  Capacity formulas and random-coding exponents are derived for a generalized
family of Gel'fand-Pinsker coding problems. These exponents yield asymptotic
upper bounds on the achievable log probability of error. In our model,
information is to be reliably transmitted through a noisy channel with finite
input and output alphabets and random state sequence, and the channel is
selected by a hypothetical adversary. Partial information about the state
sequence is available to the encoder, adversary, and decoder. The design of the
transmitter is subject to a cost constraint. Two families of channels are
considered: 1) compound discrete memoryless channels (CDMC), and 2) channels
with arbitrary memory, subject to an additive cost constraint, or more
generally to a hard constraint on the conditional type of the channel output
given the input. Both problems are closely connected. The random-coding
exponent is achieved using a stacked binning scheme and a maximum penalized
mutual information decoder, which may be thought of as an empirical generalized
Maximum a Posteriori decoder. For channels with arbitrary memory, the
random-coding exponents are larger than their CDMC counterparts. Applications
of this study include watermarking, data hiding, communication in presence of
partially known interferers, and problems such as broadcast channels, all of
which involve the fundamental idea of binning.
