Gang George Yin

Autom., 2017

Identification of Wiener systems with quantized inputs and binary-valued output observations.

[BibT_eX]

[DOI]

Autom., 2017

Numerical Methods for Controlled Switching Diffusions.

[BibT_eX]

[DOI]

Caojin Zhang

Proceedings of the Large-Scale Scientific Computing - 11th International Conference, 2017

Near-optimal stopping rules for two-time-scale Markovian systems.

[BibT_eX]

[DOI]

Caojin Zhang

Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

Switching diffusion with past dependent switching and countable switching space: Existence and uniqueness of solutions, recurrence, and weak stabilization.

[BibT_eX]

[DOI]

Dang Hai Nguyen

Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

2016

Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space.

[BibT_eX]

[DOI]

Nguyen Hai Dang

SIAM J. Control. Optim., 2016

Protection Zones for Survival of Species in Random Environment.

[BibT_eX]

[DOI]

SIAM J. Appl. Math., 2016

Classification of Asymptotic Behavior in a Stochastic SIR Model.

[BibT_eX]

[DOI]

SIAM J. Appl. Dyn. Syst., 2016

Stability in distribution of stochastic delay recurrent neural networks with Markovian switching.

[BibT_eX]

[DOI]

Enwen Zhu

Quan Yuan

Neural Comput. Appl., 2016

Network robustness depth and topology management of networked dynamic systems.

[BibT_eX]

[DOI]

Feng Lin

J. Syst. Sci. Complex., 2016

Conditions for permanence and ergodicity of certain stochastic predator-prey models.

[BibT_eX]

[DOI]

Nguyen Huu Du

Nguyen Hai Dang

J. Appl. Probab., 2016

Controllability and adaptation of linear time-invariant systems under irregular and Markovian sampling.

[BibT_eX]

[DOI]

Ping Zhao

Autom., 2016

Numerical methods for optimal harvesting strategies in random environments under partial observations.

[BibT_eX]

[DOI]

Autom., 2016

2015

Numerical Methods for Continuous-Time Stochastic Control Problems.

[BibT_eX]

[DOI]

Proceedings of the Encyclopedia of Systems and Control, 2015

Impact of Communication Erasure Channels on the Safety of Highway Vehicle Platoons.

[BibT_eX]

[DOI]

IEEE Trans. Intell. Transp. Syst., 2015

Robust and Adaptive Estimation of State of Charge for Lithium-Ion Batteries.

[BibT_eX]

[DOI]

IEEE Trans. Ind. Electron., 2015

Analyzing Convergence and Rates of Convergence of Particle Swarm Optimization Algorithms Using Stochastic Approximation Methods.

[BibT_eX]

[DOI]

Quan Yuan

IEEE Trans. Autom. Control., 2015

System Identification Under Regular, Binary, and Quantized Observations: Moderate Deviations Error Bounds.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2015

Stability of numerical methods for jump diffusions and Markovian switching jump diffusions.

[BibT_eX]

[DOI]

Zhixin Yang

Haibo Li

J. Comput. Appl. Math., 2015

Mean-variance type controls involving a hidden Markov chain: models and numerical approximation.

[BibT_eX]

[DOI]

Zhixin Yang

IMA J. Math. Control. Inf., 2015

A mean-variance control framework for platoon control problems: Weak convergence results and applications on reduction of complexity.

[BibT_eX]

[DOI]

Commun. Inf. Syst., 2015

Properties for a class of multi-type mean-field models.

[BibT_eX]

[DOI]

Tuan Anh Hoang

Commun. Inf. Syst., 2015

Some Recent Progress on Numerical Methods for Controlled Regime-Switching Models with Applications to Insurance and Risk Management.

[BibT_eX]

[DOI]

Rebecca Stockbridge

Comput. Methods Appl. Math., 2015

Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems.

[BibT_eX]

[DOI]

Autom., 2015

Identification of linear continuous-time systems under irregular and random output sampling.

[BibT_eX]

[DOI]

Autom., 2015

Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs.

