| Publication | Date of Publication | Type |
|---|
Lagrangian index policy for restless bandits with average reward
Queueing Systems | 2026-03-30 | Paper |
An actor-critic algorithm with function approximation for risk sensitive cost Markov decision processes
IEEE Transactions on Automatic Control | 2026-03-17 | Paper |
Stochastic approximation and reinforcement learning: the interface and a little beyond
Statistical Science | 2026-02-10 | Paper |
A dynamic view of some anomalous phenomena in SGD for over-parametrized neural networks
Systems & Control Letters | 2025-12-15 | Paper |
Stochastic approximation with two time scales: the general case
Stochastic Processes and their Applications | 2025-10-29 | Paper |
Stochastic approximation in non-Markovian environments
Systems & Control Letters | 2025-10-29 | Paper |
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning
The Annals of Applied Probability | 2025-06-18 | Paper |
Some big issues with small noise limits in Markov decision processes
Systems & Control Letters | 2025-02-18 | Paper |
Controlled martingale problems and their Markov mimics
SIAM Journal on Control and Optimization | 2024-09-20 | Paper |
Reinforcement learning in non-Markovian environments
Systems & Control Letters | 2024-05-17 | Paper |
| Risk-sensitive control, single controller games and linear programming | 2023-10-26 | Paper |
Stochastic approximation. A dynamical systems viewpoint
Texts and Readings in Mathematics | 2023-09-04 | Paper |
In memoriam: Aristotle Arapostathis (1954--2021). Stochastic control and stability with applications
Systems & Control Letters | 2023-06-27 | Paper |
| Functional Central Limit Theorem for Two Timescale Stochastic Approximation | 2023-06-09 | Paper |
Elementary convexity with optimization
Texts and Readings in Mathematics | 2023-04-26 | Paper |
A selection procedure for extracting the unique Feller weak solution of degenerate diffusions
Applied Mathematics and Optimization | 2023-04-03 | Paper |
| Remarks on Differential Inclusion limits of Stochastic Approximation | 2023-03-08 | Paper |
Concentration of Contractive Stochastic Approximation and Reinforcement Learning
Stochastic Systems | 2023-01-23 | Paper |
A concentration bound for \(\operatorname{LSPE}( \lambda )\)
Systems & Control Letters | 2023-01-05 | Paper |
| Ergodic Risk-sensitive control -- A survey | 2022-12-31 | Paper |
Whittle indexability in egalitarian processor sharing systems
Annals of Operations Research | 2022-11-09 | Paper |
| A Concentration Bound for Distributed Stochastic Approximation | 2022-10-09 | Paper |
Online Reinforcement Learning of Optimal Threshold Policies for Markov Decision Processes
IEEE Transactions on Automatic Control | 2022-07-28 | Paper |
ERRATUM: LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The Nonergodic Case
SIAM Journal on Control and Optimization | 2022-05-03 | Paper |
Revisiting SIR in the age of COVID-19: explicit solutions and control problems
SIAM Journal on Control and Optimization | 2022-04-27 | Paper |
Whittle index based Q-learning for restless bandits with average reward
Automatica | 2022-03-18 | Paper |
Corrigendum to: ``A concentration bound for contractive stochastic approximation''
Systems & Control Letters | 2022-03-01 | Paper |
A selection procedure for extracting the unique Feller weak solution of degenerate diffusions
(available as arXiv preprint) | 2022-02-27 | Paper |
Prospect-theoretic Q-learning
Systems & Control Letters | 2021-11-10 | Paper |
A concentration bound for contractive stochastic approximation
Systems & Control Letters | 2021-11-10 | Paper |
Full gradient DQN reinforcement learning: a provably convergent scheme
Modern Trends in Controlled Stochastic Processes: | 2021-09-30 | Paper |
``Controlled'' versions of the Collatz-Wielandt and Donsker-Varadhan formulae
Infosys Science Foundation Series | 2021-08-31 | Paper |
Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions
Applied Mathematics and Optimization | 2021-07-15 | Paper |
A variational characterization of the optimal exit rate for controlled diffusions
Theory of Probability and Mathematical Statistics | 2021-05-27 | Paper |
On the relative value iteration with a risk-sensitive criterion
Banach Center Publications | 2021-05-20 | Paper |
Empirical Q-value iteration
Stochastic Systems | 2021-03-29 | Paper |
