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Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: Monotonicity properties and optimal sensitivity
(Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, CanadaAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusCorrespondence Address: Rezaei, F.Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, Canadaemail: frezaei@site.uottawa.ca, 2004)
This paper is concerned with fully observable nonlinear stochastically controlled diffusions, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...
Relations between information theory, robustness, and statistical mechanics of stochastic systems
(Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, CanadaAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusCorrespondence Address: Charalambous, C.D.Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, Canadaemail: chadcha@site.uottawa.ca, 2004)
The fundamental question, which will be addressed in this talk are the relations between dissipation, which is a concept of robustness, entropy rate, which is a concept of information theory, and statistical mechanics. ...
Is robustness of stochastic uncertain systems related to information theory and statistical mechanics?
(Affiliation: Department of Electrical and Computer Engineering, University of Cyprus, Nicosia, CyprusAffiliation: Department of Mechanical and Manufacturing Engineering, University of Cyprus, Nicosia, CyprusAffiliation: School of Information Technology and Engineering, University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaCorrespondence Address: Charalambous, C.D.Department of Electrical and Computer Engineering, University of Cyprus, Nicosia, Cyprusemail: chadcha@ucy.ac.cy, 2005)
Fifty years ago, when Claude Shannon was developing the Mathematical Theory of Communications, for reliable data transmission, which evolved into the subject of information theory, another discipline was developing dealing ...
Relations between information theory, robustness, and statistical mechanics of stochastic systems
(Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, CanadaAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusCorrespondence Address: Charalambous, C.D.Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, Canadaemail: chadcha@site.uottawa.ca, 2004)
The fundamental question, which will be addressed in this talk are the relations between dissipation, which is a concept of robustness, entropy rate, which is a concept of information theory, and statistical mechanics. ...
Is robustness of stochastic uncertain systems related to information theory and statistical mechanics?
(Affiliation: Department of Electrical and Computer Engineering, University of Cyprus, Nicosia, CyprusAffiliation: Department of Mechanical and Manufacturing Engineering, University of Cyprus, Nicosia, CyprusAffiliation: School of Information Technology and Engineering, University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaCorrespondence Address: Charalambous, C.D.Department of Electrical and Computer Engineering, University of Cyprus, Nicosia, Cyprusemail: chadcha@ucy.ac.cy, 2005)
Fifty years ago, when Claude Shannon was developing the Mathematical Theory of Communications, for reliable data transmission, which evolved into the subject of information theory, another discipline was developing dealing ...
Optimization of nonlinear stochastic uncertain relaxed controlled systems: Entropy rate functional and robustness
(Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, CanadaAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusCorrespondence Address: Rezaei, F.Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, Canadaemail: frezaei@site.uottawa.ca, 2004)
This paper is concerned with nonlinear stochastic uncertain relaxed controlled difussions, in which the pay-off is described by the relative entropy between the nominal measure and the uncertain measure, when the uncertain ...
Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: Monotonicity properties and optimal sensitivity
(Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, CanadaAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusCorrespondence Address: Rezaei, F.Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, Canadaemail: frezaei@site.uottawa.ca, 2004)
This paper is concerned with fully observable nonlinear stochastically controlled diffusions, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...
Optimization of nonlinear stochastic uncertain relaxed controlled systems: Entropy rate functional and robustness
(Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, CanadaAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, CyprusCorrespondence Address: Rezaei, F.Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, Canadaemail: frezaei@site.uottawa.ca, 2004)
This paper is concerned with nonlinear stochastic uncertain relaxed controlled difussions, in which the pay-off is described by the relative entropy between the nominal measure and the uncertain measure, when the uncertain ...