| Publication | Date of Publication | Type |
|---|
Two-time scale reinforcement learning and applications to production planning
IET Control Theory & Applications | 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
Insurance Mathematics & Economics | 2021-03-17 | Paper |
Cyclic System Reconfiguration and Time-Split Signal Separation With Applications to Lung Sound Pattern Analysis
IEEE Transactions on Signal Processing | 2018-06-12 | Paper |
| Numerical methods for approximation of optimal liquidation rules of a large block stock under a Markov chain model | 2018-01-29 | Paper |
Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model
Nonlinear Analysis. Hybrid Systems | 2018-01-19 | Paper |
Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions
Acta Mathematicae Applicatae Sinica. English Series | 2017-09-05 | Paper |
Quantized Identification With Dependent Noise and Fisher Information Ratio of Communication Channels
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
State Observability and Observers of Linear-Time-Invariant Systems Under Irregular Sampling and Sensor Limitations
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Identification Input Design for Consistent Parameter Estimation of Linear Systems With Binary-Valued Output Observations
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Almost Sure Stabilization for Feedback Controls of Regime-Switching Linear Systems With a Hidden Markov Chain
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Identification of Systems With Regime Switching and Unmodeled Dynamics
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Numerical Solutions for Stochastic Differential Games With Regime Switching
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Least mean square algorithms with Markov regime-switching limit
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Numerical approximation of invariant measures for hybrid diffusion systems
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Stability of hybrid dynamic systems containing singularly perturbed random processes
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
System identification using binary sensors
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
Automatica | 2017-06-02 | Paper |
System Identification Under Regular, Binary, and Quantized Observations: Moderate Deviations Error Bounds
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
A numerical approach to optimal dividend policies with capital injections and transaction costs
Acta Mathematicae Applicatae Sinica. English Series | 2017-04-21 | Paper |
Singularly perturbed multi-scale switching diffusions
Dynamic Systems and Applications | 2016-10-13 | Paper |
Classification of asymptotic behavior in a stochastic SIR model
SIAM Journal on Applied Dynamical Systems | 2016-06-16 | Paper |
Numerical methods for optimal harvesting strategies in random environments under partial observations
Automatica | 2016-06-03 | Paper |
Stochastic Liénard equations with state-dependent switching
Acta Mathematicae Applicatae Sinica. English Series | 2016-05-04 | Paper |
Conditions for permanence and ergodicity of certain stochastic predator-prey models
Journal of Applied Probability | 2016-04-29 | Paper |
Conditions for permanence and ergodicity of certain stochastic predator-prey models
Journal of Applied Probability | 2016-04-29 | Paper |
A mean-variance control framework for platoon control problems: weak convergence results and applications on reduction of complexity
Communications in Information and Systems | 2016-04-15 | Paper |
Feedback systems with communications: integrated study of signal estimation, sampling, quantization, and feedback robustness
International Journal of Adaptive Control and Signal Processing | 2016-03-14 | Paper |
A generalized Goodwin business cycle model in random environment
Journal of Mathematical Analysis and Applications | 2016-02-25 | Paper |
Weighted sums of strongly mixing random variables with an application to nonparametric regression
Statistics & Probability Letters | 2015-12-01 | Paper |
Optimal debt ratio and dividend payment strategies with reinsurance
Insurance Mathematics & Economics | 2015-09-14 | Paper |
Control of vehicle platoons for highway safety and efficient utility: consensus with communications and vehicle dynamics
Journal of Systems Science and Complexity | 2015-04-27 | Paper |
Asset allocation for regime-switching market models under partial observation
Dynamic Systems and Applications | 2014-11-10 | Paper |
Stability of numerical methods for jump diffusions and Markovian switching jump diffusions
Journal of Computational and Applied Mathematics | 2014-09-29 | Paper |
Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction
Journal of the Franklin Institute | 2014-08-27 | Paper |
Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with two-time scales
Stochastics | 2014-08-14 | Paper |
Parameter estimation in systems with binary-valued observations and structural uncertainties
International Journal of Control | 2014-07-28 | Paper |
Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise
Journal of Differential Equations | 2014-07-07 | Paper |
Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods
Insurance Mathematics & Economics | 2014-06-23 | Paper |
Large deviations for multi-scale Markovian switching systems with a small diffusion
Asymptotic Analysis | 2014-05-26 | Paper |
Asymptotic expansions of solutions for parabolic systems associated with transient switching diffusions
Applicable Analysis | 2014-05-26 | Paper |
Joint state and event observers for linear switching systems under irregular sampling
Automatica | 2014-04-14 | Paper |
| Asymptotic stability of switching diffusions having sub-exponential rates of decay | 2014-03-12 | Paper |
Asynchronous stochastic approximation algorithms for networked systems: regime-switching topologies and multiscale structure
Multiscale Modeling & Simulation | 2014-01-29 | Paper |
Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions
Quarterly of Applied Mathematics | 2014-01-22 | Paper |
Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls
Journal of Optimization Theory and Applications | 2013-11-22 | Paper |
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
Automatica | 2013-07-31 | Paper |
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
Automatica | 2013-07-31 | Paper |
Regularization and Stabilization of Randomly Switching Dynamic Systems
SIAM Journal on Applied Mathematics | 2013-02-04 | Paper |
Threshold-type policies for real options using regime-switching models
SIAM Journal on Financial Mathematics | 2013-01-25 | Paper |
System identification using regular and quantized observations. Applications of large deviations principles
SpringerBriefs in Mathematics | 2013-01-14 | Paper |
Moment exponential stability of random delay systems with two-time-scale Markovian switching
Nonlinear Analysis. Real World Applications | 2012-12-28 | Paper |
Quantile hedging for guaranteed minimum death benefits with regime switching
Stochastic Analysis and Applications | 2012-11-09 | Paper |
Environmental noise impact on regularity and extinction of population systems with infinite delay
Journal of Mathematical Analysis and Applications | 2012-10-19 | Paper |
Stochastic recursive algorithms for networked systems with delay and random switching: multiscale formulations and asymptotic properties
Multiscale Modeling & Simulation | 2012-08-28 | Paper |
Stability of a pure random delay system with two-time-scale Markovian switching
Journal of Differential Equations | 2012-07-04 | Paper |
Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations
Nonlinear Analysis. Real World Applications | 2012-06-10 | Paper |
Asymptotic expansions for solutions of systems of Kolmogorov backward equations of two-time-scale switching jump diffusions
Communications in Statistics. Theory and Methods | 2012-06-08 | Paper |
Continuous-time Markov chains and applications. A two-time-scale approach
Stochastic Modelling and Applied Probability | 2012-06-04 | Paper |
On hybrid competitive Lotka-Volterra ecosystems
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2012-05-20 | Paper |
System identification: regime switching, unmodeled dynamics, and binary sensors
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2012-05-20 | Paper |
Asymptotic properties of hybrid random processes modulated by Markov chains
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2012-05-20 | Paper |
Stability of singular jump-linear systems with a large state space: A two-time-scale approach
The ANZIAM Journal | 2012-05-11 | Paper |
Pathwise convergence rate for numerical solutions of stochastic differential equations
IMA Journal of Numerical Analysis | 2012-05-04 | Paper |
Almost sure and complete convergence of randomly weighted sums of independent random elements in Banach spaces
Taiwanese Journal of Mathematics | 2011-12-01 | Paper |
| Invariance principle of regime-switching diffusions | 2011-10-21 | Paper |
Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies
Automatica | 2011-08-01 | Paper |
Robustness, weak stability, and stability in distribution of adaptive filtering algorithms under model mismatch
Multiscale Modeling & Simulation | 2011-06-24 | Paper |
Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems
Journal of Systems Science and Complexity | 2011-06-22 | Paper |
Liquidation of a large block of stock with regime switching