A variational characterization of the risk-sensitive average reward for controlled diffusions on \(\mathbb{R}^d\)
SIAM Journal on Control and Optimization | 2021-03-18 | Paper |
| Linear and dynamic programs for risk-sensitive cost minimization | 2021-03-14 | Paper |
A concentration bound for stochastic approximation via Alekseev's formula
Stochastic Systems | 2020-06-18 | Paper |
Metastability in stochastic replicator dynamics
Dynamic Games and Applications | 2019-12-18 | Paper |
Metastability in stochastic replicator dynamics
Dynamic Games and Applications | 2019-12-18 | Paper |
| Postponing collapse: ergodic control with a probabilistic constraint | 2019-11-20 | Paper |
Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents
MCSS. Mathematics of Control, Signals, and Systems | 2019-11-07 | Paper |
On the fastest finite Markov processes
Journal of Mathematical Analysis and Applications | 2019-10-04 | Paper |
LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case
SIAM Journal on Control and Optimization | 2019-08-30 | Paper |
Linear programming formulation of long-run average optimal control problem
Journal of Optimization Theory and Applications | 2019-06-07 | Paper |
Aerial monitoring of slow moving convoys using elliptical orbits
European Journal of Control | 2019-05-20 | Paper |
Opportunistic Scheduling as Restless Bandits
IEEE Transactions on Control of Network Systems | 2019-03-29 | Paper |
Whittle Index Policy for Crawling Ephemeral Content
IEEE Transactions on Control of Network Systems | 2018-12-19 | Paper |
Distributed stochastic approximation with local projections
SIAM Journal on Optimization | 2018-12-19 | Paper |
| Gradient estimation with simultaneous perturbation and compressive sensing | 2018-11-22 | Paper |
Gradient estimation with simultaneous perturbation and compressive sensing
(available as arXiv preprint) | 2018-11-22 | Paper |
| Mean field limits through local interactions | 2018-11-19 | Paper |
Reinforcement learning, sequential Monte Carlo and the EM algorithm
Sādhanā | 2018-10-31 | Paper |
| Distributed and asynchronous methods for semi-supervised learning | 2018-10-26 | Paper |
Controlled equilibrium selection in stochastically perturbed dynamics
The Annals of Probability | 2018-10-24 | Paper |
Controlled equilibrium selection in stochastically perturbed dynamics
The Annals of Probability | 2018-10-24 | Paper |
| Concentration bounds for two time scale stochastic approximation | 2018-06-28 | Paper |
Whittle Index for Partially Observed Binary Markov Decision Processes
IEEE Transactions on Automatic Control | 2018-06-27 | Paper |
Q-learning for Markov decision processes with a satisfiability criterion
Systems & Control Letters | 2018-05-16 | Paper |
| An ergodic Stackelberg team problem for controlled diffusions | 2018-05-09 | Paper |
Approachability in Stackelberg stochastic games with vector costs
Dynamic Games and Applications | 2018-04-03 | Paper |
A Distributed Boyle--Dykstra--Han Scheme
SIAM Journal on Optimization | 2017-09-07 | Paper |
Structural Properties of Optimal Transmission Policies Over a Randomly Varying Channel
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Distributed Reinforcement Learning via Gossip
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
Actor-critic algorithms with online feature adaptation
ACM Transactions on Modeling and Computer Simulation | 2017-06-30 | Paper |
Dynamic Cesaro-Wardrop equilibration in networks
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
A correction to ``A relative value iteration algorithm for nondegenerate controlled diffusions''
SIAM Journal on Control and Optimization | 2017-06-07 | Paper |
A variational formula for risk-sensitive reward
SIAM Journal on Control and Optimization | 2017-05-24 | Paper |
Risk-Constrained Markov Decision Processes
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Manufacturing Consent
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Risk-sensitive control and an abstract Collatz-Wielandt formula
Journal of Theoretical Probability | 2017-01-10 | Paper |
Event-driven stochastic approximation
Indian Journal of Pure & Applied Mathematics | 2016-12-13 | Paper |
Nonlinear gossip
SIAM Journal on Control and Optimization | 2016-06-23 | Paper |
Correction to: ``Transmission rate control over randomly varying channels''
