| Publication | Date of Publication | Type |
|---|
| Two-time scale reinforcement learning and applications to production planning | 2024-09-26 | Paper |
| Moderate deviations analysis for system identification under regular and binary observations | 2024-07-05 | Paper |
| A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis | 2021-03-17 | Paper |
| Cyclic System Reconfiguration and Time-Split Signal Separation With Applications to Lung Sound Pattern Analysis | 2018-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3132174 | 2018-01-29 | Paper |
| Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model | 2018-01-19 | Paper |
| Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions | 2017-09-05 | Paper |
| Quantized Identification With Dependent Noise and Fisher Information Ratio of Communication Channels | 2017-08-25 | Paper |
| State Observability and Observers of Linear-Time-Invariant Systems Under Irregular Sampling and Sensor Limitations | 2017-08-25 | Paper |
| Numerical Solutions for Stochastic Differential Games With Regime Switching | 2017-08-08 | Paper |
| Identification Input Design for Consistent Parameter Estimation of Linear Systems With Binary-Valued Output Observations | 2017-08-08 | Paper |
| Identification of Systems With Regime Switching and Unmodeled Dynamics | 2017-08-08 | Paper |
| Almost Sure Stabilization for Feedback Controls of Regime-Switching Linear Systems With a Hidden Markov Chain | 2017-08-08 | Paper |
| Least mean square algorithms with Markov regime-switching limit | 2017-07-12 | Paper |
| Numerical approximation of invariant measures for hybrid diffusion systems | 2017-07-12 | Paper |
| System identification using binary sensors | 2017-06-20 | Paper |
| Stability of hybrid dynamic systems containing singularly perturbed random processes | 2017-06-20 | Paper |
| Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections | 2017-06-02 | Paper |
| System Identification Under Regular, Binary, and Quantized Observations: Moderate Deviations Error Bounds | 2017-05-16 | Paper |
| A numerical approach to optimal dividend policies with capital injections and transaction costs | 2017-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2825634 | 2016-10-13 | Paper |
| Classification of Asymptotic Behavior in a Stochastic SIR Model | 2016-06-16 | Paper |
| Numerical methods for optimal harvesting strategies in random environments under partial observations | 2016-06-03 | Paper |
| Stochastic Liénard equations with state-dependent switching | 2016-05-04 | Paper |
| Conditions for permanence and ergodicity of certain stochastic predator–prey models | 2016-04-29 | Paper |
| A mean-variance control framework for platoon control problems: weak convergence results and applications on reduction of complexity | 2016-04-15 | Paper |
| Feedback systems with communications: integrated study of signal estimation, sampling, quantization, and feedback robustness | 2016-03-14 | Paper |
| Sign-error adaptive filtering algorithms involving Markovian parameters | 2016-03-09 | Paper |
| A generalized Goodwin business cycle model in random environment | 2016-02-25 | Paper |
| Weighted sums of strongly mixing random variables with an application to nonparametric regression | 2015-12-01 | Paper |
| Optimal debt ratio and dividend payment strategies with reinsurance | 2015-09-14 | Paper |
| Control of vehicle platoons for highway safety and efficient utility: consensus with communications and vehicle dynamics | 2015-04-27 | Paper |
| Stability of numerical methods for jump diffusions and Markovian switching jump diffusions | 2014-09-29 | Paper |
| Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction | 2014-08-27 | Paper |
| Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with Two-time Scales | 2014-08-14 | Paper |
| Parameter estimation in systems with binary-valued observations and structural uncertainties | 2014-07-28 | Paper |
| Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise | 2014-07-07 | Paper |
| Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods | 2014-06-23 | Paper |
| Asymptotic expansions of solutions for parabolic systems associated with transient switching diffusions | 2014-05-26 | Paper |
| Large deviations for multi-scale Markovian switching systems with a small diffusion | 2014-05-26 | Paper |
| Sign-error adaptive filtering algorithms involving Markovian parameters | 2014-05-15 | Paper |
| Joint state and event observers for linear switching systems under irregular sampling | 2014-04-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5401309 | 2014-03-12 | Paper |
| Asynchronous Stochastic Approximation Algorithms for Networked Systems: Regime-Switching Topologies and Multiscale Structure | 2014-01-29 | Paper |
| Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions | 2014-01-22 | Paper |
| Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls | 2013-11-22 | Paper |
| Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation | 2013-07-31 | Paper |
| Regularization and Stabilization of Randomly Switching Dynamic Systems | 2013-02-04 | Paper |
| Threshold-Type Policies for Real Options Using Regime-Switching Models | 2013-01-25 | Paper |
| System Identification Using Regular and Quantized Observations | 2013-01-14 | Paper |
| Moment exponential stability of random delay systems with two-time-scale Markovian switching | 2012-12-28 | Paper |
| Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching | 2012-11-09 | Paper |
| Environmental noise impact on regularity and extinction of population systems with infinite delay | 2012-10-19 | Paper |
| Stochastic Recursive Algorithms for Networked Systems with Delay and Random Switching: Multiscale Formulations and Asymptotic Properties | 2012-08-28 | Paper |
| Stability of a pure random delay system with two-time-scale Markovian switching | 2012-07-04 | Paper |
| Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations | 2012-06-10 | Paper |
| Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions | 2012-06-08 | Paper |
| Continuous-time Markov chains and applications. A two-time-scale approach | 2012-06-04 | Paper |
| System identification: regime switching, unmodeled dynamics, and binary sensors | 2012-05-20 | Paper |
| On hybrid competitive Lotka-Volterra ecosystems | 2012-05-20 | Paper |
| Asymptotic properties of hybrid random processes modulated by Markov chains | 2012-05-20 | Paper |
| Stability of nonlinear regime-switching jump diffusion | 2012-05-11 | Paper |
| STABILITY OF SINGULAR JUMP-LINEAR SYSTEMS WITH A LARGE STATE SPACE: A TWO-TIME-SCALE APPROACH | 2012-05-11 | Paper |
| Pathwise convergence rate for numerical solutions of stochastic differential equations | 2012-05-04 | Paper |
| Almost sure and complete convergence of randomly weighted sums of independent random elements in Banach spaces | 2011-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3094153 | 2011-10-21 | Paper |
| Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies | 2011-08-01 | Paper |
| Robustness, Weak Stability, and Stability in Distribution of Adaptive Filtering Algorithms under Model Mismatch | 2011-06-24 | Paper |
| Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems | 2011-06-22 | Paper |
| LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING | 2011-06-09 | Paper |
| A trend-following strategy: conditions for optimality | 2011-05-17 | Paper |
| State Observers with Random Sampling Times and Convergence Analysis of Double-Indexed and Randomly Weighted Sums of Mixing Processes | 2011-05-17 | Paper |
| A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models | 2011-04-21 | Paper |
| A Stochastic Approximation Algorithm for American Lookback Put Options | 2011-04-19 | Paper |
| Identification of Hammerstein Systems with Quantized Observations | 2011-03-21 | Paper |
| Asymptotic properties of Markov-modulated random sequences with fast and slow timescales | 2011-03-11 | Paper |
| Weak convergence of Markov-modulated random sequences | 2011-03-11 | Paper |
| Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation | 2011-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3069287 | 2011-01-25 | Paper |
| A stochastic approximation algorithm for option pricing model calibration with a switchable market | 2011-01-20 | Paper |
| Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions | 2011-01-10 | Paper |
| Convergence rates of Markov chain approximation methods for controlled diffusions with stopping | 2010-11-03 | Paper |
| Signal estimation with binary-valued sensors | 2010-11-03 | Paper |
| Asymptotically optimal dividend policy for regime-switching compound Poisson models | 2010-10-29 | Paper |
| Properties of solutions of stochastic differential equations with continuous-state-dependent switching | 2010-10-28 | Paper |
| Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs | 2010-06-10 | Paper |
| On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions | 2010-06-10 | Paper |
| Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach | 2010-05-19 | Paper |
| Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process | 2010-01-27 | Paper |
| System identification with quantized observations | 2009-11-30 | Paper |
| Asymptotic properties of parabolic systems for null-recurrent switching diffusions | 2009-11-13 | Paper |
| Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time | 2009-11-13 | Paper |
