| Publication | Date of Publication | Type |
|---|
Second-Order Fast-Slow Stochastic Systems
(available as arXiv preprint) | N/A | Paper |
Closed-loop Equilibria for Mean-Field Games in Randomly Switching Environments with General Discounting Costs
(available as arXiv preprint) | N/A | Paper |
Stability and stabilization using discrete-time feedback control for hybrid stochastic delay systems with general delay
SIAM Journal on Control and Optimization | 2026-08-10 | Paper |
Near-optimal controls of two-time scale functional diffusion systems
Stochastic Processes and their Applications | 2026-06-24 | Paper |
Optimal control of stochastic partial differential equations with partial observations: stochastic maximum principles and numerical approximation
SIAM Journal on Control and Optimization | 2026-06-23 | Paper |
Systems of singularly perturbed forward-backward stochastic differential equations and control problems
SIAM Journal on Control and Optimization | 2026-05-27 | Paper |
Classification of stochastic systems: deep learning and hypothesis testing
IEEE Transactions on Automatic Control | 2026-03-17 | Paper |
Estimation of jump points in high-dimensional diffusion modulated by a hidden Markov chain
Mathematical Methods of Statistics | 2026-01-26 | Paper |
Approximation of optimal ergodic dividend strategies using controlled Markov chains
IET Control Theory & Applications | 2025-11-04 | Paper |
A hybrid deep reinforcement learning method for insurance portfolio management
Journal of Optimization Theory and Applications | 2025-10-29 | Paper |
Asymptotic optimality of a class of controlled non-Markov processes
Applicable Analysis | 2025-10-10 | Paper |
Impulsive stochastic functional differential equations with Markovian switching: study of exponential stability from a numerical solution point of view
IMA Journal of Mathematical Control and Information | 2025-10-10 | Paper |
Optimal harvesting strategies for stochastic ecosystems
IET Control Theory & Applications | 2025-10-08 | Paper |
Stochastic partial differential equation SIS epidemic models: modeling and analysis
Communications on Stochastic Analysis | 2025-09-25 | Paper |
A hybrid deep learning method for finite-horizon mean-field game problems
Automatica | 2025-08-05 | Paper |
Large deviation estimates for nonlinear filtering with discontinuity and small noise
Stochastic Processes and their Applications | 2025-06-30 | Paper |
Hybrid switching diffusions. Properties and applications
Probability Theory and Stochastic Modelling | 2025-06-13 | Paper |
Two-time-scale stochastic functional differential equations: inclusion of infinite delay and coupled segment processes
Journal of Differential Equations | 2025-05-02 | Paper |
Closed-loop equilibria for mean-field games in randomly switching environments with general discounting costs
SIAM Journal on Control and Optimization | 2025-04-03 | Paper |
A class of numerical algorithms for stochastic differential equations with randomly varying truncations
Discrete and Continuous Dynamical Systems. Series S | 2025-02-25 | Paper |
A class of long-run average control problems of Lotka-Voltera systems in a stochastic environment
Mathematical Control and Related Fields | 2025-02-14 | Paper |
Forgetting-factor regrets for online convex optimization
IEEE Transactions on Automatic Control | 2025-01-21 | Paper |
Second-order fast-slow stochastic systems
SIAM Journal on Mathematical Analysis | 2024-09-05 | Paper |
Almost-sure robust stabilization of randomly switched linear systems with uncontrollable subsystems
IEEE Transactions on Automatic Control | 2024-08-16 | Paper |
Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems
Nonlinear Analysis. Hybrid Systems | 2024-07-30 | Paper |
Stability of stochastic functional differential equations with past-dependent random switching involving countably infinite states
IEEE Transactions on Automatic Control | 2024-07-21 | Paper |
| A constrained stochastic control problem with application to an illiquid stock position build-up | 2024-07-05 | Paper |
| Study of certain stochastic predator-prey models | 2024-07-03 | Paper |
Analyzing a class of stochastic SIRS models under imperfect vaccination
Journal of the Franklin Institute | 2024-03-12 | Paper |
Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games
Applied Mathematics and Optimization | 2024-02-08 | Paper |
Joint Estimation of Continuous and Discrete States in Randomly Switched Linear Systems With Unobservable Subsystems
IEEE Transactions on Automatic Control | 2024-01-25 | Paper |
Limit theorems of additive functionals for regime-switching diffusions with infinite delay
