| Publication | Date of Publication | Type |
|---|
| Numerical Algorithms for Optimal Controls for Nonlinear Stochastic Systems With Delays $ $ | 2017-08-25 | Paper |
| The Gauss–Seidel Numerical Procedure for Markov Stochastic Games | 2017-07-12 | Paper |
| Control of Mobile Communication Systems With Time-Varying Channels via Stability Methods | 2017-07-12 | Paper |
| Adaptive optimization of least-squares tracking algorithms: with applications to adaptive antenna arrays for randomly time-varying mobile communications systems | 2017-07-12 | Paper |
| Control of mobile communications with time-varying channels in heavy traffic | 2017-06-20 | Paper |
| A partial history of the early development of continuous-time nonlinear stochastic systems theory | 2017-06-02 | Paper |
| Modeling and Approximations for Stochastic Systems with State-Dependent Singular Controls and Wide-Band Noise | 2014-07-30 | Paper |
| Numerical Methods for Stochastic Singular Control Problems with State-Dependent Control | 2013-05-16 | Paper |
| Controlled nonlinear stochastic delay equations: Part I: Modeling and approximations | 2012-08-01 | Paper |
| Controlled nonlinear stochastic delay equations: Part II: Approximations and pipe-flow representations | 2012-08-01 | Paper |
| Numerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission control | 2011-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3015764 | 2011-07-13 | Paper |
| Large deviations for two-time-scale diffusions, with delays | 2010-12-03 | Paper |
| Numerical Approximations for Nonzero-Sum Stochastic Differential Games | 2008-12-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3515797 | 2008-07-29 | Paper |
| Numerical methods for controlled stochastic delay systems | 2008-07-22 | Paper |
| Numerical Methods for Stochastic Differential Games: The Ergodic Cost Criterion | 2007-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5424473 | 2007-11-05 | Paper |
| Numerical approximations for stochastic systems with delays in the state and control | 2007-03-08 | Paper |
| Control of multi-node mobile communications networks with time-varying channels via stability methods | 2007-01-04 | Paper |
| Numerical approximations for nonlinear stochastic systems with delays | 2005-11-15 | Paper |
| Numerical Approximations for Stochastic Differential Games: The Ergodic Case | 2005-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159209 | 2005-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2769663 | 2003-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4421713 | 2003-08-31 | Paper |
| Numerical Approximations for Stochastic Differential Games | 2003-01-05 | Paper |
| Rate of Convergence for Constrained Stochastic Approximation Algorithms | 2002-06-23 | Paper |
| Control of Polling in Presence of Vacations in Heavy Traffic with Applications to Satellite and Mobile Radio Systems | 2002-06-23 | Paper |
| Jump-diffusions with controlled jumps: Existence and numerical methods | 2001-11-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2730383 | 2001-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2703816 | 2001-03-18 | Paper |
| Robustness and convergence of approximations to nonlinear filters for jump-diffusions | 2001-01-02 | Paper |
| Control and optimal control of assemble to order manufacturing systems under heavy traffic | 2000-12-11 | Paper |
| Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms | 2000-10-18 | Paper |
| On closed-loop adaptive noise cancellation | 2000-10-17 | Paper |
| Consistency issues for numerical methods for variance control, with applications to optimization in finance | 2000-10-17 | Paper |
| A nonlinear filtering algorithm based on an approximation of the conditional distribution | 2000-10-17 | Paper |
| Stochastic approximation and user adaptation in a competitive resource sharing system | 2000-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263616 | 2000-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2707622 | 2000-01-01 | Paper |
| Admission Control for Combined Guaranteed Performance and Best Effort Communications Systems Under Heavy Traffic | 1999-11-23 | Paper |
| Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval | 1999-11-23 | Paper |
| Weak convergence methods and singularly perturbed stochastic control and filtering problems | 1999-10-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4227191 | 1999-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4227217 | 1999-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4218394 | 1998-11-11 | Paper |
| Robustness of Nonlinear Filters Over the Infinite Time Interval | 1998-09-21 | Paper |
| Heavy traffic analysis of controlled multiplexing systems | 1998-08-09 | Paper |
| Domain Decomposition Methods for Large Markov Chain Control Problems and Nonlinear Elliptic-Type Equations | 1998-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4346705 | 1997-08-04 | Paper |
