{"id":"https://openalex.org/W1785716212","doi":"https://doi.org/10.1137/090765614","title":"State Distributions and Minimum Relative Entropy Noise Sequences in Uncertain Stochastic Systems: The Discrete-Time Case","display_name":"State Distributions and Minimum Relative Entropy Noise Sequences in Uncertain Stochastic Systems: The Discrete-Time Case","publication_year":2015,"publication_date":"2015-01-01","ids":{"openalex":"https://openalex.org/W1785716212","doi":"https://doi.org/10.1137/090765614","mag":"1785716212"},"language":"en","primary_location":{"id":"doi:10.1137/090765614","is_oa":false,"landing_page_url":"https://doi.org/10.1137/090765614","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1208.3811","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5083313944","display_name":"Igor G. Vladimirov","orcid":"https://orcid.org/0000-0002-9355-4736"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Igor G. Vladimirov","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5011597574","display_name":"Ian R. Petersen","orcid":"https://orcid.org/0000-0003-4856-9450"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ian R. Petersen","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.03655775,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"53","issue":"3","first_page":"1107","last_page":"1153"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9922000169754028,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9922000169754028,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12261","display_name":"Statistical Mechanics and Entropy","score":0.9801999926567078,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.9595000147819519,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7076257467269897},{"id":"https://openalex.org/keywords/kullback\u2013leibler-divergence","display_name":"Kullback\u2013Leibler divergence","score":0.4558317959308624},{"id":"https://openalex.org/keywords/white-noise","display_name":"White noise","score":0.44304358959198},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4418606758117676},{"id":"https://openalex.org/keywords/conditional-probability-distribution","display_name":"Conditional probability distribution","score":0.42672306299209595},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4237716794013977},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.42217355966567993},{"id":"https://openalex.org/keywords/entropy","display_name":"Entropy (arrow of time)","score":0.4137621223926544},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.3235522508621216},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.19797924160957336},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.17977526783943176}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7076257467269897},{"id":"https://openalex.org/C171752962","wikidata":"https://www.wikidata.org/wiki/Q255166","display_name":"Kullback\u2013Leibler divergence","level":2,"score":0.4558317959308624},{"id":"https://openalex.org/C112633086","wikidata":"https://www.wikidata.org/wiki/Q381287","display_name":"White noise","level":2,"score":0.44304358959198},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4418606758117676},{"id":"https://openalex.org/C43555835","wikidata":"https://www.wikidata.org/wiki/Q2300258","display_name":"Conditional probability distribution","level":2,"score":0.42672306299209595},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4237716794013977},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.42217355966567993},{"id":"https://openalex.org/C106301342","wikidata":"https://www.wikidata.org/wiki/Q4117933","display_name":"Entropy (arrow of time)","level":2,"score":0.4137621223926544},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.3235522508621216},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.19797924160957336},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.17977526783943176},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1137/090765614","is_oa":false,"landing_page_url":"https://doi.org/10.1137/090765614","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1208.3811","is_oa":true,"landing_page_url":"https://arxiv.org/abs/1208.3811","pdf_url":"https://arxiv.org/pdf/1208.3811","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"mag:1785716212","is_oa":true,"landing_page_url":"https://arxiv.org/pdf/1208.3811","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.754.3533","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.754.3533","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://arxiv.org/pdf/1208.3811.pdf","raw_type":"text"},{"id":"doi:10.48550/arxiv.1208.3811","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1208.3811","