Browsing Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering by Subject "Joint distributions"
Now showing items 1-2 of 2
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Conference Object
Optimal stochastic control of discrete-time systems subject to total variation distance uncertainty
(2010)This paper presents another application of the results in [1], [2], where existence of the maximizing measure over the total variation distance constraint is established, while the maximizing pay-off is shown to be equivalent ...
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Conference Object
Robust estimation with applications to phase and envelope estimation in frequency selective wireless fading channels
(2008)This paper derives robust niiniinax estimators for a class of uncertain models. The uncertainty is described by a relative entropy constraint between the unknown joint distribution and a fixed nominal joint distribution. ...