[ΒΙΒΛΙΟ][B] Robust control design using H-∞ methods

IR Petersen, VA Ugrinovskii, AV Savkin - 2012 - books.google.com
This is a unified collection of important recent results for the design of robust controllers for
uncertain systems, primarily based on H8 control theory or its stochastic counterpart, risk …

Connections between stochastic control and dynamic games

P Dai Pra, L Meneghini, WJ Runggaldier - Mathematics of Control, Signals …, 1996 - Springer
We consider duality relations between risk-sensitive stochastic control problems and
dynamic games. They are derived from two basic duality results, the first involving free …

Stochastic uncertain systems subject to relative entropy constraints: Induced norms and monotonicity properties of minimax games

CD Charalambous, F Rezaei - IEEE Transactions on Automatic …, 2007 - ieeexplore.ieee.org
Entropy and relative entropy are fundamental concepts on which information theory is
founded on, and in general, telecommunication systems design. On the other hand …

Dynamic contract design for systemic cyber risk management of interdependent enterprise networks

J Chen, Q Zhu, T Başar - Dynamic Games and Applications, 2021 - Springer
The interconnectivity of cyber and physical systems and Internet of things has created
ubiquitous concerns of cyber threats for enterprise system managers. It is common that the …

Minimum principle for partially observable nonlinear risk-sensitive control problems using measure-valued decompositions

CD Charalambous, JL Hibey - Stochastics: An International Journal …, 1996 - Taylor & Francis
This paper is concerned with the derivation of a minimum principle for partially observed
controlled diffusions with correlation between signals and observation noises, when the …

Classes of nonlinear partially observable stochastic optimal control problems with explicit optimal control laws

CD Charalambous, RJ Elliott - SIAM Journal on Control and Optimization, 1998 - SIAM
This paper introduces certain nonlinear partially observable stochastic optimal control
problems which are equivalent to completely observable control problems with finite …

Stochastic nonlinear minimax dynamic games with noisy measurements

CD Charalambous - IEEE transactions on automatic control, 2003 - ieeexplore.ieee.org
This note is concerned with nonlinear stochastic minimax dynamic games which are subject
to noisy measurements. The minimizing players are control inputs while the maximizing …

Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems

CD Charalambous, RJ Elliott - IEEE Transactions on Automatic …, 1997 - ieeexplore.ieee.org
This paper is concerned with partially observed stochastic optimal control problems when
nonlinearities enter the dynamics of the unobservable state and the observations as …

Partially observable nonlinear risk-sensitive control problems: Dynamic programming and verification theorems

CD Charalambous - IEEE Transactions on Automatic Control, 1997 - ieeexplore.ieee.org
In this paper, we consider continuous-time partially observable optimal control problems
with exponential-of-integral cost criteria. We derive a rigorous verification theorem when the …

Robust control of uncertain context-sensitive probabilistic Boolean networks

SZ Denic, B Vasic, CD Charalambous, R Palanivelu - IET systems biology, 2009 - IET
Uncertainty is an intrinsic phenomenon in control of gene regulatory networks (GRNs). The
presence of uncertainty is related to impreciseness of GRN models due to:(1) Errors caused …