| Heavy Traffic Analysis of a Controlled Multiclass Queueing Network via Weak Convergence Methods | 1997-03-11 | Paper |
| Controlled and optimally controlled multiplexing systems: A numerical exploration | 1996-11-12 | Paper |
| A numerical method for reflected diffusions: Control of the reflection directions and applications | 1996-08-15 | Paper |
| Analysis of adaptive step-size SA algorithms for parameter tracking | 1996-06-23 | Paper |
| Control of Trunk Line Systems in Heavy Traffic | 1996-05-30 | Paper |
| Stochastic Approximation Methods for Systems over an Infinite Horizon | 1996-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840546 | 1996-03-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4842998 | 1995-10-23 | Paper |
| A Numerical Method for Controlled Routing in Large Trunk Line Networks via Stochastic Control Theory | 1995-10-09 | Paper |
| An effective numerical method for controlled routing in large trunk line networks | 1995-09-04 | Paper |
| Stochastic approximation with averaging and feedback: rapidly convergent "on-line" algorithms | 1995-04-18 | Paper |
| Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic | 1995-02-14 | Paper |
| Approximations of large trunk line systems under heavy traffic | 1995-02-09 | Paper |
| Numerical methods for controlled and uncontrolled multiplexing and queueing systems | 1994-11-21 | Paper |
| Heavy Traffic Analysis of a Data Transmission System with Many Independent Sources | 1994-01-30 | Paper |
| Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes | 1993-12-09 | Paper |
| Estimation of the derivative of a stationary measure with respect to a control parameter | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4004190 | 1992-09-18 | Paper |
| A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems: The Ergodic Case | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973614 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3974812 | 1992-06-26 | Paper |
| Numerical Methods for Stochastic Singular Control Problems | 1992-06-26 | Paper |
| A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems | 1992-06-25 | Paper |
| Routing and Singular Control for Queueing Networks in Heavy Traffic | 1990-01-01 | Paper |
| Numerical Methods for Stochastic Control Problems in Continuous Time | 1990-01-01 | Paper |
| Diffusion approximations and nearly optimal maintenance policies for system breakdown and repair problems | 1989-01-01 | Paper |
| Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3033691 | 1989-01-01 | Paper |
| Approximations and Optimal Control for the Pathwise Average Cost Per Unit Time and Discounted Problems for Wideband Noise-Driven Systems | 1989-01-01 | Paper |
| Minimizing Escape Probabilities: A large Deviations Approach | 1989-01-01 | Paper |
| Stochastic Approximation and Large Deviations: Upper Bounds and <scp>w.p.1</scp> Convergence | 1989-01-01 | Paper |
| Nearly Optimal Singular Controls for Wideband Noise Driven Systems | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3798578 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3815232 | 1988-01-01 | Paper |
| Asymptotic behavior of constrained stochastic approximations via the theory of large deviations | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3030700 | 1987-01-01 | Paper |
| Filtering and control for wide bandwidth noise driven systems | 1987-01-01 | Paper |
| Nearly Optimal State Feedback Controls for Stochastic Systems with Wideband Noise Disturbances | 1987-01-01 | Paper |
| Stochastic Systems with Small Noise, Analysis and Simulation; A Phase Locked Loop Example | 1987-01-01 | Paper |
| Asymptotic Properties of Distributed and Communicating Stochastic Approximation Algorithms | 1987-01-01 | Paper |
| Stochastic approximation algorithms for parallel and distributed processing | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3833363 | 1987-01-01 | Paper |
| Asymptotic Global Behavior for Stochastic Approximation and Diffusions with Slowly Decreasing Noise Effects: Global Minimization via Monte Carlo | 1987-01-01 | Paper |
| Asymptotic properties, stability and “near” stationary of parabolic partial differential equations with wide bandwidth inputs | 1986-01-01 | Paper |
| Approximate and limit results for nonlinear filters with wide bandwith observation noise | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3740773 | 1986-01-01 | Paper |
| Large Deviations Estimates for Systems with Small Noise Effects, and Applications to Stochastic Systems Theory | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3772111 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788829 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4729198 | 1986-01-01 | Paper |
| Approximating multiple itô integrals with "band limited" processes | 1985-01-01 | Paper |
| Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory | 1985-01-01 | Paper |
| Stochastic Approximations via Large Deviations: Asymptotic Properties | 1985-01-01 | Paper |
| Weak convergence and approximations for partial differential equations with stochastic coefficients | 1985-01-01 | Paper |
| Stochastic Approximation in Hilbert Space: Identification and Optimization of Linear Continuous Parameter Systems | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3710444 | 1985-01-01 | Paper |
| Asymptotic behavior of stochastic approximation and large deviations | 1984-01-01 | Paper |
| An Invariant Measure Approach to the Convergence of Stochastic Approximations with State Dependent Noise | 1984-01-01 | Paper |
| Robustness and Approximation of Escape Times and Large Deviations Estimates for Systems with Small Noise Effects | 1984-01-01 | Paper |
| Weak convergence and asymptotic properties of adaptive filters with constant gains | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3344913 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3344923 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3333921 | 1983-01-01 | Paper |
| Diffusion approximations for nonlinear phase locked loop-type systems with wide band inputs | 1982-01-01 | Paper |
| Diffusion approximations for the analysis of digital phase locked loops (Corresp.) | 1982-01-01 | Paper |
| A simulation study of a decentralized detection problem | 1982-01-01 | Paper |
| Convergence and rate of convergence of a recursive identification and adaptive control method which uses truncated estimators | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3964425 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4748014 | 1982-01-01 | Paper |
| Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: approximate invariant measures | 1982-01-01 | Paper |
| Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: approximate invariant measures | 1982-01-01 | Paper |
| Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence | 1981-01-01 | Paper |
| On the Weak Convergence of a Sequence of General Stochastic Difference Equations to a Diffusion | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3931135 | 1981-01-01 | Paper |
| Asymptotic Properties of Stochastic Approximations with Constant Coefficients | 1981-01-01 | Paper |
| Averaging Methods for the Asymptotic Analysis of Learning and Adaptive Systems, with Small Adjustment Rate | 1981-01-01 | Paper |
| A martingale method for the convergence of a sequence of processes to a jump-diffusion process | 1980-01-01 | Paper |
| A projected stochastic approximation method for adaptive filters and identifiers | 1980-01-01 | Paper |
| Diffusion approximations to output processes of nonlinear systems with wide-band inputs and applications | 1980-01-01 | Paper |
| Rates of Convergence for Stochastic Approximation Type Algorithms | 1979-01-01 | Paper |
| A robust discrete state approximation to the optimal nonlinear filter for a diffusiont | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3862815 | 1979-01-01 | Paper |
| Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3896848 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4191382 | 1979-01-01 | Paper |
| Approximations for functionals and optimal control problems on jump diffusion processes | 1978-01-01 | Paper |
| Stochastic approximation methods for constrained and unconstrained systems | 1978-01-01 | Paper |
| Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model | 1978-01-01 | Paper |
| Rates of Convergence for Sequential Monte Carlo Optimization Methods | 1978-01-01 | Paper |
| Probability methods for approximations in stochastic control and for elliptic equations | 1977-01-01 | Paper |
| Approximations and computational methods for optimal stopping and stochastic impulsive control problems | 1977-01-01 | Paper |
| General convergence results for stochastic approximations via weak convergence theory | 1977-01-01 | Paper |
| Numerical studies of stochastic approximation procedures for constrained problems | 1977-01-01 | Paper |
| Convergence of recursive adaptive and identification procedures via weak convergence theory | 1977-01-01 | Paper |
| Probabilistic methods for finite difference approximations to degenerate elliptic and parabolic equations with Neumann and Dirichlet boundary conditions | 1976-01-01 | Paper |
| Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes | 1976-01-01 | Paper |
| A Survey of Some Applications of Probability and Stochastic Control Theory to Finite Difference Methods for Degenerate Elliptic and Parabolic Equations | 1976-01-01 | Paper |
| Stochastic Approximation Algorithms of the Multiplier Type for the Sequential Monte Carlo Optimization of Stochastic Systems | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4165261 | 1976-01-01 | Paper |
