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Neighboring Optimal Guidance for Aeroassisted Orbital Transfer
(1993)
A neighboring optimal guidance scheme for a nonlinear dynamic system is devised with stochastic inputs and perfect measurements as applicable to fuel optimal control of an aeroassisted orbital transfer vehicle. For the ...
On multiobjective H2/H∞ optimal control
(2001)
In this paper the solutions to the optimal multiobjective H2/H∞ problem are characterized using Banach space duality theory, and shown to satisfy a flatness or allpass condition. Dual and predual spaces are identified, and ...
Information states in optimal control of stochastic systems: A Lie algebraic theoretic approach
(IEEE, 1997)
In this paper we introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistic, or information state, in the optimal control of stochastic systems. Using a Lie algebraic formulation, ...
On the application of minimum principle for solving partially observable risk-sensitive control problems
(1996)
This paper is concerned with the application of a minimum principle derived for general nonlinear partially observable exponential-of-integral control problems, to solve linear-exponential-quadratic-Gaussian problems. This ...
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 ...
Risk-sensitive control, differential games, and limiting problems in infinite dimensions
(IEEE, 1994)
In this paper we present the solutions of the stochastic finite and infinite horizon risk-sensitive control problems in infinite dimensions, with μ, ε > 0, respectively, representing the risk-sensitivity and small noise ...
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 ...
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 ...
Stochastic power control for time-varying long-term fading wireless networks
(2006)
A new time-varying (TV) long-term fading (LTF) channel model which captures both the space and time variations of wireless systems is developed. The proposed TV LTF model is based on a stochastic differential equation ...