[BibT_eX]

[DOI]

Autom., 2015

Strong invariance for switching diffusions.

[BibT_eX]

[DOI]

Hongwei Mei

Asymptot. Anal., 2015

Study of Certain Stochastic Predator-Prey Models.

[BibT_eX]

[DOI]

Nguyen Huu Du

Nguyen Hai Dang

Proceedings of the 2015 Proceedings of the Conference on Control and its Applications, 2015

Stochastic regularization and stabilization of hybrid functional differential equations.

[BibT_eX]

[DOI]

Xiaofeng Zong

Fuke Wu

Proceedings of the 54th IEEE Conference on Decision and Control, 2015

Structure analysis of matrix fraction descriptions for LTI Systems.

[BibT_eX]

[DOI]

Proceedings of the 54th IEEE Conference on Decision and Control, 2015

A regret-based approach to non-stationary discrete stochastic optimization.

[BibT_eX]

[DOI]

Proceedings of the 54th IEEE Conference on Decision and Control, 2015

2014

Communication Information Structures and Contents for Enhanced Safety of Highway Vehicle Platoons.

[BibT_eX]

[DOI]

IEEE Trans. Veh. Technol., 2014

Tracking a Markov-Modulated Stationary Degree Distribution of a Dynamic Random Graph.

[BibT_eX]

[DOI]

Maziyar Hamdi

IEEE Trans. Inf. Theory, 2014

Almost Sure and pth-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2014

Characterization and Identification of Matrix Fraction Descriptions for LTI Systems.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2014

Enhanced feedback robustness against communication channel multiplicative uncertainties via scaled dithers.

[BibT_eX]

[DOI]

Syst. Control. Lett., 2014

Control of vehicle platoons for highway safety and efficient utility: Consensus with communications and vehicle dynamics.

[BibT_eX]

[DOI]

J. Syst. Sci. Complex., 2014

Stochastic competitive Lotka-Volterra ecosystems under partial observation: Feedback controls for permanence and extinction.

[BibT_eX]

[DOI]

J. Frankl. Inst., 2014

Hybrid competitive Lotka-Volterra ecosystems with a hidden Markov chain.

[BibT_eX]

[DOI]

J. Control. Decis., 2014

Robust noise attenuation under stochastic noises and worst-case unmodelled dynamics.

[BibT_eX]

[DOI]

Int. J. Syst. Sci., 2014

Bias reduction for reliable fault detection of electric motors under measurement noise of non-zero means.

[BibT_eX]

[DOI]

Dusan Progovac

Int. J. Model. Identif. Control., 2014

Parameter estimation in systems with binary-valued observations and structural uncertainties.

[BibT_eX]

[DOI]

Shaobai Kan

Int. J. Control, 2014

Almost sure convergence rates for system identification using binary, quantized, and regular sensors.

[BibT_eX]

[DOI]

Hongwei Mei

Autom., 2014

Large deviations for multi-scale Markovian switching systems with a small diffusion.

[BibT_eX]

[DOI]

Asymptot. Anal., 2014

Numerical solutions of regime-switching jump diffusions.

[BibT_eX]

[DOI]

Tuan Anh Hoang

Appl. Math. Comput., 2014

Impact of package delivery rate on the safety of highway vehicle platoons.

[BibT_eX]

[DOI]

Proceedings of the 2014 IEEE Intelligent Vehicles Symposium Proceedings, 2014

Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation.

[BibT_eX]

[DOI]

Proceedings of the Finite Difference Methods, Theory and Applications, 2014

Best-response search algorithms for non-stationary discrete stochastic optimization.

[BibT_eX]

[DOI]

Proceedings of the 53rd IEEE Conference on Decision and Control, 2014

UAV circumnavigation of an unknown target without location information using noisy range-based measurements.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2014

2013

Distributed Tracking of Correlated Equilibria in Regime Switching Noncooperative Games.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2013

Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2013

Asynchronous Stochastic Approximation Algorithms for Networked Systems: Regime-Switching Topologies and Multiscale Structure.