Mathematical Finance | 2011-06-09 | Paper |
A trend-following strategy: conditions for optimality
Automatica | 2011-05-17 | Paper |
State observers with random sampling times and convergence analysis of double-indexed and randomly weighted sums of mixing processes
SIAM Journal on Control and Optimization | 2011-05-17 | Paper |
A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models
International Journal of Computer Mathematics | 2011-04-21 | Paper |
A stochastic approximation algorithm for American lookback put options
Stochastic Analysis and Applications | 2011-04-19 | Paper |
Identification of Hammerstein systems with quantized observations
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
Asymptotic properties of Markov-modulated random sequences with fast and slow timescales
Stochastics | 2011-03-11 | Paper |
Weak convergence of Markov-modulated random sequences
Stochastics | 2011-03-11 | Paper |
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation
Journal of Computational and Applied Mathematics | 2011-03-09 | Paper |
| scientific article; zbMATH DE number 5841177 (Why is no real title available?) | 2011-01-25 | Paper |
A stochastic approximation algorithm for option pricing model calibration with a switchable market
International Journal of Computer Mathematics | 2011-01-20 | Paper |
Approximation methods for hybrid diffusion systems with state-dependent switching processes: numerical algorithms and existence and uniqueness of solutions
SIAM Journal on Mathematical Analysis | 2011-01-10 | Paper |
Convergence rates of Markov chain approximation methods for controlled diffusions with stopping
Journal of Systems Science and Complexity | 2010-11-03 | Paper |
Signal estimation with binary-valued sensors
Journal of Systems Science and Complexity | 2010-11-03 | Paper |
Asymptotically optimal dividend policy for regime-switching compound Poisson models
Acta Mathematicae Applicatae Sinica. English Series | 2010-10-29 | Paper |
Properties of solutions of stochastic differential equations with continuous-state-dependent switching
Journal of Differential Equations | 2010-10-28 | Paper |
Rates of convergence of numerical methods for controlled regime-switching diffusions with stopping times in the costs
SIAM Journal on Control and Optimization | 2010-06-10 | Paper |
On strong Feller, recurrence, and weak stabilization of regime-switching diffusions
SIAM Journal on Control and Optimization | 2010-06-10 | Paper |
Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach
Journal of Mathematical Analysis and Applications | 2010-05-19 | Paper |
Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process
Asymptotic Analysis | 2010-01-27 | Paper |
System identification with quantized observations
Systems & Control: Foundations & Applications | 2009-11-30 | Paper |
Asymptotic properties of parabolic systems for null-recurrent switching diffusions
Acta Mathematicae Applicatae Sinica. English Series | 2009-11-13 | Paper |
Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time
Acta Mathematicae Applicatae Sinica. English Series | 2009-11-13 | Paper |
Hybrid switching diffusions. Properties and applications
Stochastic Modelling and Applied Probability | 2009-10-30 | Paper |
Numerical methods for portfolio selection with bounded constraints
Journal of Computational and Applied Mathematics | 2009-10-09 | Paper |
Recursive estimation algorithms for power controls of wireless communication networks
Journal of Control Theory and Applications | 2009-07-22 | Paper |
| An alternative model of stochastic volatility for option pricing: a regime-switching diffusion model under fast mean reversion | 2009-07-06 | Paper |
On competitive Lotka-Volterra model in random environments
Journal of Mathematical Analysis and Applications | 2009-06-23 | Paper |
Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model
SIAM Journal on Applied Mathematics | 2009-06-22 | Paper |
Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies
Stochastic Analysis and Applications | 2009-06-17 | Paper |
Stability of random-switching systems of differential equations
Quarterly of Applied Mathematics | 2009-06-11 | Paper |
Tracking and identification of regime-switching systems using binary sensors
Automatica | 2009-06-11 | Paper |
How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths
Mathematical Programming. Series A. Series B | 2009-05-05 | Paper |
Balanced realizations of regime-switching linear systems
MCSS. Mathematics of Control, Signals, and Systems | 2009-02-09 | Paper |
Space and time complexities and sensor threshold selection in quantized identification
Automatica | 2009-01-21 | Paper |
LMS Algorithms for Tracking Slow Markov Chains With Applications to Hidden Markov Estimation and Adaptive Multiuser Detection
