minimax dynamic games ...
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 non-linearities in the dynamics ...