| Hybrid switching diffusions. Properties and applications | 2009-10-30 | Paper |
| Numerical methods for portfolio selection with bounded constraints | 2009-10-09 | Paper |
| Recursive estimation algorithms for power controls of wireless communication networks | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3635263 | 2009-07-06 | Paper |
| On competitive Lotka-Volterra model in random environments | 2009-06-23 | Paper |
| Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model | 2009-06-22 | Paper |
| Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies | 2009-06-17 | Paper |
| Tracking and identification of regime-switching systems using binary sensors | 2009-06-11 | Paper |
| Stability of random-switching systems of differential equations | 2009-06-11 | Paper |
| How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths | 2009-05-05 | Paper |
| Balanced realizations of regime-switching linear systems | 2009-02-09 | Paper |
| Space and time complexities and sensor threshold selection in quantized identification | 2009-01-21 | Paper |
| LMS Algorithms for Tracking Slow Markov Chains With Applications to Hidden Markov Estimation and Adaptive Multiuser Detection | 2008-12-21 | Paper |
| Two-Time-Scale Approximation for Wonham Filters | 2008-12-21 | Paper |
| Erratum to: Identification of Wiener systems with binary-valued output observations | 2008-12-03 | Paper |
| State reconstruction for linear time-invariant systems with binary-valued output observations | 2008-12-02 | Paper |
| Stochastic optimization algorithms for barrier dividend strategies | 2008-11-20 | Paper |
| Q-learning algorithms with random truncation bounds and applications to effective parallel computing | 2008-09-22 | Paper |
| Option pricing in a regime-switching model using the fast Fourier transform | 2008-08-15 | Paper |
| Selling a large stock position: a stochastic control approach with state constraints | 2008-08-14 | Paper |
| Asymptotic Properties of Hybrid Diffusion Systems | 2008-08-01 | Paper |
| Almost Sure Stabilization for Adaptive Controls of Regime-switching LQ Systems with A Hidden Markov Chain | 2008-07-09 | Paper |
| Information characterization of communication channels for system identification | 2007-11-27 | Paper |
| Identification of Wiener systems with binary-valued output observations | 2007-10-18 | Paper |
| Asymptotically efficient parameter estimation using quantized output observations | 2007-08-23 | Paper |
| On the notion of weak stability and related issues of hybrid diffusion systems | 2007-08-23 | Paper |
| Stability of regime-switching diffusions | 2007-07-27 | Paper |
| Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions | 2007-06-14 | Paper |
| Bounds of ruin probability for regime-switching models using time scale separation | 2007-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3443105 | 2007-05-29 | Paper |
| Stabilization and destabilization of hybrid systems of stochastic differential equations | 2007-02-26 | Paper |
| Global optimization using diffusion perturbations with large noise intensity | 2007-01-29 | Paper |
| Identification error bounds and asymptotic distributions for systems with structural uncertainties | 2007-01-25 | Paper |
| On W.P.1 Convergence of A Parallel Stochastic Approximation Algorithm | 2007-01-19 | Paper |
| Joint identification of plant rational models and noise distribution functions using binary-valued observations | 2006-12-07 | Paper |
| Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions | 2006-12-07 | Paper |
| Computational methods for pricing American put options | 2006-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5473066 | 2006-06-19 | Paper |
| Uniform asymptotic expansions for pricing European options | 2006-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5710204 | 2005-12-02 | Paper |
| Time-shared channel identification for adaptive noise cancellation in breath sound extraction | 2005-11-29 | Paper |
| A Near-Optimal Selling Rule for a Two-Time-Scale Market Model | 2005-10-06 | Paper |
| Numerical solutions for jump-diffusions with regime switching | 2005-07-18 | Paper |
| Asymptotic expansions of transition densities for hybrid jump-diffusions | 2005-06-07 | Paper |
| Iterate-averaging sign algorithms for adaptive filtering with applications to blind multiuser detection | 2005-05-31 | Paper |
| Limit behavior of two-time-scale diffusions revisited | 2005-05-04 | Paper |
| On Averaging Principles: An Asymptotic Expansion Approach | 2005-02-28 | Paper |
| Numerical method for stationary distribution of stochastic differential equations with Markovian switching | 2005-02-23 | Paper |
| Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization | 2005-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3160523 | 2005-02-09 | Paper |
