48 citations · 255 across the 46 of their papers we have counts for
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Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity
Ioannis Tzortzis, Charalambos D. Charalambous, Themistoklis Charalambous
We analyze the infinite horizon minimax average cost Markov Control Model (MCM), for a class of controlled process conditional distributions, which belong to a ball, with respect t…
Approximation of Markov Processes by Lower Dimensional Processes via Total Variation Metrics
Ioannis Tzortzis, Charalambos D. Charalambous, Themistoklis Charalambous +2
The aim of this paper is to approximate a finite-state Markov process by another process with fewer states, called herein the approximating process. The approximation problem is fo…
Dynamic Team Theory of Stochastic Differential Decision Systems with Decentralized Noisy Information Structures via Girsanov's Measure Transformation
Charalambos D. Charalambous, Nasir U. Ahmed
In this paper, we present two methods which generalize static team theory to dynamic team theory, in the context of continuous-time stochastic nonlinear differential decentralized…
Dynamic Team Theory of Stochastic Differential Decision Systems with Decentralized Noiseless Feedback Information Structures via Girsanov's Measure Transformation
Charalambos D. Charalambous
In this paper we generalized static team theory to dynamic team theory, in the context of stochastic differential decision system with decentralized noiseless feedback information…
Team and Person-by-Person Optimality Conditions of Differential Decision Systems
Charalambos D. Charalambous, Themistoklis Charalambous, Christoforos N. Hadjicostis
In this paper, we derive team and person-by-person optimality conditions for distributed differential decision systems with different or decentralized information structures. The n…
Team Games Optimality Conditions of Distributed Stochastic Differential Decision Systems with Decentralized Noisy Information Structures
Charalambos D. Charalambous, N. U. Ahmed
We consider a team game reward, and we derive a stochastic Pontryagin's maximum principle for distributed stochastic differential systems with decentralized noisy information struc…