[BibT_eX]

[DOI]

Quan Yuan

Multiscale Model. Simul., 2013

Mean Exit Times and the Multilevel Monte Carlo Method.

[BibT_eX]

[DOI]

SIAM/ASA J. Uncertain. Quantification, 2013

Distributed Energy-Aware Diffusion Least Mean Squares: Game-Theoretic Learning.

[BibT_eX]

[DOI]

IEEE J. Sel. Top. Signal Process., 2013

Numerical Methods for Optimal Dividend Payment and Investment Strategies of Markov-Modulated Jump Diffusion Models with Regular and Singular Controls.

[BibT_eX]

[DOI]

J. Optim. Theory Appl., 2013

Tracking the Empirical Distribution of a Markov-modulated Duplication-Deletion Random Graph

[BibT_eX]

[DOI]

Maziyar Hamdi

CoRR, 2013

Joint state and event observers for linear switching systems under irregular sampling.

[BibT_eX]

[DOI]

Wei Feng

Autom., 2013

Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections.

[BibT_eX]

[DOI]

Hailiang Yang

Autom., 2013

Characterization of stochastic control with optimal stopping in a Sobolev space.

[BibT_eX]

[DOI]

Autom., 2013

Moderate Deviations Analysis for System Identification under Regular and Binary Observations.

[BibT_eX]

[DOI]

Proceedings of the SIAM Conference on Control and its Applications, 2013

Coordinated control and communication for enhanced safety of highway vehicle platoons.

[BibT_eX]

[DOI]

Proceedings of the International Conference on Connected Vehicles and Expo, 2013

PRK-based scheduling for predictable link reliability in wireless networked sensing and control.

[BibT_eX]

[DOI]

Proceedings of the ACM/IEEE 4th International Conference on Cyber-Physical Systems (with CPS Week 2013), 2013

Game-theoretic learning for activation of diffusion least mean squares.

[BibT_eX]

[DOI]

Proceedings of the 21st European Signal Processing Conference, 2013

Voltage robust stability in microgrid power management.

[BibT_eX]

[DOI]

Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

Trend-following trading using recursive stochastic optimization algorithms.

[BibT_eX]

[DOI]

Duy Nguyen

Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

2012

Battery Cell Identification and SOC Estimation Using String Terminal Voltage Measurements.

[BibT_eX]

[DOI]

IEEE Trans. Veh. Technol., 2012

Threshold-Type Policies for Real Options Using Regime-Switching Models.

[BibT_eX]

[DOI]

Alain Bensoussan

Zhongfeng Yan

SIAM J. Financial Math., 2012

Optimal Switching with Constraints and Utility Maximization of an Indivisible Market.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2012

Regularization and Stabilization of Randomly Switching Dynamic Systems.

[BibT_eX]

[DOI]

Guangliang Zhao

Fuke Wu

SIAM J. Appl. Math., 2012

A mean-variance optimization problem for discounted Markov decision processes.

[BibT_eX]

[DOI]

Xianping Guo

Liuer Ye

Eur. J. Oper. Res., 2012

Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation.

[BibT_eX]

[DOI]

Autom., 2012

Enhanced feedback robustness against communication channel uncertainties VIS scaled dithers in networked systems.

[BibT_eX]

[DOI]

Proceedings of the 11th International Conference on Information Science, 2012

Robust consensus control by state-dependent dithers.

[BibT_eX]

[DOI]

Proceedings of the 2012 IEEE International Conference on Electro/Information Technology, 2012

Stability of jump diffusions with random switching.

[BibT_eX]

[DOI]

Proceedings of the 51th IEEE Conference on Decision and Control, 2012

Coordinated vehicle platoon control: Weighted and constrained consensus and communication network topologies.

[BibT_eX]

[DOI]

Proceedings of the 51th IEEE Conference on Decision and Control, 2012

Large deviations for systems driven by two-time-scale nonhomogeneous Markovian chains and applications to optimal control problems.