Probability in the Engineering and Informational Sciences | 2016-05-23 | Paper |
Gaussian approximations in high dimensional estimation
Systems & Control Letters | 2016-05-20 | Paper |
| scientific article; zbMATH DE number 6520436 (Why is no real title available?) | 2015-12-11 | Paper |
Relative Value Iteration for Stochastic Differential Games
Annals of the International Society of Dynamic Games | 2014-10-31 | Paper |
A stochastic Kaczmarz algorithm for network tomography
Automatica | 2014-10-20 | Paper |
Convergence of the relative value iteration for the ergodic control problem of nondegenerate diffusions under near-monotone costs
SIAM Journal on Control and Optimization | 2014-07-30 | Paper |
Asymptotics of the Invariant Measure in Mean Field Models with Jumps
(available as arXiv preprint) | 2014-07-21 | Paper |
Stochastic approximation with long range dependent and heavy tailed noise
Queueing Systems | 2013-11-25 | Paper |
Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control
Automatica | 2013-08-28 | Paper |
Markov chains, Hamiltonian cycles and volumes of convex bodies
Journal of Global Optimization | 2013-04-08 | Paper |
A relative value iteration algorithm for nondegenerate controlled diffusions
SIAM Journal on Control and Optimization | 2012-11-29 | Paper |
Hamiltonian cycle problem and Markov chains.
International Series in Operations Research & Management Science | 2012-02-14 | Paper |
| Ergodic control of diffusion processes. | 2011-12-19 | Paper |
| scientific article; zbMATH DE number 5979097 (Why is no real title available?) | 2011-11-24 | Paper |
| scientific article; zbMATH DE number 5957388 (Why is no real title available?) | 2011-10-12 | Paper |
Optimal Distributed Uplink Channel Allocation: A Constrained MDP Formulation
Annals of the International Society of Dynamic Games | 2011-08-08 | Paper |
A learning algorithm for risk-sensitive cost
Mathematics of Operations Research | 2011-04-27 | Paper |
Uniform recurrence properties of controlled diffusions and applications to optimal control
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
ERRATUM: White-Noise Representations in Stochastic Realization Theory
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
On a controlled eigenvalue problem
Systems & Control Letters | 2011-01-12 | Paper |
Application of nonlinear filtering to credit risk
Operations Research Letters | 2010-12-23 | Paper |
Erratum to: Risk-sensitive control with near monotone cost
Applied Mathematics and Optimization | 2010-12-03 | Paper |
Singular perturbations in risk-sensitive stochastic control
SIAM Journal on Control and Optimization | 2010-12-03 | Paper |
Risk-sensitive control with near monotone cost
Applied Mathematics and Optimization | 2010-11-22 | Paper |
Erratum to: Risk-sensitive control with near monotone cost
Applied Mathematics and Optimization | 2010-11-22 | Paper |
On the Hamiltonicity gap and doubly stochastic matrices
Random Structures & Algorithms | 2010-11-09 | Paper |
A new Markov selection procedure for degenerate diffusions
Journal of Theoretical Probability | 2010-10-13 | Paper |
McKean-Vlasov limit in portfolio optimization
Stochastic Analysis and Applications | 2010-10-07 | Paper |
Quasi-stationary distributions as centrality measures for the giant strongly connected component of a reducible graph
Journal of Computational and Applied Mathematics | 2010-08-27 | Paper |
| Existence of optimal Markov solutions for ergodic control of Markov processes | 2010-08-13 | Paper |
| Variations on a theme by Neyman and Pearson | 2010-08-12 | Paper |
Controlled diffusion processes
Probability Surveys | 2010-06-29 | Paper |
Controlled diffusion processes
Probability Surveys | 2010-06-29 | Paper |
Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space
Automatica | 2010-06-17 | Paper |
Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view
Journal of Mathematical Analysis and Applications | 2009-11-06 | Paper |
A new learning algorithm for optimal stopping
Discrete Event Dynamic Systems | 2009-09-01 | Paper |
Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation
Operations Research | 2009-08-13 | Paper |
Stochastic Control with Imperfect Models
SIAM Journal on Control and Optimization | 2009-05-27 | Paper |
Stochastic approximation. A dynamical systems viewpoint.
