| Publication | Date of Publication | Type |
|---|
Optimization of stock trading with additional information by limit order book
Automatica | 2021-04-20 | Paper |
Optimization in curbing risk contagion among financial institutes
Automatica | 2018-10-17 | Paper |
Nonlinear adaptive blind whitening for MIMO channels
IEEE Transactions on Signal Processing | 2017-09-20 | Paper |
Partially Observable Markov Decision Processes With Reward Information: Basic Ideas and Models
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
Potential-Based Online Policy Iteration Algorithms for Markov Decision Processes
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Dynamic mean-LPM and mean-CVaR portfolio optimization in continuous-time
SIAM Journal on Control and Optimization | 2017-05-24 | Paper |
Partial-Information State-Based Optimization of Partially Observable Markov Decision Processes and the Separation Principle
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Completion-of-squares: revisited and extended
Systems & Control Letters | 2011-11-02 | Paper |
Stochastic control via direct comparison
Discrete Event Dynamic Systems | 2011-03-30 | Paper |
The control of a two-level Markov decision process by time aggregation
Automatica | 2007-08-23 | Paper |
Optimal Control of Ergodic Continuous-Time Markov Chains with Average Sample-Path Rewards
SIAM Journal on Control and Optimization | 2005-09-15 | Paper |
Convergence of stochastic-approximation-based algorithms for blind channel identification
IEEE Transactions on Information Theory | 2005-05-11 | Paper |
Basic ideas for event-based optimization of Markov systems
Discrete Event Dynamic Systems | 2005-04-25 | Paper |
A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases
Automatica | 2005-01-31 | Paper |
Computing MDP cost function for high speed networks with sample-path and quantization
Communications in Information and Systems | 2004-05-18 | Paper |
| scientific article; zbMATH DE number 1944273 (Why is no real title available?) | 2003-07-01 | Paper |
A time aggregation approach to Markov decision processes
Automatica | 2002-09-05 | Paper |
Pole assignment for stochastic systems with unknown coefficients
Science in China. Series E | 2002-03-01 | Paper |
An algebraic principle for blind separation of white non-Gaussian sources
Signal Processing | 1999-06-21 | Paper |
Perturbation realization, potentials, and sensitivity analysis of Markov processes
IEEE Transactions on Automatic Control | 1998-06-29 | Paper |
Controllability is not necessary for adaptive pole placement control
IEEE Transactions on Automatic Control | 1997-12-03 | Paper |
A single sample path-based performance sensitivity formula for Markov chains
IEEE Transactions on Automatic Control | 1996-01-01 | Paper |
Realization factors and sensitivity analysis of queueing networks with state-dependent service rates
Advances in Applied Probability | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 3930847 (Why is no real title available?) | 1985-01-01 | Paper |
Infinitesimal and finite perturbation analysis for queueing networks
Automatica | 1983-01-01 | Paper |
