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Stochastic optimal control subject to ambiguity
(2011)
The aim of this paper is to address optimality of control strategies for stochastic control systems subject to uncertainty and ambiguity. Uncertainty corresponds to the case when the true dynamics and the nominal dynamics ...
On the compound capacity of a class of MIMO channels subject to normed uncertainty
(2012)
The compound capacity of uncertain multiple-input multiple-output channels is considered, when the channel is modeled by a class described by a (known) nominal channel and a constrained-norm (unknown) uncertainty. Within ...
Further results on optimal signaling over secure MIMO channels
(2013)
Optimal signalling over the wire-tap MIMO Gaussian channel is studied under the total transmit power constraint. The recent results are extended in several directions, including a rank-deficient solution for the optimal ...
MIMO disturbance and plant uncertainty attenuation by feedback
(2002)
This paper investigates the ability of feedback to reduce plant and disturbance uncertainties in the MIMO case, by solving two fundamental problems posed by Zames in the late seventies. The approach used here is Banach ...
On the capacity of a class of MIMO channels subject to normed uncertainty
(2008)
The compound capacity of uncertain MIMO channels is considered, when the channel is modeled by a class described by an induced norm constraint. Within this framework, two types of classes are investigated, namely, additive ...
Ergodic capacity under channel distribution uncertainty
(Institute of Electrical and Electronics Engineers Inc., 2014)
The impact of channel distribution uncertainty on the performance of fading channels is studied. The compound capacity of a class of ergodic fading channels subject to channel distribution uncertainty is obtained, for ...
On the relation of nonanticipative rate distortion function and filtering theory
(2013)
In this paper the relation between nonanticipative rate distortion function (RDF) and Bayesian filtering theory is investigated using the topology of weak convergence of probability measures on Polish spaces. The relation ...
Stochastic optimal control of discrete-time systems subject to conditional distribution uncertainty
(2011)
The aim of this paper is to address optimality of control strategies for stochastic discrete time control systems subject to conditional distribution uncertainty. This type of uncertainty is motivated from the fact that ...
Optimal encoder and control strategies in stochastic control subject to rate constraints for channels with memory and feedback
(2011)
This paper is concerned with the joint design of encoder/control strategies which minimize a control payoff subject to a rate constraint on the feedback information provided by the system. The control system is described ...
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 ...