Texts and Readings in Mathematics | 2009-04-20 | Paper |
Opportunistic Transmission over Randomly Varying Channels
Lecture Notes in Computer Science | 2009-03-26 | Paper |
Some Examples of Stochastic Approximation in Communications
Lecture Notes in Computer Science | 2009-03-17 | Paper |
Cooperative dynamics and Wardrop equilibria
Systems & Control Letters | 2009-03-02 | Paper |
A note on linear function approximation using random projections
Systems & Control Letters | 2009-01-27 | Paper |
| scientific article; zbMATH DE number 5348356 (Why is no real title available?) | 2008-09-29 | Paper |
Singular Perturbations in Ergodic Control of Diffusions
SIAM Journal on Control and Optimization | 2008-09-23 | Paper |
Averaging of singularly perturbed controlled stochastic differential equations
Applied Mathematics and Optimization | 2008-02-18 | Paper |
Dynamic Programming for Ergodic Control of Markov Chains under Partial Observations: A Correction
SIAM Journal on Control and Optimization | 2007-11-16 | Paper |
| Network pricing for QoS: a `regulation' approach | 2007-10-23 | Paper |
Common randomness and distributed control: A counterexample
Systems & Control Letters | 2007-08-23 | Paper |
On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation
SIAM Journal on Control and Optimization | 2007-03-20 | Paper |
| Ergodic control of diffusion processes | 2006-09-26 | Paper |
An actor-critic algorithm for constrained Markov decision processes
Systems & Control Letters | 2006-09-25 | Paper |
Stochastic approximation with `controlled Markov' noise
Systems & Control Letters | 2006-09-25 | Paper |
Multiscale Stochastic Approximation for Parametric Optimization of Hidden Markov Models
Probability in the Engineering and Informational Sciences | 2006-09-22 | Paper |
Avoidance of traps in stochastic approximation
Systems & Control Letters | 2006-09-21 | Paper |
Performance analysis conditioned on rare events: an adaptive simulation scheme
Communications in Information and Systems | 2006-03-16 | Paper |
Dynamic programming for ergodic control with partial observations.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
Mathematics of Operations Research | 2005-11-11 | Paper |
Q-Learning for Risk-Sensitive Control
Mathematics of Operations Research | 2005-11-11 | Paper |
On de Finetti coherence and Kolmogorov probability
Statistics & Probability Letters | 2005-09-29 | Paper |
A further remark on dynamic programming for partially observed Markov processes
Stochastic Processes and their Applications | 2005-08-05 | Paper |
TRANSMISSION RATE CONTROL OVER RANDOMLY VARYING CHANNELS
Probability in the Engineering and Informational Sciences | 2005-05-09 | Paper |
Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations
SIAM Journal on Control and Optimization | 2005-02-28 | Paper |
Charge-based control of DiffServ-like queues
Automatica | 2005-01-26 | Paper |
Markov control problems under communication constraints
Communications in Information and Systems | 2004-05-18 | Paper |
| scientific article; zbMATH DE number 2048369 (Why is no real title available?) | 2004-03-01 | Paper |
A learning algorithm for discrete-time stochastic control
Probability in the Engineering and Informational Sciences | 2004-02-02 | Paper |
Ergodic Control of Partially Degenerate Diffusions in a Compact Domain
Stochastics and Stochastic Reports | 2003-12-18 | Paper |
Mathematical programming embeddings of logic
Journal of Automated Reasoning | 2003-04-28 | Paper |
| Distributed asynchronous incremental subgradient methods | 2002-11-18 | Paper |
Convexity in stochastic control
Differential Equations and Dynamical Systems | 2002-10-17 | Paper |
| scientific article; zbMATH DE number 1786123 (Why is no real title available?) | 2002-08-21 | Paper |
Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost
Applicationes Mathematicae | 2002-08-14 | Paper |
On the Lock-in Probability of Stochastic Approximation
Combinatorics, Probability and Computing | 2002-06-27 | Paper |
Stochastic Approximation for Nonexpansive Maps: Application to <i>Q</i>-Learning Algorithms
SIAM Journal on Control and Optimization | 2002-06-23 | Paper |
A sensitivity formula for risk-sensitive cost and the actor-critic algorithm
Systems & Control Letters | 2002-03-03 | Paper |
Controlled Markov chains with constraints.
Sādhanā | 2002-02-18 | Paper |
Managing interprocessor delays in distributed recursive algorithms
Sādhanā | 2002-02-18 | Paper |
Stochastic approximation algorithms: overview and recent trends.
Sādhanā | 2002-02-18 | Paper |
The actor-critic algorithm as multi-time-scale stochastic approximation.
Sādhanā | 2002-02-18 | Paper |
REINFORCEMENT LEARNING IN MARKOVIAN EVOLUTIONARY GAMES
Advances in Complex Systems | 2002-01-01 | Paper |
Learning algorithms for Markov decision processes with average cost
SIAM Journal on Control and Optimization | 2001-10-29 | Paper |
| Uniform stability of controlled Markov processes | 2001-07-12 | Paper |
Optimal sequential vector quantization of Markov sources
SIAM Journal on Control and Optimization | 2001-06-21 | Paper |
The value function in ergodic control of diffusion processes with partial observations II
Applicationes Mathematicae | 2001-01-07 | Paper |
Recursive self-tuning control of finite Markov chains
Applicationes Mathematicae | 2001-01-03 | Paper |
A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization
Probability in the Engineering and Informational Sciences | 2000-12-12 | Paper |
Stability of annealing schemes and related processes
Systems & Control Letters | 2000-12-12 | Paper |
A strong approximation theorem for stochastic recursive algorithms
Journal of Optimization Theory and Applications | 2000-11-28 | Paper |
The value function in ergodic control of diffusion processes with partial observations
Stochastics and Stochastic Reports | 2000-11-13 | Paper |
Sample complexity for Markov chain self-tuner
Systems & Control Letters | 2000-10-26 | Paper |
Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations
SIAM Journal on Control and Optimization | 2000-10-18 | Paper |
An analog scheme for fixed-point computation-Part II: Applications
IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications | 2000-09-26 | Paper |
Actor-Critic--Type Learning Algorithms for Markov Decision Processes
SIAM Journal on Control and Optimization | 2000-03-19 | Paper |
The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
SIAM Journal on Control and Optimization | 2000-03-19 | Paper |
Evolutionary games with two timescales
Physica D | 1999-12-06 | Paper |
| scientific article; zbMATH DE number 744076 (Why is no real title available?) | 1999-11-08 | Paper |
| scientific article; zbMATH DE number 1290305 (Why is no real title available?) | 1999-05-24 | Paper |
Optimal control of semilinear stochastic evolution equations
Nonlinear Analysis: Theory, Methods & Applications | 1999-04-28 | Paper |
Ergodic control of partially observed Markov chains
Systems & Control Letters | 1999-01-12 | Paper |
Stochastic approximation with two time scales
Systems & Control Letters | 1998-07-23 | Paper |
A unified framework for hybrid control: model and optimal control theory
IEEE Transactions on Automatic Control | 1998-06-11 | Paper |
Asynchronous Stochastic Approximations
SIAM Journal on Control and Optimization | 1998-05-10 | Paper |
Occupation measures for controlled Markov processes: Characterization and optimality
The Annals of Probability | 1997-06-03 | Paper |
Ergodic control of degenerate diffusions
Stochastic Analysis and Applications | 1997-04-16 | Paper |
