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Signalling of information in networked stochastic dynamical control systems
(Institute of Electrical and Electronics Engineers Inc., 2018)
Signalling of information is made feasible from one controller to another controller, in a networked control system consisting of two interconnected control systems. In this application, controller 2 of control system 2 ...
Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems with Different Information Structures-Part II: Applications
(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 ...
Extremum problems with total variation distance and their applications
(2014)
The aim of this paper is to investigate extremum problems with pay-off being the total variation distance metric defined on the space of probability measures, subject to linear functional constraints on the space of ...
Revised Test for Stochastic Diagnosability of Discrete-Event Systems
(2018)
This paper provides revisions to the algorithms presented by Chen et al., 2013 for testing diagnosability of stochastic discrete-event systems. Additional new contributions include PSPACE-hardness of verifying strong ...
A sufficient condition for decentralized non-cooperative stochastic differential games and relations to mean field games
(Institute of Electrical and Electronics Engineers Inc., 2015)
In this paper we use martingale techniques to derive a sufficient condition for existence of decentralized strategies in non-cooperative stochastic differential games. The sufficient condition is given by decentralized ...
Team optimality conditions of distributed stochastic differential decision systems with decentralized noisy information structures
(2017)
A team problem formulation of distributed stochastic differential systems with decentralized noisy information structures is considered, and a stochastic Pontryagin's maximum principle is applied to derive sufficient team ...
The capacity of unstable dynamical systems-interaction of control and information transmission
(Institute of Electrical and Electronics Engineers Inc., 2017)
Feedback capacity is extended beyond classical communication channels, to stochastic dynamical systems, which may correspond to unstable control systems or unstable communication channels, subject to average cost constraints ...
General non-stationary models for short-term and long-term fading channels
(Institute of Electrical and Electronics Engineers Inc., 2000)
This paper discusses the use of stochastic differential equations to model signal envelope variations over large areas, which are subject to long-term fading effects from the transmitter to local areas, followed by short-term ...
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 ...
Dynamic team optimality conditions of distributed stochastic differential decision systems with decentralized noisy information structures
(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. ...