dc.contributor.author | Rezaei, F. | en |
dc.contributor.author | Charalambous, Charalambos D. | en |
dc.contributor.author | Kyprianou, Andreas | en |
dc.creator | Rezaei, F. | en |
dc.creator | Charalambous, Charalambos D. | en |
dc.creator | Kyprianou, Andreas | en |
dc.date.accessioned | 2019-05-06T12:24:26Z | |
dc.date.available | 2019-05-06T12:24:26Z | |
dc.date.issued | 2004 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/48765 | |
dc.description.abstract | 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 the pay-off is a functional of the uncertain measure. This is a minimax game, equivalent to the so-caled nonlinear H∞ optimal disturbance attenuation problem, in which the controller seeks to minimize the pay-off, while the disturbance described by a set of measures aims at maximizing the pay-off. The objectives of this paper are twofold. First, to investigate the minimax problem in an abstract formulation, using its dual unconstrained functional. The dual formulation leads to several monotonicity properties of the optimal function, in terms of the nominal measure and an estimate of the uncertain measure. In addition the characterization is important for computing, as well as comparing, the solution of sub-optimal disturbance attenuation problems to the optimal one. Second, to apply the results of the abstract formulation to stochastic uncertain systems, in which the nominal and uncertain systems are described by conditional distributions. The results obtained include existence of the optimal control policy, explicit computation of the worst case conditional measure, and characterization of the optimal disturbance attenuation, for nonlinear systems. | en |
dc.language.iso | eng | en |
dc.publisher | Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, Canada | en |
dc.publisher | Affiliation: Sch. of Info. Technol. and Eng., University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, Canada | en |
dc.publisher | Affiliation: Electrical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, Cyprus | en |
dc.publisher | Affiliation: Mechanical Engineering Department, University of Cyprus, 75 Kallipoleos Avenue, Nicosia, Cyprus | en |
dc.publisher | Correspondence Address: Rezaei, F. | en |
dc.publisher | Sch. of Info. Technol. and Eng., University of Ottawa, 800 King Edward Ave., Ottawa, Ont. K1N 6N5, Canada | en |
dc.publisher | email: frezaei@site.uottawa.ca | en |
dc.source | Proceedings of the IEEE Conference on Decision and Control | en |
dc.subject | Problem solving | en |
dc.subject | Game theory | en |
dc.subject | Probability | en |
dc.subject | Differential equations | en |
dc.subject | Diffusion | en |
dc.subject | Stochastic control systems | en |
dc.subject | Uncertain systems | en |
dc.subject | Set theory | en |
dc.subject | Theorem proving | en |
dc.subject | Nonlinear control systems | en |
dc.subject | Large Deviations | en |
dc.subject | Minimax Games | en |
dc.subject | Relative Entropy | en |
dc.subject | Duality Properties | en |
dc.subject | Nonlinear Uncertain Stochastic Systems | en |
dc.title | Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: Monotonicity properties and optimal sensitivity | en |
dc.type | info:eu-repo/semantics/conferenceObject | |
dc.description.volume | 3 | |
dc.description.startingpage | 2555 | |
dc.description.endingpage | 2560 | |
dc.author.faculty | Πολυτεχνική Σχολή / Faculty of Engineering | |
dc.author.department | Τμήμα Μηχανικών Μηχανολογίας και Κατασκευαστικής / Department of Mechanical and Manufacturing Engineering | |
dc.type.uhtype | Conference Object | en |
dc.contributor.orcid | Kyprianou, Andreas [0000-0002-5037-2051] | |
dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
dc.description.totalnumpages | 2555-2560 | |
dc.gnosis.orcid | 0000-0002-5037-2051 | |
dc.gnosis.orcid | 0000-0002-2168-0231 | |