| Nearly-optimal asset allocation in hybrid stock investment models. | 2005-01-11 | Paper |
| Discrete-Time Markov Chains | 2004-12-22 | Paper |
| Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states. | 2004-10-27 | Paper |
| Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes | 2004-09-29 | Paper |
| Discrete-time dynamic systems arising from singularly perturbed Markov chains. | 2004-08-26 | Paper |
| Exponential bounds for discrete-time singularly perturbed Markov chains | 2004-08-06 | Paper |
| Control of singularly perturbed Markov chains: A numerical study | 2004-05-18 | Paper |
| Asymptotic properties of solutions of parabolic equations arising from transient diffusions | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407571 | 2004-02-20 | Paper |
| Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit | 2004-02-11 | Paper |
| Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains | 2003-10-27 | Paper |
| Stability of Markov modulated discrete-time dynamic systems. | 2003-10-14 | Paper |
| Constrained stochastic estimation algorithms for a class of hybrid stock market models | 2003-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4421713 | 2003-08-31 | Paper |
| NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS | 2003-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4793188 | 2003-03-24 | Paper |
| Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach | 2003-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407572 | 2003-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2784998 | 2002-09-20 | Paper |
| Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances | 2002-09-05 | Paper |
| Nearly optimal control of singularly perturbed Markov decision processes in discrete time | 2002-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2712236 | 2002-08-19 | Paper |
| A weak convergence approach to hybrid LQG problems with infinite control weights | 2002-08-08 | Paper |
| Singularly perturbed Markov decision processes with inclusion of transient states. | 2002-07-30 | Paper |
| On limit results for a class of singularly perturbed switching diffusions | 2002-07-29 | Paper |
| Optimal control of a marketing-production system | 2002-07-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2784160 | 2002-06-10 | Paper |
| Random-direction optimization algorithms with applications to threshold controls | 2002-04-23 | Paper |
| Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time. | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4438194 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4438208 | 2002-01-01 | Paper |
| Persistent identification of systems with unmodeled dynamics and exogenous disturbances | 2001-08-05 | Paper |
| Occupation measures of singularly perturbed Markov chains with absorbing states | 2001-03-28 | Paper |
| Convergence of a global stochastic optimization algorithm with partial step size restarting | 2001-02-27 | Paper |
| A class of learning/estimation algorithms using nominal values: Asymptotic analysis and applications | 2001-01-11 | Paper |
| Singularly perturbed Markov chains: Convergence and aggregation | 2000-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4261578 | 2000-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4486925 | 2000-10-22 | Paper |
| Singularly Perturbed Discrete-Time Markov Chains | 2000-10-18 | Paper |
| On nearly optimal controls of hybrid LQG problems | 2000-10-17 | Paper |
| Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions | 2000-04-27 | Paper |
| Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings | 2000-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247176 | 2000-01-13 | Paper |
| Singularly perturbed diffusisons: Rapid switchings and fast diffusions. | 1999-12-19 | Paper |
| Rates of Convergence for a Class of Global Stochastic Optimization Algorithms | 1999-11-24 | Paper |
| Emprical distribution for linear system identification | 1999-06-01 | Paper |
| Singularly perturbed multidimensional switching diffusions with fast and slow switchings | 1999-04-22 | Paper |
| Structural properties of Markov chains with weak and strong interactions | 1999-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2712238 | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4887253 | 1998-06-18 | Paper |
| Controlled Markov chains with weak and strong interactions: Asymptotic optimality and applications to manufacturing | 1998-04-19 | Paper |
| Markov chains with weak and strong interactions: Structural properties | 1998-03-05 | Paper |
| Control of dynamic systems under the influence of singularly perturbed Markov chains | 1998-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4375487 | 1998-02-05 | Paper |
