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dc.contributor.authorRezaei, F.en
dc.contributor.authorCharalambous, C. D.en
dc.contributor.authorKyprianou, Andreasen
dc.creatorRezaei, F.en
dc.creatorCharalambous, C. D.en
dc.creatorKyprianou, Andreasen
dc.date.accessioned2019-05-06T12:24:26Z
dc.date.available2019-05-06T12:24:26Z
dc.date.issued2004
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/48763
dc.description.abstractThis 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 measure satisfies certain energy inequality constraints. With respect to this formulation two problems are defined. The first, seeks to minimize the relative entropy over the set of unknown measures which satisfy inequality constraints. The second, seeks to maximize over the set of admissible relaxed control laws, the minimum value of relative entropy induced by the uncertain measures among those which satisfy inequality constraints. The second problem is equivalent to a minimax problem, while the first is an optimization problem with respect to a fix control law. Certain monotonicity properties of the optimal solution are discussed, while relations to the well-known Cramer's theorem of large deviations are introduced. In addition, the implication of these results to minimax games for fully observable stochastic systems in which the strategies are measures are delineated and relations to risk-sensitive control problems are investigated.en
dc.language.isoengen
dc.publisherAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, Canadaen
dc.publisherAffiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, Canadaen
dc.publisherAffiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, Cyprusen
dc.publisherAffiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, Cyprusen
dc.publisherCorrespondence Address: Rezaei, F.en
dc.publisherSch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, Canadaen
dc.publisheremail: frezaei@site.uottawa.caen
dc.sourceProceedings of the IEEE Conference on Decision and Controlen
dc.subjectProblem solvingen
dc.subjectOptimizationen
dc.subjectRobustness (control systems)en
dc.subjectStochastic control systemsen
dc.subjectUncertain systemsen
dc.subjectEntropyen
dc.subjectTheorem provingen
dc.subjectFunctionsen
dc.subjectNonlinear control systemsen
dc.subjectLarge Deviationsen
dc.subjectConstraint theoryen
dc.subjectMinimax Gamesen
dc.subjectRelative Entropyen
dc.subjectDuality Propertiesen
dc.subjectNonlinear Uncertain Stochastic Systemsen
dc.subjectRelaxed Controlsen
dc.titleOptimization of nonlinear stochastic uncertain relaxed controlled systems: Entropy rate functional and robustnessen
dc.typeinfo:eu-repo/semantics/conferenceObject
dc.description.volume3
dc.description.startingpage2561
dc.description.endingpage2565
dc.author.facultyΠολυτεχνική Σχολή / Faculty of Engineering
dc.author.departmentΤμήμα Μηχανικών Μηχανολογίας και Κατασκευαστικής / Department of Mechanical and Manufacturing Engineering
dc.type.uhtypeConference Objecten
dc.contributor.orcidKyprianou, Andreas [0000-0002-5037-2051]
dc.description.totalnumpages2561-2565


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