| Publication | Date of Publication | Type |
|---|
Ergodicity of filtering process by vanishing discount approach
Systems \& Control Letters | 2008-03-06 | Paper |
Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
SIAM Journal on Control and Optimization | 2008-02-25 | Paper |
Portfolio optimization in discontinuous markets under incomplete information
Asia-Pacific Financial Markets | 2007-11-27 | Paper |
On additive and multiplicative (controlled) Poisson equations
| 2007-01-08 | Paper |
Remarks on risk neutral and risk sensitive portfolio optimization
| 2006-10-23 | Paper |
scientific article; zbMATH DE number 2217289 (Why is no real title available?)
| 2006-04-26 | Paper |
Ergodicity of hidden Markov models
MCSS. Mathematics of Control, Signals, and Systems | 2005-11-18 | Paper |
scientific article; zbMATH DE number 1865424 (Why is no real title available?)
| 2003-02-06 | Paper |
Risk-sensitive control of an ergodic diffusion over an infinite horizon
Journal of Mathematical Sciences (New York) | 2002-06-16 | Paper |
Pathwise optimality in stochastic control
SIAM Journal on Control and Optimization | 2001-03-19 | Paper |
Infinite horizon risk sensitive control of discrete time Markov processes with small risk
Systems \& Control Letters | 2000-08-21 | Paper |
Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon
Stochastics and Stochastic Reports | 2000-08-21 | Paper |
Risk-Sensitive Control of Discrete-Time Markov Processes with Infinite Horizon
SIAM Journal on Control and Optimization | 2000-03-19 | Paper |
Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon
Annals of Operations Research | 1999-12-02 | Paper |
Bayesian adaptive control of discrete-time Markov processes with long-run average cost
Systems \& Control Letters | 1998-08-13 | Paper |
Bayesian ergodic adaptive control of diffusion processes
Stochastics and Stochastic Reports | 1998-08-09 | Paper |
Towards a general theory of bond markets
Finance and Stochastics | 1998-06-04 | Paper |
Minimal dimensional linear filters for discrete-time Markov processes with finite state space
IEEE Transactions on Automatic Control | 1998-05-12 | Paper |
A first order approximation forthe convergence of distributionsof the cox processes with
Stochastics and Stochastic Reports | 1997-02-04 | Paper |
A first order approximation forthe convergence of distributionsof the cox processes with
Stochastics and Stochastic Reports | 1996-12-12 | Paper |
scientific article; zbMATH DE number 796445 (Why is no real title available?)
| 1996-02-20 | Paper |
scientific article; zbMATH DE number 797367 (Why is no real title available?)
| 1996-02-18 | Paper |
scientific article; zbMATH DE number 753747 (Why is no real title available?)
| 1995-12-11 | Paper |
On adaptive control of a partially observed Markov chain
Applicationes Mathematicae | 1995-03-09 | Paper |
Backward representation for nonstationary Markov processes with finite state space
Systems \& Control Letters | 1994-09-20 | Paper |
scientific article; zbMATH DE number 205222 (Why is no real title available?)
| 1994-01-05 | Paper |
scientific article; zbMATH DE number 19126 (Why is no real title available?)
| 1992-06-26 | Paper |
Minimal dimension linear filters for stationary Markov processes with finite state space
Stochastics and Stochastic Reports | 1992-06-25 | Paper |
Adaptive control of a partially observable stochastic system
| 1991-01-01 | Paper |
scientific article; zbMATH DE number 4213821 (Why is no real title available?)
| 1990-01-01 | Paper |
scientific article; zbMATH DE number 4174799 (Why is no real title available?)
| 1990-01-01 | Paper |
scientific article; zbMATH DE number 4211952 (Why is no real title available?)
| 1990-01-01 | Paper |
scientific article; zbMATH DE number 4145818 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4106750 (Why is no real title available?)
| 1988-01-01 | Paper |
An Approach to Discrete-Time Stochastic Control Problems under Partial Observation
SIAM Journal on Control and Optimization | 1987-01-01 | Paper |
Design of an L.Q.G. controller for single point moored large tankers
Automatica | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3963694 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3963708 (Why is no real title available?)
| 1986-01-01 | Paper |
An approximation for the nonlinear filtering problem, with error bound†
Stochastics | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3845484 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3821588 (Why is no real title available?)
| 1983-01-01 | Paper |
Non-linear filtering with discontinuous observations and applications to life sciences
Bulletin of Mathematical Biology | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3871162 (Why is no real title available?)
| 1982-01-01 | Paper |
On measure transformations for combined filtering and parameter estimation in discrete time
Systems \& Control Letters | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3788496 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3792076 (Why is no real title available?)
| 1982-01-01 | Paper |
Continuous-time approximations for the nonlinear filtering problem
Applied Mathematics and Optimization | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3806789 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3779217 (Why is no real title available?)
| 1981-01-01 | Paper |
Second-order analysis of the output of a discrete-time Volterra system driven by white noise
IEEE Transactions on Information Theory | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3741277 (Why is no real title available?)
| 1980-01-01 | Paper |
Approximations for functionals and optimal control problems on jump diffusion processes
Journal of Mathematical Analysis and Applications | 1978-01-01 | Paper |