[BibT_eX]

[DOI]

Proceedings of the 51th IEEE Conference on Decision and Control, 2012

Tracking equilibria with Markovian evolution.

[BibT_eX]

[DOI]

Proceedings of the 51th IEEE Conference on Decision and Control, 2012

2011

State Observability and Observers of Linear-Time-Invariant Systems Under Irregular Sampling and Sensor Limitations.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2011

State Observers with Random Sampling Times and Convergence Analysis of Double-Indexed and Randomly Weighted Sums of Mixing Processes.

[BibT_eX]

[DOI]

Le Van Thanh

SIAM J. Control. Optim., 2011

Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2011

Stochastic Recursive Algorithms for Networked Systems with Delay and Random Switching: Multiscale Formulations and Asymptotic Properties.

[BibT_eX]

[DOI]

Yu Sun

Multiscale Model. Simul., 2011

Robustness, Weak Stability, and Stability in Distribution of Adaptive Filtering Algorithms under Model Mismatch.

[BibT_eX]

[DOI]

Ben G. Fitzpatrick

Multiscale Model. Simul., 2011

Invariant density, Lapunov exponent, and almost sure stability of Markovian-regime-switching linear systems.

[BibT_eX]

[DOI]

J. Syst. Sci. Complex., 2011

Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation.

[BibT_eX]

[DOI]

Yumin Wang

J. Comput. Appl. Math., 2011

A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models.

[BibT_eX]

[DOI]

Int. J. Comput. Math., 2011

Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies.

[BibT_eX]

[DOI]

Yu Sun

Autom., 2011

A trend-following strategy: Conditions for optimality.

[BibT_eX]

[DOI]

Hoi Tin Kong

Autom., 2011

Hybrid switching diffusions: Continuity and differentiability.

[BibT_eX]

[DOI]

Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

Optimality conditions for a trend-following strategy.

[BibT_eX]

[DOI]

Hoi Tin Kong

Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

2010

Filter Design and Analysis in Frequency Domain for Server Scheduling and Optimization.

[BibT_eX]

[DOI]

IEEE Trans. Parallel Distributed Syst., 2010

Quantized Identification With Dependent Noise and Fisher Information Ratio of Communication Channels.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2010

Identification of Hammerstein Systems with Quantized Observations.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2010

Stability of Regime-Switching Jump Diffusions.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2010

Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2010

Signal estimation with binary-valued sensors.

[BibT_eX]

[DOI]

J. Syst. Sci. Complex., 2010

Convergence rates of Markov chain approximation methods for controlled diffusions with stopping.

[BibT_eX]

[DOI]

J. Syst. Sci. Complex., 2010

A stochastic approximation algorithm for option pricing model calibration with a switchable market.

[BibT_eX]

[DOI]

Jie Yu

Int. J. Comput. Math., 2010

Feller continuity, recurrence, and stabilization of regime-switching diffusions.

[BibT_eX]

[DOI]

Proceedings of the 49th IEEE Conference on Decision and Control, 2010

Option pricing, model calibration, and prediction with a switchable market: A stochastic approximation algorithm.

[BibT_eX]

[DOI]

Jie Yu

Proceedings of the 49th IEEE Conference on Decision and Control, 2010

Rates of convergence of Markov chain approximation for controlled regime-switching diffusions with stopping times.

[BibT_eX]

[DOI]

Proceedings of the 49th IEEE Conference on Decision and Control, 2010

2009

Identification of Systems With Regime Switching and Unmodeled Dynamics.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2009

Almost Sure Stabilization for Feedback Controls of Regime-Switching Linear Systems With a Hidden Markov Chain.

[BibT_eX]

[DOI]

Bernard Bercu

François Dufour

IEEE Trans. Autom. Control., 2009

Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions.

[BibT_eX]

[DOI]

SIAM J. Math. Anal., 2009

On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2009

Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2009

How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths.

[BibT_eX]

[DOI]

Math. Program., 2009

Consensus Formation in a Two-Time-Scale Markovian System.

[BibT_eX]

[DOI]

Multiscale Model. Simul., 2009

Numerical methods for portfolio selection with bounded constraints.

