Tyrone E. Duncan

Proceedings of the 10th International Conference on Control, 2024

Prediction and Related Topics for a Scalar Linear Stochastic Equation with a Rosenblatt Process Noise.

[BibT_eX]

[DOI]

Proceedings of the 10th International Conference on Control, 2024

2020

Co-Opetitive Linear-Quadratic Mean-Field-Type Games.

[BibT_eX]

[DOI]

IEEE Trans. Cybern., 2020

A Simple Proof of Indefinite Linear-Quadratic Stochastic Optimal Control With Random Coefficients.

[BibT_eX]

[DOI]

Jun Moon

IEEE Trans. Autom. Control., 2020

Semiexplicit Solutions to Some Nonlinear Nonquadratic Mean-Field-Type Games: A Direct Method.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2020

Berge equilibrium in linear-quadratic mean-field-type games.

[BibT_eX]

[DOI]

Noureddine Toumi

J. Frankl. Inst., 2020

Discrete-time linear-quadratic mean-field-type repeated games: Perfect, incomplete, and imperfect information.

[BibT_eX]

[DOI]

Autom., 2020

A Scalar Linear-Quadratic Two Player Stochastic Differential Game with a Rosenblatt Process Noise.

[BibT_eX]

[DOI]

Proceedings of the 59th IEEE Conference on Decision and Control, 2020

2019

Risk-Sensitive Zero-Sum Differential Games.

[BibT_eX]

[DOI]

Jun Moon

Tamer Basar

IEEE Trans. Autom. Control., 2019

Linear-Quadratic Mean-Field-Type Games: Jump-Diffusion Process With Regime Switching.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2019

Linear-Quadratic Mean-Field-Type Games With Multiple Input Constraints.

[BibT_eX]

[DOI]

IEEE Control. Syst. Lett., 2019

Matrix-Valued Mean-Field-Type Games: Risk-Sensitive, Adversarial, and Risk-Neutral Linear-Quadratic Case.

[BibT_eX]

[DOI]

CoRR, 2019

Fractional Mean-Field-Type Games under Non-Quadratic Costs: A Direct Method.

[BibT_eX]

[DOI]

Proceedings of the 58th IEEE Conference on Decision and Control, 2019

Linear-Quadratic Mean-Field-Type Games-Based Stochastic Model Predictive Control: A Microgrid Energy Storage Application.

[BibT_eX]

[DOI]

J. Barreiro-Gomez

Proceedings of the 2019 American Control Conference, 2019

2018

Solvable stochastic differential games in rank one compact symmetric spaces.

[BibT_eX]

[DOI]

Int. J. Control, 2018

Linear-Quadratic Mean-Field-Type Games: A Direct Method.

[BibT_eX]

[DOI]

Games, 2018

Semi-Explicit Solutions to some Non-Linear Non-Quadratic Mean-Field-Type Games: A Direct Method.

[BibT_eX]

[DOI]

CoRR, 2018

An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process.

[BibT_eX]

[DOI]

Proceedings of the 57th IEEE Conference on Decision and Control, 2018

2016

Linear Exponential Quadratic Stochastic Differential Games.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2016

2015

Stochastic Adaptive Control.

[BibT_eX]

[DOI]

Proceedings of the Encyclopedia of Systems and Control, 2015

Some solvable stochastic differential games in $SU(3)$.

[BibT_eX]

[DOI]

Commun. Inf. Syst., 2015

Stochastic volatility models with volatility driven by fractional Brownian motions.

[BibT_eX]

[DOI]

Jacek Jakubowski

Commun. Inf. Syst., 2015

Some stochastic differential games with state dependent noise.

[BibT_eX]

[DOI]

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

2014

Linear-quadratic control with general noise processes.

[BibT_eX]

[DOI]

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

2013

Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2013

Linear-Exponential-Quadratic Gaussian Control.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2013

Linear-Quadratic Fractional Gaussian Control.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2013

A solvable stochastic differential game in the two-sphere.

[BibT_eX]

[DOI]

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

Ergodic problems for linear exponential quadratic Gaussian control and linear quadratic stochastic differential games.

[BibT_eX]

[DOI]

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

2012

Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2012

A direct method for solving stochastic control problems.

[BibT_eX]

[DOI]

Commun. Inf. Syst., 2012

Some Models of Control with Fractional Brownian Motions.

[BibT_eX]

[DOI]

Proceedings of the 9th IFAC Symposium Advances in Control Education, 2012

A stochastic control problem in the two-sphere.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Control Applications, 2012

2011

BIC Context Tree Estimation for Stationary Ergodic Processes.

[BibT_eX]

[DOI]

Zsolt Talata

IEEE Trans. Inf. Theory, 2011

Control of some linear stochastic systems in a Hilbert space with fractional Brownian motions.

[BibT_eX]

[DOI]

Proceedings of the 16th International Conference on Methods and Models in Automation and Robotics, 2011

Control of some partially observed linear stochastic systems with fractional Brownian motions.

