| Publication | Date of Publication | Type |
|---|
Solving Markov decision processes via state space decomposition and time aggregation
European Journal of Operational Research | 2025-05-20 | Paper |
Regular conditional probability, disintegration of probability and Radon spaces
Proyecciones | 2024-12-03 | Paper |
A numerical method for ergodic optimal control of switching diffusions with reflection
European Journal of Control | 2024-05-29 | Paper |
On diffusions with stochastic resettings: noisy restarts, optimal rates and interaction modelling
Journal of Physics A: Mathematical and Theoretical | 2023-01-05 | Paper |
Diffusion with stochastic resetting of interacting particles emerging from a model of population genetics
Journal of Physics A: Mathematical and Theoretical | 2022-11-11 | Paper |
Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models
International Journal of Control | 2022-04-07 | Paper |
Fast Switching Detector-Based H₂ Control of Markov Jump Linear Systems with Multiplicative Noises
SIAM Journal on Control and Optimization | 2021-11-05 | Paper |
Switching diffusion approximations for optimal power management in parallel processing systems
Stochastic Models | 2021-07-01 | Paper |
| Stationary linear mean square filter for the operation mode of continuous-time Markovian jump linear systems | 2021-02-06 | Paper |
Detector-based approach for H_ filtering of Markov jump linear systems with partial mode information
IET Control Theory & Applications | 2020-03-24 | Paper |
Optimal linear mean square filter for the operation mode of continuous-time Markovian jump linear systems
IET Control Theory & Applications | 2020-03-24 | Paper |
The interplay between population genetics and diffusion with stochastic resetting
Journal of Physics A: Mathematical and Theoretical | 2019-03-27 | Paper |
A multi-cluster time aggregation approach for Markov chains
Automatica | 2019-02-05 | Paper |
Detector-based H_ results for discrete-time Markov jump linear systems with partial observations
Automatica | 2018-06-14 | Paper |
<i>H</i><sub>∞</sub> control of continuous-time Markov jump linear systems with detector-based mode information
International Journal of Control | 2018-02-12 | Paper |
A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Comments on “Stochastic Stability of Jump Linear Systems”
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Optimal linear mean square filter for continuous-time jump linear systems
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
A Detector-Based Approach for the <inline-formula> <tex-math notation="TeX">$H_{2} $</tex-math></inline-formula> Control of Markov Jump Linear Systems With Partial Information
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm
European Journal of Operational Research | 2016-06-23 | Paper |
A new look at the robust control of discrete-time Markov jump linear systems
International Journal of Control | 2016-03-14 | Paper |
New methods for mode-independent robust control of Markov jump linear systems
Systems & Control Letters | 2016-03-08 | Paper |
On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process
Stochastics | 2015-07-29 | Paper |
Discussion on: ``On the continuous time-varying JLQ problem''
European Journal of Control | 2014-08-07 | Paper |
Decoherence in quantum Markov chains
Quantum Information Processing | 2014-06-13 | Paper |
Diffusion approximation for signaling stochastic networks
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Reducing Response Time in Fork-Join Systems under Heavy Traffic Via Imbalance Control
Advances in Applied Probability | 2014-01-31 | Paper |
A note on the convergence of probability functions of Markov chains
Markov Processes and Related Fields | 2013-11-11 | Paper |
A new perspective on the robustness of Markov jump linear systems
Automatica | 2013-07-30 | Paper |
Continuous-time Markov jump linear systems.