Stochastic Processes and their Applications | 2024-01-09 | Paper |
Sequences of random matrices modulated by a discrete-time Markov chain*
Stochastic Models | 2023-11-23 | Paper |
| A hybrid deep learning method for finite-horizon mean-field game problems | 2023-10-29 | Paper |
On Detectability of a Class of Hybrid Systems
IEEE Transactions on Automatic Control | 2023-10-09 | Paper |
Deep Filtering With Adaptive Learning Rates
IEEE Transactions on Automatic Control | 2023-10-02 | Paper |
Adaptive Regulation of Block-Oriented Nonlinear Systems Using Binary Sensors With Applications to Automotive Engine Control
IEEE Transactions on Automatic Control | 2023-09-28 | Paper |
Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching
Nonlinear Analysis. Hybrid Systems | 2023-09-21 | Paper |
Stochastic Observability and Convergent Analog State Estimation of Randomly Switched Linear Systems With Unobservable Subsystems
IEEE Transactions on Automatic Control | 2023-09-06 | Paper |
Mean-square convergent continuous state estimation of randomly switched linear systems with unobservable subsystems and stochastic output noises
Automatica | 2023-08-28 | Paper |
Distributed optimal frequency control under communication packet loss in multi-agent electric energy systems
Automatica | 2023-07-24 | Paper |
Hybrid stochastic epidemic SIR models with hidden states
Nonlinear Analysis. Hybrid Systems | 2023-07-18 | Paper |
Exponential stability of stochastic functional differential equations with impulsive perturbations and Markovian switching
Systems & Control Letters | 2023-06-26 | Paper |
Stochastic approximation with discontinuous dynamics, differential inclusions, and applications
The Annals of Applied Probability | 2023-06-05 | Paper |
Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables
IMA Journal of Numerical Analysis | 2023-04-12 | Paper |
Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching
Journal of Mathematical Physics | 2023-03-29 | Paper |
Stability in distribution and stabilization of switching jump diffusions
ESAIM: Control, Optimisation and Calculus of Variations | 2022-12-08 | Paper |
Harvesting of a stochastic population under a mixed regular-singular control formulation
Journal of Optimization Theory and Applications | 2022-11-17 | Paper |
| Stochastic consensus control of multi-agent systems under general noises and delays | 2022-11-16 | Paper |
Correction to: Stochastic Analysis, Filtering, and Stochastic Optimization
Stochastic Analysis, Filtering, and Stochastic Optimization | 2022-11-15 | Paper |
| Numerical solutions of stochastic control problems: Markov chain approximation methods | 2022-08-19 | Paper |
Stochastic Kolmogorov systems driven by wideband noises
Physica A | 2022-08-08 | Paper |
Multikernel Passive Stochastic Gradient Algorithms and Transfer Learning
IEEE Transactions on Automatic Control | 2022-07-28 | Paper |
Solving a Class of Mean-Field LQG Problems
IEEE Transactions on Automatic Control | 2022-07-21 | Paper |
On an ergodic two-sided singular control problem
Applied Mathematics and Optimization | 2022-07-18 | Paper |
Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay
Proceedings of the American Mathematical Society | 2022-07-08 | Paper |
Filtering with degenerate observation noise: a stochastic approximation approach
Automatica | 2022-07-05 | Paper |
A class of generalized Ginzburg-Landau equations with random switching
Physica A | 2022-06-29 | Paper |
A survey of numerical solutions for stochastic control problems: some recent progress
Numerical Algebra, Control and Optimization | 2022-06-09 | Paper |
Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps
Statistical Inference for Stochastic Processes | 2022-05-16 | Paper |
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
Stochastic Processes and their Applications | 2022-05-16 | Paper |
Fast-slow-coupled stochastic functional differential equations
Journal of Differential Equations | 2022-04-11 | Paper |
Stochastic Adaptive Optimization With Dithers
IEEE Transactions on Automatic Control | 2022-02-24 | Paper |
Adaptive step size selection in distributed optimization with observation noise and unknown stochastic target variation
Automatica | 2021-12-14 | Paper |
Optimal control and numerical methods for hybrid stochastic SIS models
Nonlinear Analysis. Hybrid Systems | 2021-11-19 | Paper |
Stochastic functional Kolmogorov equations. I: Persistence
Stochastic Processes and their Applications | 2021-11-03 | Paper |
A general stochastic maximum principle for mean-field controls with regime switching
Applied Mathematics and Optimization | 2021-10-19 | Paper |