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Two-Time-Scale Approximation for Wonham Filters
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Erratum to: Identification of Wiener systems with binary-valued output observations
Automatica | 2008-12-03 | Paper |
State reconstruction for linear time-invariant systems with binary-valued output observations
Systems & Control Letters | 2008-12-02 | Paper |
Stochastic optimization algorithms for barrier dividend strategies
Journal of Computational and Applied Mathematics | 2008-11-20 | Paper |
Q-learning algorithms with random truncation bounds and applications to effective parallel computing
Journal of Optimization Theory and Applications | 2008-09-22 | Paper |
Option pricing in a regime-switching model using the fast Fourier transform
Journal of Applied Mathematics and Stochastic Analysis | 2008-08-15 | Paper |
Selling a large stock position: a stochastic control approach with state constraints
Communications in Information and Systems | 2008-08-14 | Paper |
Asymptotic Properties of Hybrid Diffusion Systems
SIAM Journal on Control and Optimization | 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
Journal of Systems Science and Complexity | 2007-11-27 | Paper |
Identification of Wiener systems with binary-valued output observations
Automatica | 2007-10-18 | Paper |
Asymptotically efficient parameter estimation using quantized output observations
Automatica | 2007-08-23 | Paper |
On the notion of weak stability and related issues of hybrid diffusion systems
Nonlinear Analysis. Hybrid Systems | 2007-08-23 | Paper |
Stability of regime-switching diffusions
Stochastic Processes and their Applications | 2007-07-27 | Paper |
Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions
Journal of Computational and Applied Mathematics | 2007-06-14 | Paper |
| scientific article; zbMATH DE number 5157254 (Why is no real title available?) | 2007-05-29 | Paper |
Bounds of ruin probability for regime-switching models using time scale separation
Scandinavian Actuarial Journal | 2007-05-29 | Paper |
Stabilization and destabilization of hybrid systems of stochastic differential equations
Automatica | 2007-02-26 | Paper |
Global optimization using diffusion perturbations with large noise intensity
Acta Mathematicae Applicatae Sinica. English Series | 2007-01-29 | Paper |
Identification error bounds and asymptotic distributions for systems with structural uncertainties
Journal of Systems Science and Complexity | 2007-01-25 | Paper |
On W.P.1 Convergence of A Parallel Stochastic Approximation Algorithm
Probability in the Engineering and Informational Sciences | 2007-01-19 | Paper |
Joint identification of plant rational models and noise distribution functions using binary-valued observations
Automatica | 2006-12-07 | Paper |
Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions
Automatica | 2006-12-07 | Paper |
Computational methods for pricing American put options
Journal of Optimization Theory and Applications | 2006-11-06 | Paper |
| Continuos-time adaptive filtering algorithms using sign operators | 2006-06-19 | Paper |
Uniform asymptotic expansions for pricing European options
Applied Mathematics and Optimization | 2006-03-02 | Paper |
| scientific article; zbMATH DE number 2234826 (Why is no real title available?) | 2005-12-02 | Paper |
Time-shared channel identification for adaptive noise cancellation in breath sound extraction
Journal of Control Theory and Applications | 2005-11-29 | Paper |
A Near-Optimal Selling Rule for a Two-Time-Scale Market Model
Multiscale Modeling & Simulation | 2005-10-06 | Paper |
Numerical solutions for jump-diffusions with regime switching
Stochastics | 2005-07-18 | Paper |
Asymptotic expansions of transition densities for hybrid jump-diffusions
Acta Mathematicae Applicatae Sinica. English Series | 2005-06-07 | Paper |
Iterate-averaging sign algorithms for adaptive filtering with applications to blind multiuser detection
IEEE Transactions on Information Theory | 2005-05-31 | Paper |
Limit behavior of two-time-scale diffusions revisited
Journal of Differential Equations | 2005-05-04 | Paper |
On Averaging Principles: An Asymptotic Expansion Approach
SIAM Journal on Mathematical Analysis | 2005-02-28 | Paper |
Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization
SIAM Journal on Optimization | 2005-02-23 | Paper |
Numerical method for stationary distribution of stochastic differential equations with Markovian switching
Journal of Computational and Applied Mathematics | 2005-02-23 | Paper |
| scientific article; zbMATH DE number 2133131 (Why is no real title available?) | 2005-02-09 | Paper |
Nearly-optimal asset allocation in hybrid stock investment models.