Distributed computation of fixed points of \(\infty\)-nonexpansive maps
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 1997-01-19 | Paper |
Errata corrige to: Stochastic differential games: Occupation measure based approach
Journal of Optimization Theory and Applications | 1996-09-16 | Paper |
Stochastic processes that generate polygonal and related random fields
IEEE Transactions on Information Theory | 1996-07-28 | Paper |
| scientific article; zbMATH DE number 889551 (Why is no real title available?) | 1996-07-18 | Paper |
A Convex Analytic Framework for Ergodic Control of Semi-Markov Processes
Mathematics of Operations Research | 1996-07-15 | Paper |
On ergodic control of degenerate diffusions
Journal of Optimization Theory and Applications | 1996-04-01 | Paper |
On Extremal Solutions of Controlled Nonlinear Filtering Equations
SIAM Journal on Control and Optimization | 1996-01-10 | Paper |
| scientific article; zbMATH DE number 825585 (Why is no real title available?) | 1995-12-12 | Paper |
On infinitesimal -fields generated by random processes
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 1994-10-10 | Paper |
White-Noise Representations in Stochastic Realization Theory
SIAM Journal on Control and Optimization | 1994-05-24 | Paper |
Stochastic differential games: Occupation measure based approach
Journal of Optimization Theory and Applications | 1994-04-27 | Paper |
Denumerable state stochastic games with limiting average payoff
Journal of Optimization Theory and Applications | 1994-04-27 | Paper |
On the Milito-Cruz adaptive control scheme for Markov chains
Journal of Optimization Theory and Applications | 1994-04-27 | Paper |
Ergodic Control of Markov Chains with Constraints—the General Case
SIAM Journal on Control and Optimization | 1994-03-27 | Paper |
| scientific article; zbMATH DE number 509216 (Why is no real title available?) | 1994-02-24 | Paper |
| scientific article; zbMATH DE number 409876 (Why is no real title available?) | 1993-09-13 | Paper |
Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
SIAM Journal on Control and Optimization | 1993-09-13 | Paper |
Controlled diffusions with constraints. II
Journal of Mathematical Analysis and Applications | 1993-09-05 | Paper |
On extremal solutions to stochastic control problems. II
Applied Mathematics and Optimization | 1993-08-23 | Paper |
Correction to: Ergodic and adaptive control of nearest-neighbor motions
MCSS. Mathematics of Control, Signals, and Systems | 1993-01-16 | Paper |
Pathwise recurrence orders and simulated annealing
Journal of Applied Probability | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 49674 (Why is no real title available?) | 1992-09-17 | Paper |
| scientific article; zbMATH DE number 42423 (Why is no real title available?) | 1992-09-17 | Paper |
On extremal solutions to stochastic control problems
Applied Mathematics and Optimization | 1992-06-27 | Paper |
Controlled diffusions with constraints
Journal of Mathematical Analysis and Applications | 1992-06-25 | Paper |
Ergodic and adaptive control of nearest-neighbor motions
MCSS. Mathematics of Control, Signals, and Systems | 1992-06-25 | Paper |
Errata: ''The probabilistic structure of controlled diffusion processes''
Acta Applicandae Mathematicae | 1992-06-25 | Paper |
A remark on control of partially observed Markov chains
Annals of Operations Research | 1991-01-01 | Paper |
Self-tuning control of diffusions without the identifiability condition
Journal of Optimization Theory and Applications | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4170816 (Why is no real title available?) | 1990-01-01 | Paper |
Ergodic control of multidimensional diffusions. II: Adaptive control
Applied Mathematics and Optimization | 1990-01-01 | Paper |
The Kumar-Becker-Lin scheme revisited
