Browsing Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering by Author "Ahmed, N. U."
Now showing items 1-20 of 22
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Article
Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems with Different Information Structures-Part I: A General Theory
Charalambous, Charalambos D.; Ahmed, N. U. (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 ...
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Article
Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems with Different Information Structures-Part II: Applications
Charalambous, Charalambos D.; Ahmed, N. U. (2017)In this second part of the two-part paper, a stochastic maximum principle, conditional Hamiltonians and the coupled backward-forward stochastic differential equations (SDEs) of the first part [1] are employed to derive ...
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Conference Object
Dynamic team optimality conditions of distributed stochastic differential decision systems with decentralized noisy information structures
Charalambous, Charalambos D.; Ahmed, N. U. (Institute of Electrical and Electronics Engineers Inc., 2013)We derive team and Person-by-Person (PbP) optimality conditions using the stochastic Pontryagin's maximum principle, for distributed stochastic differential decision systems with decentralized noisy information structures. ...
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Conference Object
Equivalence of decentralized stochastic dynamic decision systems via Girsanov's measure transformation
Charalambous, Charalambos D.; Ahmed, N. U. (Institute of Electrical and Electronics Engineers Inc., 2014)In this paper we present two methods for decentralized optimization of continuous and discrete-time stochastic dynamic decision systems, with multiple decision makers having nonclassical information structures. For both ...
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Article
Filtering for linear systems driven by fractional Brownian motion
Ahmed, N. U.; Charalambous, Charalambos D. (2003)In this paper we study continuous time filtering for linear multidimensional systems driven by fractional Brownian motion processes. We present the derivation of the optimum linear filter equations which involve a pair of ...
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Conference Object
Filtering for linear systems driven by fractional Brownian motion
Ahmed, N. U.; Charalambous, Charalambos D. (2000)In this paper we study continuous time filtering for linear systems driven by fractional Brownian motion processes. We present the derivation of the optimum linear filter equations which involve a pair of functional-differential ...
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Conference Object
Maximum principle for decentralized stochastic differential decision systems
Charalambous, Charalambos D.; Ahmed, N. U. (Institute of Electrical and Electronics Engineers Inc., 2014)In this paper we derive team and Person-by-Person (PbP) optimality conditions for Itô SDEs with nonclassical information structures. The optimality conditions are given in terms of a Hamiltonian System described by coupled ...
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Article
Minimax games for stochastic systems subject to relative entropy uncertainty: Applications to SDEs on Hilbert spaces
Ahmed, N. U.; Charalambous, Charalambos D. (2007)In this paper, we consider minimax games for stochastic uncertain systems with the pay-off being a nonlinear functional of the uncertain measure where the uncertainty is measured in terms of relative entropy between the ...
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Article
Nonanticipative rate distortion function and relations to filtering theory
Charalambous, Charalambos D.; Stavrou, P. A.; Ahmed, N. U. (2014)The relation between nonanticipative rate distortion function (RDF) and filtering theory is discussed on abstract spaces. The relation is established by imposing a realizability constraint on the reconstruction conditional ...
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Conference Object
On the fixed point problem in the abstract rate distortion theory
Rezaei, F.; Ahmed, N. U.; Charalambous, Charalambos D. (University of Illinois at Urbana-Champaign, Coordinated Science Laboratory and Department of Computer and Electrical Engineering, 2006)This paper introduces a general framework for dealing with the subject of rate distortion or source coding with fidelity criterion, in Polish spaces. The problem is ad-dressed using a variational approach on the space of ...
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Article
Optimal control of uncertain stochastic systems subject to total variation distance uncertainty
Rezaei, F.; Charalambous, Charalambos D.; Ahmed, N. U. (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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Article
Optimal measurement strategy for nonlinear filtering
Ahmed, N. U.; Charalambous, Charalambos D. (2006)In this paper we consider the question of an optimal measurement strategy for nonlinear filtering. Given a set of measurement and observation options, the problem faced by a designer is to choose the option that gives the ...
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Conference Object
Optimization of stochastic uncertain systems with variational norm constraints
Rezaei, F.; Charalambous, Charalambos D.; Ahmed, N. U. (2007)This paper considers optimization of stochastic uncertain systems on general abstract spaces, when the uncertainty of the system is described by a variational norm constraint. The pay-off is defined as a linear functional ...
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Book Chapter
Optimization of stochastic uncertain systems: Entropy rate functionals, minimax games and robustness
Rezaei, Farzad; Charalambous, Charalambos D.; Ahmed, N. U. (WORLD SCIENTIFIC, 2012)
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Article
Rate Distortion Theory for General Sources With Potential Application to Image Compression
Rezaei, Farzad; Ahmed, N. U.; Charalambous, Charalambos D. (2006)
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Conference Object
Relative entropy applied to optimal control of stochastic uncertain systems on hilbert space
Ahmed, N. U.; Charalambous, Charalambos D. (2005)This paper considers minimax problems, in which the control minimizes the pay-off induced by a measure which maximizes the pay-off over the class of measures described by a relative entropy set between the uncertain and ...
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Conference Object
Stochastic H∞-control of nonlinear discrete-time partially observable systems and dissipation inequalities
Charalambous, Charalambos D.; Djouadi, S. M.; Ahmed, N. U. (2002)This paper employs an action functional approach to formulate partially observable nonlinear discrete-time stochastic minimax games. The maximizing players of the games are stochastic square summable disturbances, while ...
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Article
Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls
Ahmed, N. U.; Charalambous, Charalambos D. (2013)In this paper, we consider nonconvex control problems of stochastic differential equations driven by relaxed controls adapted, in the weak star sense, to a current of sigma algebras generated by observable processes. We ...
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Conference Object
Stochastic optimal control subject to variational norm uncertainty: Dynamic programming and HJB equation
Rezaei, F.; Charalambous, Charalambos D.; Ahmed, N. U. (Institute of Electrical and Electronics Engineers Inc., 2014)This paper is concerned with the application of recent results in optimization of stochastic uncertain systems on general abstract spaces, when the uncertain probability measure of the system is described by a ball with ...
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Conference Object
Stochastic optimal control subject to variational norm uncertainty: Viscosity subsolution for generalized HJB inequality
Rezaei, F.; Charalambous, Charalambos D.; Ahmed, N. U. (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 ...