Large deviation principles for Langevin equations in random environment and applications
Journal of Mathematical Physics | 2021-09-06 | Paper |
Deep filtering
Communications in Information and Systems | 2021-08-06 | Paper |
Dynamical systems under random perturbations with fast switching and slow diffusion: hyperbolic equilibria and stable limit cycles
Journal of Differential Equations | 2021-08-06 | Paper |
Stochastic functional Kolmogorov equations. II: Extinction
Journal of Differential Equations | 2021-08-06 | Paper |
A General Framework for Nonparametric Identification of Nonlinear Stochastic Systems
IEEE Transactions on Automatic Control | 2021-07-26 | Paper |
Delay Tolerance for Stable Stochastic Systems and Extensions
IEEE Transactions on Automatic Control | 2021-07-26 | Paper |
Langevin dynamics for adaptive inverse reinforcement learning of stochastic gradient algorithms
(available as arXiv preprint) | 2021-07-09 | Paper |
| Langevin dynamics for adaptive inverse reinforcement learning of stochastic gradient algorithms | 2021-07-09 | Paper |
Controlled Markov chains with non-exponential discounting and distribution-dependent costs
ESAIM: Control, Optimisation and Calculus of Variations | 2021-07-07 | Paper |
Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems
Banach Center Publications | 2021-05-20 | Paper |
Stability of stochastic functional differential equations with random switching and applications
Automatica | 2021-04-20 | Paper |
Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability
IMA Journal of Numerical Analysis | 2021-03-16 | Paper |
Stochastic Lotka-Volterra competitive reaction-diffusion systems perturbed by space-time white noise: modeling and analysis
Journal of Differential Equations | 2021-03-11 | Paper |
Approximation of a class of functional differential equations with wideband noise perturbations
Journal of Mathematical Analysis and Applications | 2021-03-01 | Paper |
| scientific article; zbMATH DE number 7307039 (Why is no real title available?) | 2021-02-06 | Paper |
A class of Langevin equations with Markov switching involving strong damping and fast switching
Journal of Mathematical Physics | 2020-11-25 | Paper |
A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems
ESAIM: Control, Optimisation and Calculus of Variations | 2020-10-16 | Paper |
Dual Averaging Push for Distributed Convex Optimization Over Time-Varying Directed Graph
IEEE Transactions on Automatic Control | 2020-10-07 | Paper |
Sparse system identification for stochastic systems with general observation sequences
Automatica | 2020-10-05 | Paper |
Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model
Journal of Applied Probability | 2020-07-22 | Paper |
Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula
Potential Analysis | 2020-07-02 | Paper |
General nonlinear stochastic systems motivated by chemostat models: complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment
Stochastic Processes and their Applications | 2020-06-09 | Paper |
Distributed continuous-time algorithm for nonsmooth optimal consensus without sharing local decision variables
Journal of the Franklin Institute | 2020-05-19 | Paper |
Asymptotic properties of multi-species Lotka-Volterra models with regime switching involving weak and strong interactions
Journal of Nonlinear Science | 2020-04-17 | Paper |
Sustainable harvesting policies under long-run average criteria: near optimality
Applied Mathematics and Optimization | 2020-04-14 | Paper |
An averaging principle for two-time-scale stochastic functional differential equations
Journal of Differential Equations | 2020-04-08 | Paper |
Long-term analysis of a stochastic SIRS model with general incidence rates
SIAM Journal on Applied Mathematics | 2020-04-01 | Paper |
Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate
Journal of Computational and Applied Mathematics | 2020-03-23 | Paper |
Fractional differential equation approach for convex optimization with convergence rate analysis
Optimization Letters | 2020-02-27 | Paper |
Distributed Smooth Convex Optimization With Coupled Constraints
IEEE Transactions on Automatic Control | 2020-01-28 | Paper |
On laws of large numbers for systems with mean-field interactions and Markovian switching
Stochastic Processes and their Applications | 2020-01-24 | Paper |
Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity
Automatica | 2019-12-19 | Paper |
Stochastic partial differential equation models for spatially dependent predator-prey equations
Discrete and Continuous Dynamical Systems. Series B | 2019-12-05 | Paper |
Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties
(available as arXiv preprint) | 2019-11-20 | Paper |