| Asymptotic Series for Singularly Perturbed Kolmogorov–Fokker–Planck Equations | 1997-10-26 | Paper |
| Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions | 1997-09-02 | Paper |
| Passive stochastic approximation with constant step size and window width | 1997-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4346705 | 1997-08-04 | Paper |
| On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components | 1997-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5688234 | 1997-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5688271 | 1997-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4887267 | 1997-01-19 | Paper |
| A central limit theorem for singularly perturbed nonstationary finite state Markov chains | 1997-01-14 | Paper |
| Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains | 1996-11-14 | Paper |
| Convergence and error bounds for passive stochastic algorithms using vanishing step size | 1996-10-27 | Paper |
| Turnpike sets in stochastic manufacturing systems with finite time horizon | 1996-10-13 | Paper |
| On characterization of a recursively defined process: necessary and sufficient conditions, sensitivity | 1996-08-11 | Paper |
| Robust production and maintenance planning in stochastic manufacturing systems | 1996-05-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4847047 | 1996-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840555 | 1996-01-10 | Paper |
| Asymptotically optimal rate of convergence of smoothed stochastic recursive algorithms | 1995-11-20 | Paper |
| Large sample behavior in Bayesian analysis of nonlinear regression models | 1995-08-15 | Paper |
| Using stochastic optimization to determine threshold values for the control of unreliable manufacturing systems | 1995-05-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4317095 | 1995-04-18 | Paper |
| On a continuous time stochastic approximation problem | 1994-07-07 | Paper |
| Near optimality of stochastic control in systems with unknown parameter processes | 1994-05-05 | Paper |
| On convergence of adaptive estimation procedures with time delays | 1994-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4273773 | 1994-01-13 | Paper |
| On convergence of adaptive estimation procedures with time delays | 1994-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3140597 | 1993-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3140717 | 1993-12-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139221 | 1993-11-11 | Paper |
| Nearly optimal state feedback controls for delay differential equations with a small parameter | 1993-08-19 | Paper |
| Joint robustness on noise and Lyapunov functions for parallel stochastic approximation algorithms | 1993-08-18 | Paper |
| Weak convergence of term structure movements and the connection of prices and interest rates∗ | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4026981 | 1993-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4016630 | 1993-01-16 | Paper |
| Almost sure convergence in distributed parameter identification algorithms under correlated noise | 1993-01-06 | Paper |
| Averaging procedures in adaptive filtering: an efficient approach | 1992-09-27 | Paper |
| On h–valued stochastic approximation: finite dimenstional projections | 1992-09-27 | Paper |
| On extensions of Polyak's averaging approach to stochastic approximation | 1992-06-27 | Paper |
| A new algorithm for constrained adaptive array processing | 1992-06-25 | Paper |
| On parameter estimation of the DMC models | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3353907 | 1991-01-01 | Paper |
| On H-valued Robbins-Monro processes | 1990-01-01 | Paper |
| A differential delay equation with wideband noise perturbations | 1990-01-01 | Paper |
| A stopping rule for the Robbins-Monro method | 1990-01-01 | Paper |
| On robustness of the Robbins-Monro method for parallel processing | 1989-01-01 | Paper |
| Further comments on ‘Controllability of descriptor systems’ | 1989-01-01 | Paper |
| Asymptotic properties of an adaptive beam former algorithm | 1989-01-01 | Paper |
| On operator-valued mixingales∗ | 1989-01-01 | Paper |
| Almost sure convergence of stochastic approximation algorithms with non-additive noise | 1989-01-01 | Paper |
| A stopping rule for least-squares identification | 1989-01-01 | Paper |
| Optimal quasi-convex combinations for stochastic approximation algorithms with parallel observers | 1989-01-01 | Paper |
| Adaptive filters with constraints and correlated non-stationary signals | 1988-01-01 | Paper |
| A stopped stochastic approximation algorithm | 1988-01-01 | 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 |