Journal of Optimization Theory and Applications | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4102265 (Why is no real title available?) | 1989-01-01 | Paper |
A topology for Markov controls
Applied Mathematics and Optimization | 1989-01-01 | Paper |
Mimicking finite dimensional marginals of a controlled diffusion by simpler controls
Stochastic Processes and their Applications | 1989-01-01 | Paper |
Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations
SIAM Journal on Control and Optimization | 1989-01-01 | Paper |
``Minimum toll'' control of diffusions
Systems & Control Letters | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4085565 (Why is no real title available?) | 1988-01-01 | Paper |
Stochastic quantization of field theory in finite and infinite volume
Journal of Functional Analysis | 1988-01-01 | Paper |
A convex analytic approach to Markov decision processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1988-01-01 | Paper |
The probabilistic structure of controlled diffusion processes
Acta Applicandae Mathematicae | 1988-01-01 | Paper |
Controlled diffusions with boundary-crossing costs
Applied Mathematics and Optimization | 1988-01-01 | Paper |
Ergodic Control of Multidimensional Diffusions I: The Existence Results
SIAM Journal on Control and Optimization | 1988-01-01 | Paper |
A comparison principle for certain convex functionals of a diffusion process without drift
Stochastic Processes and their Applications | 1987-01-01 | Paper |
Control of a partially observed diffusion up to an exit time
Systems & Control Letters | 1987-01-01 | Paper |
Corrections to ``Ergodic control problem for one-dimensional diffusions with near-monotone cost''
Systems & Control Letters | 1986-01-01 | Paper |
The nisio semigroup for controlled diffusions with partial observations
Stochastics | 1986-01-01 | Paper |
A remark on the attainable distributions of controlled diffusions
Stochastics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4078506 (Why is no real title available?) | 1985-01-01 | Paper |
Ergodic control problem for one-dimensional diffusions with near-monotone cost
Systems & Control Letters | 1984-01-01 | Paper |
A note on controlled diffusions on line with time-averaged cost
Systems & Control Letters | 1984-01-01 | Paper |
Evolution of interacting particles in a brownian medium
Stochastics | 1984-01-01 | Paper |
Parameter identification in infinte dimensional linear systems
Stochastics | 1984-01-01 | Paper |
On Minimum Cost Per Unit Time Control of Markov Chains
SIAM Journal on Control and Optimization | 1984-01-01 | Paper |
Existence of optimal controls for partially observed diffusions
Stochastics | 1983-01-01 | Paper |
Asymptotic agreement in distributed estimation
IEEE Transactions on Automatic Control | 1982-01-01 | Paper |
Pathwise smoothing of Markov processes with noisy observations
Journal of Mathematical Analysis and Applications | 1982-01-01 | Paper |
Identification and Adaptive Control of Markov Chains
SIAM Journal on Control and Optimization | 1982-01-01 | Paper |
Parameter estimation in continuous-time stochastic processes
Stochastics | 1982-01-01 | Paper |
Parameter estimation in stochastic systems: some recent results and applications
Systems & Control Letters | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3805400 (Why is no real title available?) | 1981-01-01 | Paper |
Finite chain approximation for a continuous stochastic control problem
IEEE Transactions on Automatic Control | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3634127 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3634131 (Why is no real title available?) | 1979-01-01 | Paper |
Adaptive control of Markov chains, I: Finite parameter set
IEEE Transactions on Automatic Control | 1979-01-01 | Paper |