[BibT_eX]

[DOI]

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

2010

Mutual information for stochastic signals and Lévy processes.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 2010

Stochastic linear-quadratic control for systems with a fractional Brownian motion.

[BibT_eX]

[DOI]

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

2009

Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion.

[BibT_eX]

[DOI]

SIAM J. Math. Anal., 2009

Some topics in fractional Brownian motion.

[BibT_eX]

[DOI]

Risk Decis. Anal., 2009

Unrestricted BIC context tree estimation for not necessarily finite memory processes.

[BibT_eX]

[DOI]

Zsolt Talata

Proceedings of the IEEE International Symposium on Information Theory, 2009

Control of some linear stochastic systems with a fractional Brownian motion.

[BibT_eX]

[DOI]

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

2008

Mutual Information for Stochastic Signals and Fractional Brownian Motion.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 2008

Growth optimal portfolio under proportional transaction costs with obligatory diversification.

[BibT_eX]

[DOI]

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

Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs.

[BibT_eX]

[DOI]

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

A linear control system model for risk reserves.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2008

2007

Predicting properties of congestion events for a queueing system with fBm traffic.

[BibT_eX]

[DOI]

IEEE/ACM Trans. Netw., 2007

Estimation and mutual information.

[BibT_eX]

[DOI]

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

Some Stochastic Systems with a Fractional Brownian Motion and Applications to Control.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2007

2006

Remarks on risk sensitive adaptive control of Markov processes.

[BibT_eX]

[DOI]

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

Some Solutions of Semilinear Stochastic Equations in a Hilbert Space With a Fractional Brownian Motion.

[BibT_eX]

[DOI]

Bohdan Maslowski

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

2005

Ergodic and adaptive control of hidden Markov models.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2005

Characterizing user-perceived impairment events using end-to-end measurements.

[BibT_eX]

[DOI]

Int. J. Commun. Syst., 2005

Sampling and Parameter Estimation for a Second Order Linear System with a Fractional Brownian Motion.

[BibT_eX]

[DOI]

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

Some Martingales from a Fractional Brownian Motion and Applications.

[BibT_eX]

[DOI]

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

2003

Research experiences at all levels: from K-12 through Ph.D. and beyond.

[BibT_eX]

[DOI]

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

2002

Some results on ergodic and adaptive control of hidden Markov models.

[BibT_eX]

[DOI]

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

KU stochastic adaptive control undergraduate success stories.

[BibT_eX]

[DOI]

Proceedings of the American Control Conference, 2002

2001

Stochastic controls: Hamiltonian systems and HJB equations [Book Reviews].

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2001

Average cost per unit time control of stochastic manufacturing systems: Revisited.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2001

Some properties of linear stochastic distributed parameter systems with fractional Brownian motion.

[BibT_eX]

[DOI]

Bohdan Maslowski

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

2000

Adaptive Control for Semilinear Stochastic Systems.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2000

Stochastic Calculus for Fractional Brownian Motion I. Theory.

[BibT_eX]

[DOI]

Yaozhong Hu

SIAM J. Control. Optim., 2000

1999

Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise.

[BibT_eX]

[DOI]

Qing Zhang

IEEE Trans. Autom. Control., 1999

A note on sampling and parameter estimation in linear stochastic systems.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 1999

Adaptive continuous-time linear quadratic Gaussian control.

[BibT_eX]

[DOI]

Lei Guo

IEEE Trans. Autom. Control., 1999

A Kiefer-Wolfowitz algorithm with randomized differences.

[BibT_eX]

[DOI]

Han-Fu Chen

IEEE Trans. Autom. Control., 1999

1998

Some Approaches to Ergodic and Adaptive Control of Stochastic Semilinear Systems.

[BibT_eX]

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

1996

Numerical differentiation and parameter estimation in higher-order linear stochastic systems.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 1996

1994

On statistical sampling for system testing.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 1994

Numerical Methods for Stochastic Control Problems in Continuous Time (Harold J. Kushner and Paul G. Dupuis).

[BibT_eX]

[DOI]

SIAM Rev., 1994

1993

Control theory methods for consistency in some least squares identification problems.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 1993

1992

On least squares estimation in continuous time linear stochastic systems.

[BibT_eX]

[DOI]

Kybernetika, 1992

1990

Adaptive control of continuous-time linear stochastic systems.

[BibT_eX]

[DOI]

Math. Control. Signals Syst., 1990

On exponentially discounted adaptive control.

[BibT_eX]

[DOI]

Kybernetika, 1990

1988

On the consistency of a least squares identification procedure.

[BibT_eX]

[DOI]

Kybernetika, 1988

1977

Some Filtering Results in Riemann Manifolds

[BibT_eX]

[DOI]

Inf. Control., November, 1977

1971

Mutual Information for Stochastic Differential Equations

[BibT_eX]

[DOI]

Inf. Control., October, 1971

1970

Likelihood Functions for Stochastic Signals in White Noise

[BibT_eX]

[DOI]

Inf. Control., June, 1970

1968

Evaluation of Likelihood Functions

[BibT_eX]

[DOI]