[BibT_eX]

[DOI]

Hanqing Jin

J. Comput. Appl. Math., 2009

Tracking and identification of regime-switching systems using binary sensors.

[BibT_eX]

[DOI]

Shaobai Kan

Autom., 2009

Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process.

[BibT_eX]

[DOI]

Asymptot. Anal., 2009

Consensus-tracking in distributed networks by one-hop averaging.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2009

VCONF: a reinforcement learning approach to virtual machines auto-configuration.

[BibT_eX]

[DOI]

Proceedings of the 6th International Conference on Autonomic Computing, 2009

Average-consensus with switched Markovian network links.

[BibT_eX]

[DOI]

Proceedings of the 12th International Conference on Information Fusion, 2009

Irregular sampling, active observability, and convergence rates of state observers for systems with binary-valued observations.

[BibT_eX]

[DOI]

Proceedings of the 48th IEEE Conference on Decision and Control, 2009

2008

Decentralized Adaptive Filtering Algorithms for Sensor Activation in an Unattended Ground Sensor Network.

[BibT_eX]

[DOI]

Michael Maskery

IEEE Trans. Signal Process., 2008

Identification Input Design for Consistent Parameter Estimation of Linear Systems With Binary-Valued Output Observations.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2008

Numerical Solutions for Stochastic Differential Games With Regime Switching.

[BibT_eX]

[DOI]

Zhimin Zhang

IEEE Trans. Autom. Control., 2008

Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model.

[BibT_eX]

[DOI]

SIAM J. Appl. Math., 2008

State reconstruction for linear time-invariant systems with binary-valued output observations.

[BibT_eX]

[DOI]

Guohua Xu

Syst. Control. Lett., 2008

Erratum to: Identification of Wiener systems with binary-valued output observations.

[BibT_eX]

[DOI]

Autom., 2008

Space and time complexities and sensor threshold selection in quantized identification.

[BibT_eX]

[DOI]

Autom., 2008

On hybrid diffusions.

[BibT_eX]

[DOI]

Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Stochastic approximation algorithms for trailing stop.

[BibT_eX]

[DOI]

Chao Zhuang

Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Consensus formation in a switched Markovian dynamical system.

[BibT_eX]

[DOI]

Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Numerical methods for buying-low-and-selling-high stock policy.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2008

2007

Cyclic System Reconfiguration and Time-Split Signal Separation With Applications to Lung Sound Pattern Analysis.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2007

Two-Time-Scale Approximation for Wonham Filters.

[BibT_eX]

[DOI]

John B. Moore

IEEE Trans. Inf. Theory, 2007

Asymptotic Properties of Hybrid Diffusion Systems.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2007

Balanced realizations of regime-switching linear systems.

[BibT_eX]

[DOI]

Math. Control. Signals Syst., 2007

Regularity and Recurrence of Switching Diffusions.

[BibT_eX]

[DOI]

J. Syst. Sci. Complex., 2007

Information Characterization of Communication Channels for System Identification.

[BibT_eX]

[DOI]

J. Syst. Sci. Complex., 2007

Selling a large stock position: a stochastic control approach with state constraints.

[BibT_eX]

[DOI]

M. Pemy

Commun. Inf. Syst., 2007

Using stochastic optimization methods for stock selling decision making and option pricing: numerics and bias and variance dependent convergence rates.

[BibT_eX]

[DOI]

Commun. Inf. Syst., 2007

Identification of Wiener systems with binary-valued output observations.

[BibT_eX]

[DOI]

Autom., 2007

Asymptotically efficient parameter estimation using quantized output observations.

[BibT_eX]

[DOI]

Autom., 2007

Stabilization and destabilization of hybrid systems of stochastic differential equations.

[BibT_eX]

[DOI]

Xuerong Mao

Chenggui Yuan

Autom., 2007

Two-time-scale Wonham filters.

[BibT_eX]

[DOI]

John B. Moore

Proceedings of the 46th IEEE Conference on Decision and Control, 2007

State estimation of systems with binary-valued observations.