Journal of Optimization Theory and Applications | 2005-01-11 | Paper |
Discrete-Time Markov Chains
Stochastic Modelling and Applied Probability | 2004-12-22 | Paper |
Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
The Annals of Applied Probability | 2004-10-27 | Paper |
Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes
Stochastics and Stochastic Reports | 2004-09-29 | Paper |
Discrete-time dynamic systems arising from singularly perturbed Markov chains.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2004-08-26 | Paper |
Exponential bounds for discrete-time singularly perturbed Markov chains
Journal of Mathematical Analysis and Applications | 2004-08-06 | Paper |
Control of singularly perturbed Markov chains: A numerical study
The ANZIAM Journal | 2004-05-18 | Paper |
Asymptotic properties of solutions of parabolic equations arising from transient diffusions
Acta Mathematicae Applicatae Sinica. English Series | 2004-03-17 | Paper |
| scientific article; zbMATH DE number 1944270 (Why is no real title available?) | 2004-02-20 | Paper |
Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit
Advances in Applied Probability | 2004-02-11 | Paper |
Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains
Journal of Optimization Theory and Applications | 2003-10-27 | Paper |
Stability of Markov modulated discrete-time dynamic systems.
Automatica | 2003-10-14 | Paper |
Constrained stochastic estimation algorithms for a class of hybrid stock market models
Journal of Optimization Theory and Applications | 2003-09-15 | Paper |
| scientific article; zbMATH DE number 1972910 (Why is no real title available?) | 2003-08-31 | Paper |
NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS
Stochastic Analysis and Applications | 2003-06-01 | Paper |
Singularly perturbed Markov chains with two small parameters: A matched asymptotic expansion
Journal of Mathematical Analysis and Applications | 2003-05-31 | Paper |
| scientific article; zbMATH DE number 1867105 (Why is no real title available?) | 2003-03-24 | Paper |
Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach
SIAM Journal on Optimization | 2003-01-05 | Paper |
| scientific article; zbMATH DE number 1944271 (Why is no real title available?) | 2003-01-01 | Paper |
| Multi-time scales in singularly perturbed forward equations for continuous-time Markov chains | 2002-10-24 | Paper |
| Stochastic approximation: Theory and applications | 2002-09-20 | Paper |
Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances
Automatica | 2002-09-05 | Paper |
Nearly optimal control of singularly perturbed Markov decision processes in discrete time
Applied Mathematics and Optimization | 2002-08-25 | Paper |
| Time-scale separation and state aggregation in singularly perturbed switching diffusions | 2002-08-19 | Paper |
A weak convergence approach to hybrid LQG problems with infinite control weights
Journal of Applied Mathematics and Stochastic Analysis | 2002-08-08 | Paper |
Singularly perturbed Markov decision processes with inclusion of transient states.
Journal of Systems Science and Complexity | 2002-07-30 | Paper |
On limit results for a class of singularly perturbed switching diffusions
Journal of Theoretical Probability | 2002-07-29 | Paper |
Optimal control of a marketing-production system
IEEE Transactions on Automatic Control | 2002-07-21 | Paper |
A class of constrained recursive estimation algorithms and applications
Neural, Parallel & Scientific Computations | 2002-06-10 | Paper |
Random-direction optimization algorithms with applications to threshold controls
Journal of Optimization Theory and Applications | 2002-04-23 | Paper |
| scientific article; zbMATH DE number 2015373 (Why is no real title available?) | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 2015359 (Why is no real title available?) | 2002-01-01 | Paper |
Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.
Automatica | 2002-01-01 | Paper |
Error bounds for occupation measure of singularly perturbed Markov chains including transient states
Probability in the Engineering and Informational Sciences | 2001-11-07 | Paper |
Persistent identification of systems with unmodeled dynamics and exogenous disturbances
IEEE Transactions on Automatic Control | 2001-08-05 | Paper |
Occupation measures of singularly perturbed Markov chains with absorbing states
Acta Mathematica Sinica, English Series | 2001-03-28 | Paper |
Convergence of a global stochastic optimization algorithm with partial step size restarting
Advances in Applied Probability | 2001-02-27 | Paper |
Approximation of an analog diffusion network with applications to image estimation
Journal of Optimization Theory and Applications | 2001-02-19 | Paper |
A class of learning/estimation algorithms using nominal values: Asymptotic analysis and applications
Journal of Optimization Theory and Applications | 2001-01-11 | Paper |
Singularly perturbed Markov chains: Convergence and aggregation
Journal of Multivariate Analysis | 2000-12-18 | Paper |
| scientific article; zbMATH DE number 1462609 (Why is no real title available?) | 2000-10-22 | Paper |
| scientific article; zbMATH DE number 1331438 (Why is no real title available?) | 2000-10-22 | Paper |
Singularly Perturbed Discrete-Time Markov Chains
SIAM Journal on Applied Mathematics | 2000-10-18 | Paper |
On nearly optimal controls of hybrid LQG problems
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Asymptotic behavior of parabolic equations arising from one-dimensional null-recurrent diffusions
Journal of Differential Equations | 2000-04-27 | Paper |
Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
Journal of Mathematical Analysis and Applications | 2000-04-04 | Paper |
| scientific article; zbMATH DE number 1301945 (Why is no real title available?) | 2000-01-13 | Paper |
Singularly perturbed diffusisons: Rapid switchings and fast diffusions.