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1208.3811","is_oa":true,"landing_page_url":"https://arxiv.org/abs/1208.3811","pdf_url":"https://arxiv.org/pdf/1208.3811","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1785716212.pdf","grobid_xml":"https://content.openalex.org/works/W1785716212.grobid-xml"},"referenced_works_count":21,"referenced_works":["https://openalex.org/W1857301837","https://openalex.org/W1975736346","https://openalex.org/W1980154707","https://openalex.org/W1982142395","https://openalex.org/W1999918998","https://openalex.org/W2021836245","https://openalex.org/W2023369695","https://openalex.org/W2026467592","https://openalex.org/W2039873336","https://openalex.org/W2058492419","https://openalex.org/W2066629158","https://openalex.org/W2076467525","https://openalex.org/W2077752115","https://openalex.org/W2095477585","https://openalex.org/W2104128408","https://openalex.org/W2104601907","https://openalex.org/W2113151258","https://openalex.org/W2117843344","https://openalex.org/W2162145781","https://openalex.org/W2316803222","https://openalex.org/W4241513305"],"related_works":["https://openalex.org/W2106531400","https://openalex.org/W2161068957","https://openalex.org/W2147970398","https://openalex.org/W247273869","https://openalex.org/W273251765","https://openalex.org/W2096885273","https://openalex.org/W2097202745","https://openalex.org/W2556613110","https://openalex.org/W2554544562","https://openalex.org/W2962739666","https://openalex.org/W3118957949","https://openalex.org/W2150529049","https://openalex.org/W1514237137","https://openalex.org/W3202373981","https://openalex.org/W2273625599","https://openalex.org/W2560154861","https://openalex.org/W579321247","https://openalex.org/W2811263723","https://openalex.org/W1970123185","https://openalex.org/W3185988315"],"abstract_inverted_index":{"This":[0],"paper":[1],"is":[2,25,95,199],"concerned":[3],"with":[4,40,133,162,174],"dissipativity":[5],"theory":[6],"and":[7,11,60,102,153,185,188,236,259],"robust":[8,250,265],"performance":[9],"analysis":[10],"design":[12,267],"of":[13,32,37,73,77,130,158,167,249,252,257],"discrete-time":[14],"stochastic":[15],"systems":[16,173,219,253],"driven":[17],"by":[18,27],"statistically":[19,137,222],"uncertain":[20,138,223],"random":[21,139,224],"noise.":[22,140],"The":[23,75],"uncertainty":[24],"quantified":[26],"the":[28,33,38,64,79,84,109,120,128,131,149,159,165,168,181,192,255],"conditional":[29,66,123,195],"relative":[30,67,124,196,227],"entropy":[31,68,101,125,197,228],"actual":[34],"probability":[35],"law":[36],"noise":[39,51,161,178,183],"respect":[41,134,163],"to":[42,48,82,117,135,164,221,239],"a":[43,49,55,71,91,136,143,155,175,208,213,233,246,264],"nominal":[44,182],"product":[45],"measure":[46],"corresponding":[47,65],"white":[50,177],"sequence.":[52],"We":[53,141,211,243],"discuss":[54],"balance":[56],"equation,":[57],"dissipation":[58],"inequality,":[59],"superadditivity":[61],"property":[62,157],"for":[63,148,217,263],"supply":[69,126,152,198],"as":[70,111,180],"function":[72],"time.":[74],"problem":[76,248],"minimizing":[78],"supply,":[80],"required":[81,122,151,194],"drive":[83],"system":[85,132],"between":[86],"given":[87,234],"state":[88,166,190],"distributions":[89],"over":[90],"specified":[92],"time":[93],"horizon,":[94],"considered.":[96],"Such":[97],"variational":[98],"problems,":[99],"involving":[100],"probabilistic":[103],"boundary":[104],"conditions,":[105],"are":[106],"known":[107],"in":[108],"literature":[110],"Schr\u00f6dinger":[112],"bridge":[113],"problems.":[114],"In":[115],"application":[116],"control":[118],"systems,":[119],"minimum":[121,150,193],"characterizes":[127],"robustness":[129,215],"obtain":[142],"dynamic":[144],"programming":[145],"Bellman":[146],"equation":[147,205],"establish":[154],"Markov":[156],"worst-case":[160],"system.":[169],"For":[170],"multivariable":[171],"linear":[172],"Gaussian":[176,186],"sequence":[179],"model":[184],"initial":[187],"terminal":[189],"distributions,":[191],"obtained":[200],"using":[201],"an":[202],"algebraic":[203],"Riccati":[204],"which":[206],"admits":[207],"closed-form":[209],"solution.":[210],"propose":[212],"computable":[214],"index":[216],"such":[218],"subjected":[220],"noises":[225,258],"whose":[226],"rate":[229],"does":[230],"not":[231],"exceed":[232],"threshold,":[235],"provide":[237],"examples":[238],"illustrate":[240],"this":[241],"approach.":[242],"also":[244],"consider":[245],"minimax":[247],"optimization":[251],"against":[254],"class":[256],"demonstrate":[260],"its":[261],"solution":[262],"filter":[266],"example.":[268]},"counts_by_year":[],"updated_date":"2026-08-26T07:47:46.906454","created_date":"2025-10-10T00:00:00"}