[BibT_eX]

[DOI]

Guohua Xu

Proceedings of the 46th IEEE Conference on Decision and Control, 2007

Identification of cascaded systems with linear and quantized observations.

[BibT_eX]

[DOI]

Cheng-Zhong Xu

Proceedings of the 46th IEEE Conference on Decision and Control, 2007

Study of convergence rates of numerical methods for stochastic control problems.

[BibT_eX]

[DOI]

Proceedings of the 46th IEEE Conference on Decision and Control, 2007

Using Stochastic Approximation for Parameter Estimation in Option Pricing.

[BibT_eX]

[DOI]

Chao Zhuang

Proceedings of the American Control Conference, 2007

2006

The wonham filter with random parameters: rate of convergence and error bounds.

[BibT_eX]

[DOI]

Xin Guo

IEEE Trans. Autom. Control., 2006

Two-time-scale Hybrid Filters: Near Optimality.

[BibT_eX]

[DOI]

J. W. Wang

SIAM J. Control. Optim., 2006

Identification Error Bounds and Asymptotic Distributions for Systems with Structural Uncertainties.

[BibT_eX]

[DOI]

Shaobai Kan

J. Syst. Sci. Complex., 2006

Joint identification of plant rational models and noise distribution functions using binary-valued observations.

[BibT_eX]

[DOI]

Ji-Feng Zhang

Autom., 2006

Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions.

[BibT_eX]

[DOI]

Z. Zhang

Autom., 2006

Near-optimal Hybrid Filtering in a Two-time-scale Model.

[BibT_eX]

[DOI]

Jianwu Wang

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

Existence of Saddle Points in Discrete Markov Games and Its Application in Numerical Methods for Stochastic Differential Games.

[BibT_eX]

[DOI]

Q. S. Song

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

Stochastic Approximation Based Tracking of Correlated Equilibria for Game-Theoretic Reconfigurable Sensor Network Deployment.

[BibT_eX]

[DOI]

Michael Maskery

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

2005

Continuous-time tracking algorithms involving two-time-scale Markov chains.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2005

LMS algorithms for tracking slow Markov chains with applications to hidden Markov estimation and adaptive multiuser detection.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 2005

Numerical approximation of invariant measures for hybrid diffusion systems.

[BibT_eX]

[DOI]

Xuerong Mao

K. Karen Yin

IEEE Trans. Autom. Control., 2005

Least mean square algorithms with Markov regime-switching limit.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2005

A Near-Optimal Selling Rule for a Two-Time-Scale Market Model.

[BibT_eX]

[DOI]

Multiscale Model. Simul., 2005

Near-optimal controls of random-switching LQ problems with indefinite control weight costs.

[BibT_eX]

[DOI]

Yuanjin Liu

Autom., 2005

Lung sound pattern analysis for anesthesia monitoring.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2005

2004

Spreading Code Optimization and Adaptation in CDMA Via Discrete Stochastic Approximation.

[BibT_eX]

[DOI]

X. Wang

IEEE Trans. Inf. Theory, 2004

Markowitz's mean-variance portfolio selection with regime switching: from discrete-time models to their continuous-time limits.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2004

On Averaging Principles: An Asymptotic Expansion Approach.

[BibT_eX]

[DOI]

Rafail Z. Khasminskii

SIAM J. Math. Anal., 2004

Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization.

[BibT_eX]

[DOI]

SIAM J. Optim., 2004

Two-Time-Scale Markov Chains and Applications to Quasi-Birth-Death Queues.

[BibT_eX]

[DOI]

Hanqin Zhang

SIAM J. Appl. Math., 2004

A new approach for pricing American put options.

[BibT_eX]

[DOI]

Jianwu Wang

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

Multi-sensor lung sound extraction via time-shared channel identification and adaptive noise cancellation.

[BibT_eX]

[DOI]

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

Least mean square algorithms with switched Markov ODE limit.