Journal of Optimization Theory and Applications | 1999-12-19 | Paper |
Rates of Convergence for a Class of Global Stochastic Optimization Algorithms
SIAM Journal on Optimization | 1999-11-24 | Paper |
Emprical distribution for linear system identification
Stochastic Analysis and Applications | 1999-06-01 | Paper |
Singularly perturbed multidimensional switching diffusions with fast and slow switchings
Journal of Mathematical Analysis and Applications | 1999-04-22 | Paper |
Structural properties of Markov chains with weak and strong interactions
Stochastic Processes and their Applications | 1999-01-14 | Paper |
| Asymptotically optimal controls of hybrid LQG problems: Summary of results. | 1999-01-01 | Paper |
| scientific article; zbMATH DE number 912591 (Why is no real title available?) | 1998-06-18 | Paper |
Controlled Markov chains with weak and strong interactions: Asymptotic optimality and applications to manufacturing
Journal of Optimization Theory and Applications | 1998-04-19 | Paper |
Markov chains with weak and strong interactions: Structural properties
Nonlinear Analysis: Theory, Methods & Applications | 1998-03-05 | Paper |
Control of dynamic systems under the influence of singularly perturbed Markov chains
Journal of Mathematical Analysis and Applications | 1998-02-09 | Paper |
| scientific article; zbMATH DE number 1113626 (Why is no real title available?) | 1998-02-05 | Paper |
Asymptotic Series for Singularly Perturbed Kolmogorov–Fokker–Planck Equations
SIAM Journal on Applied Mathematics | 1997-10-26 | Paper |
Constructing asymptotic series for probability distributions of Markov chains with weak and strong interactions
Quarterly of Applied Mathematics | 1997-09-02 | Paper |
Passive stochastic approximation with constant step size and window width
IEEE Transactions on Automatic Control | 1997-08-07 | Paper |
| scientific article; zbMATH DE number 1043533 (Why is no real title available?) | 1997-08-04 | Paper |
On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components
SIAM Journal on Applied Mathematics | 1997-06-10 | Paper |
| scientific article; zbMATH DE number 970146 (Why is no real title available?) | 1997-03-11 | Paper |
| scientific article; zbMATH DE number 970112 (Why is no real title available?) | 1997-03-11 | Paper |
| scientific article; zbMATH DE number 912605 (Why is no real title available?) | 1997-01-19 | Paper |
A central limit theorem for singularly perturbed nonstationary finite state Markov chains
The Annals of Applied Probability | 1997-01-14 | Paper |
Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains
SIAM Journal on Applied Mathematics | 1996-11-14 | Paper |
Convergence and error bounds for passive stochastic algorithms using vanishing step size
Journal of Mathematical Analysis and Applications | 1996-10-27 | Paper |
Turnpike sets in stochastic manufacturing systems with finite time horizon
Stochastics and Stochastic Reports | 1996-10-13 | Paper |
On characterization of a recursively defined process: necessary and sufficient conditions, sensitivity
Stochastics and Stochastic Reports | 1996-08-11 | Paper |
Robust production and maintenance planning in stochastic manufacturing systems
IEEE Transactions on Automatic Control | 1996-05-13 | Paper |
| scientific article; zbMATH DE number 794284 (Why is no real title available?) | 1996-01-29 | Paper |
| scientific article; zbMATH DE number 778107 (Why is no real title available?) | 1996-01-10 | Paper |
Asymptotically optimal rate of convergence of smoothed stochastic recursive algorithms
Stochastics and Stochastic Reports | 1995-11-20 | Paper |
Large sample behavior in Bayesian analysis of nonlinear regression models
Journal of Mathematical Analysis and Applications | 1995-08-15 | Paper |
Using stochastic optimization to determine threshold values for the control of unreliable manufacturing systems
Journal of Optimization Theory and Applications | 1995-05-30 | Paper |
| scientific article; zbMATH DE number 703433 (Why is no real title available?) | 1995-04-18 | Paper |
On a continuous time stochastic approximation problem