| Stochastic approximation of constrained systems with system and constraint noise | 1975-01-01 | Paper |
| The approximate calculation of invariant measures of diffusions via finite difference approximations to degenerate elliptic partial differential equations | 1975-01-01 | Paper |
| Existence results for optimal stochastic controls | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4066330 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4126195 | 1975-01-01 | Paper |
| Stochastic approximation algorithms for constrained optimization problems | 1974-01-01 | Paper |
| Penalty function methods for constrained stochastic approximation | 1974-01-01 | Paper |
| Probability methods for the convergence of finite difference approximations to partial differential-integral equations. II | 1974-01-01 | Paper |
| On the weak convergence of interpolated Markov chains to a diffusion | 1974-01-01 | Paper |
| Approximations, existence, and numerical procedures for optimal stochastic controls | 1974-01-01 | Paper |
| Approximations to and local properties of diffusions with discontinuous controls | 1974-01-01 | Paper |
| Decomposition of systems governed by Markov chains | 1974-01-01 | Paper |
| An approach to useful but nonoptimal nonlinear filters | 1974-01-01 | Paper |
| Stochastic approximation type methods for constrained systems: Algorithms and numerical results | 1974-01-01 | Paper |
| Probability methods for the convergence of finite difference approximations to partial differential equations | 1973-01-01 | Paper |
| Extensions of Kesten's adaptive stochastic approximation method | 1973-01-01 | Paper |
| A versatile method for the Monte Carlo optimization of stochastic systems | 1973-01-01 | Paper |
| Stability and existence of diffusions with discontinuous or rapidly growing drift terms | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4401306 | 1972-01-01 | Paper |
| Stochastic approximation algorithms for the local optimization of functions with nonunique stationary points | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4401312 | 1972-01-01 | Paper |
| Necessary Conditions for Continuous Parameter Stochastic Optimization Problems | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4045930 | 1971-01-01 | Paper |
| Mathematical programming and the control of Markov chains† | 1971-01-01 | Paper |
| Probability limit theorems and the convergence of finite difference approximations of partial differential equations | 1970-01-01 | Paper |
| On the Control of a Linear Functional-Differential Equation with Quadratic Cost | 1970-01-01 | Paper |
| Filtering for Linear Distributed Parameter Systems | 1970-01-01 | Paper |
| The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process | 1969-01-01 | Paper |
| On stochastic differential games: sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game | 1969-01-01 | Paper |
| Computational procedures for optimal stopping problems for Markov chains | 1969-01-01 | Paper |
| On the Numerical Solution of Degenerate Linear and Nonlinear Elliptic Boundary Value Problems | 1969-01-01 | Paper |
| An Application of the Sobolev Imbedding Theorems to Criteria for the Continuity of Processes with a Vector Parameter | 1969-01-01 | Paper |
| On the stability of processes defined by stochastic difference- differential equations | 1968-01-01 | Paper |
| On the Optimal Control of a System Governed by a Linear Parabolic Equation with White Noise Inputs | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5665092 | 1968-01-01 | Paper |
| Dynamical equations for optimal nonlinear filtering | 1967-01-01 | Paper |
| Stochastic stability and control | 1967-01-01 | Paper |
| Optimal Discounted Stochastic Control for Diffusion Processes | 1967-01-01 | Paper |
| Converse Theorems for Stochastic Liapunov Functions | 1967-01-01 | Paper |
| A Note on the Maximum Sample Excursions of Stochastic Approximation Processes | 1966-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5600204 | 1966-01-01 | Paper |
| On the stochastic maximum principle. Fixed time of control | 1965-01-01 | Paper |
| On the stochastic maximum principle with 'average' constraints | 1965-01-01 | Paper |
| On stochastic problems: Calculus | 1965-01-01 | Paper |
| Sufficient Conditions for the Optimality of a Stochastic Control | 1965-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5518904 | 1965-01-01 | Paper |
| On the Existence of Optimal Stochastic Controls | 1965-01-01 | Paper |
| On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory | 1964-01-01 | Paper |
| A maximum principle for stochastic control systems | 1964-01-01 | Paper |
| On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications | 1964-01-01 | Paper |
| A versatile stochastic model of a function of unknown and time varying form | 1962-01-01 | Paper |