[BibT_eX]

[DOI]

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

2003

Optimal Remapping in Dynamic Bulk Synchronous Computations via a Stochastic Control Approach.

[BibT_eX]

[DOI]

Cheng-Zhong Xu

IEEE Trans. Parallel Distributed Syst., 2003

Iterate-averaging sign algorithms for adaptive filtering with applications to blind multiuser detection.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 2003

System identification using binary sensors.

[BibT_eX]

[DOI]

Ji-Feng Zhang

IEEE Trans. Autom. Control., 2003

Asymptotic properties of sign algorithms for adaptive filtering.

[BibT_eX]

[DOI]

Han-Fu Chen

IEEE Trans. Autom. Control., 2003

Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2003

Weak Convergence of Hybrid Filtering Problems Involving Nearly Completely Decomposable Hidden Markov Chains.

[BibT_eX]

[DOI]

Subhrakanti Dey

SIAM J. Control. Optim., 2003

Simulation of population dynamics using continuous-time finite-state Markov chains.

[BibT_eX]

[DOI]

Comput. Chem. Eng., 2003

Stochastic models and numerical solutions for production planning with applications to the paper industry.

[BibT_eX]

[DOI]

K. Karen Yin

Hu Liu

Comput. Chem. Eng., 2003

Stability of Markov modulated discrete-time dynamic systems.

[BibT_eX]

[DOI]

Autom., 2003

Adaptive spreading code optimization in multiantenna multipath fading channels in CDMA.

[BibT_eX]

[DOI]

Xiaodong Wang

Proceedings of IEEE International Conference on Communications, 2003

Adaptive discrete stochastic approximation algorithms for spreading code optimization in DS/CDMA.

[BibT_eX]

[DOI]

Xiaodong Wang

Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

Regime switching stochastic approximation algorithms with switched ODE limit.

[BibT_eX]

[DOI]

Vikrain Krishnamurthy

Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

2002

Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 2002

Stability of hybrid dynamic systems containing singularly perturbed random processes.

[BibT_eX]

[DOI]

Grazyna Badowski

IEEE Trans. Autom. Control., 2002

Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach.

[BibT_eX]

[DOI]

SIAM J. Optim., 2002

Blind channel identification via stochastic approximation: constant step-size algorithms.

[BibT_eX]

[DOI]

Han-Fu Chen

Syst. Control. Lett., 2002

Markov chain approximation techniques for a class of nonlinear control problems.

[BibT_eX]

[DOI]

S. Miao

Neural Parallel Sci. Comput., 2002

Convergence Rates of Digital Diffusion Network Algorithms for Global Optimization with Applications to Image Estimation.

[BibT_eX]

[DOI]

Patrick A. Kelly

J. Glob. Optim., 2002

Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances.

[BibT_eX]

[DOI]

Autom., 2002

Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.

[BibT_eX]

[DOI]

Autom., 2002

Continuous-time mean-variance portfolio selection with regime switching.

[BibT_eX]

[DOI]

Proceedings of the 41st IEEE Conference on Decision and Control, 2002

Anesthesia infusion models: knowledge-based real-time identification via stochastic approximation.

[BibT_eX]

[DOI]

Hong Wang

Proceedings of the 41st IEEE Conference on Decision and Control, 2002

Hybrid stock-investment models and asset allocation.

[BibT_eX]

[DOI]

Proceedings of the 41st IEEE Conference on Decision and Control, 2002

Hybrid filters modulated by Markov chains with two-time scales.

[BibT_eX]

[DOI]

Subhrakanti Dey

Proceedings of the 41st IEEE Conference on Decision and Control, 2002

A class of hybrid market models: simulation, identification, and estimation.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2002

2001

Adaptive step-size algorithms for blind interference suppression in DS/CDMA systems.

[BibT_eX]

[DOI]

Sumeetpal S. Singh

IEEE Trans. Signal Process., 2001

Optimal control of a marketing-production system.

[BibT_eX]

[DOI]

El-Kébir Boukas

IEEE Trans. Autom. Control., 2001

A class of constrained recursive estimation algorithms and applications.