Acta Applicandae Mathematicae | 1994-07-07 | Paper |
Near optimality of stochastic control in systems with unknown parameter processes
Applied Mathematics and Optimization | 1994-05-05 | Paper |
On convergence of adaptive estimation procedures with time delays
Stochastic Analysis and Applications | 1994-04-21 | Paper |
| scientific article; zbMATH DE number 475520 (Why is no real title available?) | 1994-01-13 | Paper |
On convergence of adaptive estimation procedures with time delays
Stochastic Analysis and Applications | 1994-01-01 | Paper |
| scientific article; zbMATH DE number 440437 (Why is no real title available?) | 1993-12-09 | Paper |
| scientific article; zbMATH DE number 440564 (Why is no real title available?) | 1993-12-05 | Paper |
| scientific article; zbMATH DE number 433054 (Why is no real title available?) | 1993-11-11 | Paper |
Nearly optimal state feedback controls for delay differential equations with a small parameter
Journal of Mathematical Analysis and Applications | 1993-08-19 | Paper |
Joint robustness on noise and Lyapunov functions for parallel stochastic approximation algorithms
Journal of Mathematical Analysis and Applications | 1993-08-18 | Paper |
Weak convergence of term structure movements and the connection of prices and interest rates<sup>∗</sup>
Stochastic Analysis and Applications | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 125286 (Why is no real title available?) | 1993-02-21 | Paper |
| scientific article; zbMATH DE number 89067 (Why is no real title available?) | 1993-01-16 | Paper |
Almost sure convergence in distributed parameter identification algorithms under correlated noise
Applied Mathematics Letters | 1993-01-06 | Paper |
Averaging procedures in adaptive filtering: an efficient approach
IEEE Transactions on Automatic Control | 1992-09-27 | Paper |
On h–valued stochastic approximation: finite dimenstional projections
Stochastic Analysis and Applications | 1992-09-27 | Paper |
On extensions of Polyak's averaging approach to stochastic approximation
Stochastics and Stochastic Reports | 1992-06-27 | Paper |
A new algorithm for constrained adaptive array processing
International Journal of Adaptive Control and Signal Processing | 1992-06-25 | Paper |
On parameter estimation of the DMC models
Stochastic Analysis and Applications | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4205528 (Why is no real title available?) | 1991-01-01 | Paper |
A stopping rule for the Robbins-Monro method
Journal of Optimization Theory and Applications | 1990-01-01 | Paper |
On H-valued Robbins-Monro processes
Journal of Multivariate Analysis | 1990-01-01 | Paper |
A differential delay equation with wideband noise perturbations
Stochastic Processes and their Applications | 1990-01-01 | Paper |
| Almost sure convergence of stochastic approximation algorithms with non-additive noise | 1989-01-01 | Paper |
| Optimal quasi-convex combinations for stochastic approximation algorithms with parallel observers | 1989-01-01 | Paper |
Further comments on ‘Controllability of descriptor systems’
International Journal of Control | 1989-01-01 | Paper |
A stopping rule for least-squares identification
IEEE Transactions on Automatic Control | 1989-01-01 | Paper |
Asymptotic properties of an adaptive beam former algorithm
IEEE Transactions on Information Theory | 1989-01-01 | Paper |
On operator-valued mixingales<sup>∗</sup>
Stochastic Analysis and Applications | 1989-01-01 | Paper |
On robustness of the Robbins-Monro method for parallel processing
Systems & Control Letters | 1989-01-01 | Paper |
Adaptive filters with constraints and correlated non-stationary signals
Systems & Control Letters | 1988-01-01 | Paper |
A stopped stochastic approximation algorithm
Systems & Control Letters | 1988-01-01 | Paper |
Asymptotic Properties of Distributed and Communicating Stochastic Approximation Algorithms
SIAM Journal on Control and Optimization | 1987-01-01 | Paper |
Stochastic approximation algorithms for parallel and distributed processing
Stochastics | 1987-01-01 | Paper |
