Browsing Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering by Subject "Abstract space"
Now showing items 1-4 of 4
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Conference Object
Directed information on abstract spaces: Properties and extremum problems
(2012)This paper describes a framework in which directed information is defined on abstract spaces. The framework is employed to derive properties of directed information such as convexity, concavity, lower semicontinuity, by ...
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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 ...
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Conference Object
Extremum problems with total variation distance
(Institute of Electrical and Electronics Engineers Inc., 2013)The aim of this paper is to investigate extremum problems with pay-off the total variational distance metric subject to linear functional constraints both defined on the space of probability measures, as well as related ...
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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 ...