Probability and Its Applications | 2012-11-15 | Paper |
Approximate dynamic programming via direct search in the space of value function approximations
European Journal of Operational Research | 2012-10-26 | Paper |
Absolutely continuous measure for a jump-type Fleming-Viot process
Statistics & Probability Letters | 2012-05-18 | Paper |
Computing the stationary distribution of a finite Markov chain through stochastic factorization
SIAM Journal on Matrix Analysis and Applications | 2012-03-21 | Paper |
On the stability radii of continuous-time infinite Markov jump linear systems
MCSS. Mathematics of Control, Signals, and Systems | 2012-02-06 | Paper |
On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain
European Journal of Control | 2011-12-01 | Paper |
On the robust stability, stabilization, and stability radii of continuous-time infinite Markov jump linear systems
SIAM Journal on Control and Optimization | 2011-10-18 | Paper |
Time aggregated Markov decision processes via standard dynamic programming
Operations Research Letters | 2011-08-19 | Paper |
Output Feedback $H_\infty$ Control of Continuous-Time Infinite Markovian Jump Linear Systems via LMI Methods
SIAM Journal on Control and Optimization | 2009-03-27 | Paper |
Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems
MCSS. Mathematics of Control, Signals, and Systems | 2008-10-16 | Paper |
Sample paths of jump-type Fleming-Viot processes with bounded mutation operators
Statistics & Probability Letters | 2008-09-29 | Paper |
Diffusion Approximation of State-Dependent G-Networks Under Heavy Traffic
Journal of Applied Probability | 2008-08-05 | Paper |
Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems
Systems & Control Letters | 2008-02-21 | Paper |
Infinite Markov jump-bounded real lemma
Systems & Control Letters | 2008-01-08 | Paper |
A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations
Journal of Mathematical Analysis and Applications | 2007-05-04 | Paper |
A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances
SIAM Journal on Control and Optimization | 2007-03-20 | Paper |
Invariant measures for jump-type Fleming-Viot processes
Statistics & Probability Letters | 2006-06-16 | Paper |
A note on jump-type Fleming--Viot processes
Statistics & Probability Letters | 2006-06-16 | Paper |
Stationary Filter For Continuous-Time Markovian Jump Linear Systems
SIAM Journal on Control and Optimization | 2005-10-28 | Paper |
On an infinite dimensional perturbed Riccati differential equation arising in stochastic control
Linear Algebra and its Applications | 2005-09-28 | Paper |
Separable Hausdorff measurable Radon spaces
Statistics & Probability Letters | 2005-08-01 | Paper |
| scientific article; zbMATH DE number 2136426 (Why is no real title available?) | 2005-02-22 | Paper |
| scientific article; zbMATH DE number 2015589 (Why is no real title available?) | 2004-03-04 | Paper |
A stochastic approach to the flood control problem
Applied Mathematical Modelling | 2004-03-03 | Paper |
Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters
Stochastic Analysis and Applications | 2004-02-15 | Paper |
?? filtering for discrete-time linear systems with Markovian jumping parameters?
International Journal of Robust and Nonlinear Control | 2004-02-12 | Paper |
Lyapunov coupled equations for continuous-time infinite Markov jump linear systems
Journal of Mathematical Analysis and Applications | 2003-02-11 | Paper |
| On a discrete-time linear jump stochastic dynamic game | 2002-12-10 | Paper |
Robust ?? filtering for uncertain Markovian jump linear systems
International Journal of Robust and Nonlinear Control | 2002-09-01 | Paper |
Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems
Stochastic Analysis and Applications | 2002-08-01 | Paper |
H ∞ filtering for Markovian jump linear systems
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2002-01-01 | Paper |
Optimal control for continuous-time linear quadratic problems with infinite Markov jump parameters
SIAM Journal on Control and Optimization | 2001-10-29 | Paper |
Characterizations of Radon spaces
Statistics & Probability Letters | 2001-03-07 | Paper |
| scientific article; zbMATH DE number 683469 (Why is no real title available?) | 1999-11-08 | Paper |
A new approach to lineary perturbed Riccati equations arising in stochastic control
Applied Mathematics and Optimization | 1998-09-21 | Paper |
Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
IEEE Transactions on Automatic Control | 1996-08-15 | Paper |
Stability results for discrete-time linear systems with Markovian jumping parameters
Journal of Mathematical Analysis and Applications | 1994-07-07 | Paper |
Strongly consistent estimation of the order of stochastic control systems (CARMA model)
Journal of Mathematical Analysis and Applications | 1992-09-27 | Paper |
\(H_ \infty\) filtering for linear periodic systems with parameter uncertainty
Systems & Control Letters | 1992-09-26 | Paper |
Maximal solution of a certain class of periodic Riccati differential equations
Linear Algebra and its Applications | 1992-07-23 | Paper |
Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1992-06-27 | Paper |
| scientific article; zbMATH DE number 17731 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 18072 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 18073 (Why is no real title available?) | 1992-06-26 | Paper |
A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters
IMA Journal of Mathematical Control and Information | 1992-06-25 | Paper |
On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control
Systems & Control Letters | 1990-01-01 | Paper |
Will the PLS criterion for order estimation work with AML and a posteriori prediction error?
Systems & Control Letters | 1990-01-01 | Paper |
Discrete-time jump LQG problem
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1989-01-01 | Paper |
On a partially observable LQG problem for systems with Markovian jumping parameters
Systems & Control Letters | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3765677 (Why is no real title available?) | 1982-01-01 | Paper |