[BibT_eX]

[DOI]

K. Karen Yin

Neural Parallel Sci. Comput., 2001

Averaging blind sign algorithms for adaptive multiuser detection.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2001

Decomposition and aggregation of large-dimensional Markov chains in discrete time.

[BibT_eX]

[DOI]

Qian Zhang

Grazyna Badowski

Proceedings of the 40th IEEE Conference on Decision and Control, 2001

Signed adaptive filtering algorithms with iterate averaging.

[BibT_eX]

[DOI]

Proceedings of the 40th IEEE Conference on Decision and Control, 2001

Time complexity of closed-loop identification.

[BibT_eX]

[DOI]

Proceedings of the 40th IEEE Conference on Decision and Control, 2001

Singularly perturbed Markov decision processes in discrete time.

[BibT_eX]

[DOI]

Qian Zhang

Proceedings of the 40th IEEE Conference on Decision and Control, 2001

2000

Persistent identification of systems with unmodeled dynamics and exogenous disturbances.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2000

Singularly Perturbed Discrete-Time Markov Chains.

[BibT_eX]

[DOI]

SIAM J. Appl. Math., 2000

Analysis of recursive MAP algorithm for state estimation of bilinear systems.

[BibT_eX]

[DOI]

Proceedings of the 39th IEEE Conference on Decision and Control, 2000

1999

On nearly optimal controls of hybrid LQG problems.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 1999

Rates of Convergence for a Class of Global Stochastic Optimization Algorithms.

[BibT_eX]

[DOI]

SIAM J. Optim., 1999

Approximating an Optimal Production Policy in a Continuous Flow Line: Recurrence and Asymptotic Properties.

[BibT_eX]

[DOI]

Houmin Yan

Oper. Res., 1999

1998

Review of Stochastic Approximation Algorithms and Applications [Book Reviews].

[BibT_eX]

[DOI]

Harold J. Kushner

IEEE Trans. Autom. Control., 1998

Budget-Dependent Convergence Rate of Stochastic Approximation.

[BibT_eX]

[DOI]

Pierre L'Ecuyer

SIAM J. Optim., 1998

Towards a harmonic blending of deterministic and stochastic frameworks in information processing.

[BibT_eX]

[DOI]

Yi Le Wang

Proceedings of the Robustness in Identification and Control, Workshop Robustness in Identification and Control, Siena, Italy, July 30, 1998

Asymptotically Optimal Controls of Hybrid LQG. Problems: Summary of Results.

[BibT_eX]

Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998

Time-scale Separation and State Aggregation in Singularly Perturbed Switching Diffusions.

[BibT_eX]

M. Kniazeva

Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998

1997

Stochastic Approximation Algorithms and Applications

[BibT_eX]

[DOI]

Harold J. Kushner

Applications of Mathematics 35, Springer, ISBN: 978-1-4899-2696-8, 1997

1996

Passive stochastic approximation with constant step size and window width.

[BibT_eX]

[DOI]

Kewen Yin

IEEE Trans. Autom. Control., 1996

On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components.

[BibT_eX]

[DOI]

Rafail Z. Khasminskii

SIAM J. Appl. Math., 1996

Asymptotic Series for Singularly Perturbed Kolmogorov-Fokker-Planck Equations.

[BibT_eX]

[DOI]

Rafail Z. Khasminskii

SIAM J. Appl. Math., 1996

Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains.

[BibT_eX]

[DOI]

R. Z. Khashinskii

SIAM J. Appl. Math., 1996

1995

Robust production and maintenance planning in stochastic manufacturing systems.

[BibT_eX]

[DOI]

El-Kébir Boukas

IEEE Trans. Autom. Control., 1995

Analyzing the (1, λ) Evolution Strategy via Stochastic Approximation Methods.

[BibT_eX]

[DOI]

Günter Rudolph

Hans-Paul Schwefel

Evol. Comput., 1995

1989

Asymptotic properties of an adaptive beam former algorithm.

[BibT_eX]

[DOI]