| Publication | Date of Publication | Type |
|---|
| Encounters with Martingales in Stochastic Control | 2023-09-11 | Paper |
| Advances in noise modeling for stochastic systems in optimal control | 2022-09-19 | Paper |
| A stochastic calculus for Rosenblatt processes | 2022-06-20 | Paper |
| 3 Stochastic control systems with long-range dependent noise | 2022-06-17 | Paper |
| Bellman equations for scalar linear convex stochastic control problems | 2021-05-20 | Paper |
| A Simple Proof of Indefinite Linear-Quadratic Stochastic Optimal Control With Random Coefficients | 2021-03-12 | Paper |
| Theta functions and Brownian motion | 2021-02-04 | Paper |
| Berge equilibrium in linear-quadratic mean-field-type games | 2020-10-20 | Paper |
| Semiexplicit Solutions to Some Nonlinear Nonquadratic Mean-Field-Type Games: A Direct Method | 2020-10-07 | Paper |
| Linear–Quadratic Mean-Field-Type Games: Jump–Diffusion Process With Regime Switching | 2020-01-28 | Paper |
| Discrete-time linear-quadratic mean-field-type repeated games: perfect, incomplete, and imperfect information | 2020-01-20 | Paper |
| Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems | 2019-11-20 | Paper |
| Some linear-quadratic stochastic differential games driven by state dependent Gauss-Volterra processes | 2019-11-20 | Paper |
| Contributions of Stephen Shing-tuong Yau in non-linear filtering and control theory | 2019-10-22 | Paper |
| Risk-Sensitive Zero-Sum Differential Games | 2019-07-18 | Paper |
| Some partially observed multi-agent linear exponential quadratic stochastic differential games | 2019-01-18 | Paper |
| Semi-Explicit Solutions to some Non-Linear Non-Quadratic Mean-Field-Type Games: A Direct Method | 2018-12-17 | Paper |
| Solvable stochastic differential games in rank one compact symmetric spaces | 2018-12-10 | Paper |
| A direct approach to linear-quadratic stochastic control | 2018-11-09 | Paper |
| Linear-quadratic mean-field-type games: a direct method | 2018-07-10 | Paper |
| Linear-Exponential-Quadratic Gaussian Control | 2017-09-08 | Paper |
| Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise | 2017-09-08 | Paper |
| Mutual Information for Stochastic Signals and LÉvy Processes | 2017-07-27 | Paper |
| BIC Context Tree Estimation for Stationary Ergodic Processes | 2017-07-12 | Paper |
| Linear Exponential Quadratic Stochastic Differential Games | 2017-05-03 | Paper |
| Some solvable stochastic differential games in \(\mathrm{SU}(3)\) | 2016-09-16 | Paper |
| Stochastic volatility models with volatility driven by fractional Brownian motions | 2016-04-15 | Paper |
| Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions | 2016-03-09 | Paper |
| Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion | 2015-07-28 | Paper |
| Linear-Quadratic Stochastic Differential Games with General Noise Processes | 2014-06-20 | Paper |
| Linear-Quadratic Fractional Gaussian Control | 2014-04-11 | Paper |
| A direct method for solving stochastic control problems | 2013-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925755 | 2013-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4648886 | 2012-11-16 | Paper |
| Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions | 2012-05-30 | Paper |
| Corrigendum to ``Prediction for some processes related to a fractional Brownian motion | 2011-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3015753 | 2011-07-13 | Paper |
| Some topics in stochastic control | 2011-01-17 | Paper |
| Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion | 2009-11-27 | Paper |
| EXISTENCE OF STRONG SOLUTIONS AND UNIQUENESS IN LAW FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION | 2009-11-09 | Paper |
| Some topics in fractional Brownian motion | 2009-10-26 | Paper |
| Maximum Queue Length of a Fluid Model with an Aggregated Fractional Brownian Input | 2009-05-22 | Paper |
| Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion | 2009-03-09 | Paper |
| Mutual Information for Stochastic Signals and Fractional Brownian Motion | 2009-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5297386 | 2007-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5297391 | 2007-07-18 | Paper |
| Ergodic and adaptive control of hidden Markov models | 2006-10-27 | Paper |
| STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE | 2006-05-03 | Paper |
| Prediction for some processes related to a fractional Brownian motion | 2006-04-28 | Paper |
| Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise | 2005-09-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159195 | 2005-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3160499 | 2005-02-09 | Paper |
| Some aspects of fractional Brownian motion. | 2004-08-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4542146 | 2004-02-23 | Paper |
| Robust maximum principle for multi-model LQ-problem | 2003-09-09 | Paper |
| Average cost per unit time control of stochastic manufacturing systems: Revisited | 2003-07-16 | Paper |
| Robust stochastic maximum principle for multi-model worst case optimization | 2003-07-15 | Paper |
| Exact asymptotics for a queue with fractional Brownian input and applications in ATM networks | 2002-12-15 | Paper |
| Adaptive control of continuous time stochastic systems | 2002-08-18 | Paper |
| FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES | 2002-01-01 | Paper |
| Robust optimal control for minimax stochastic linear quadratic problem | 2002-01-01 | Paper |
| Some applications of fractional Brownian motion to linear systems | 2001-11-30 | Paper |
| Some approaches to ergodic and adaptive control of stochastic semilinear systems | 2001-10-30 | Paper |
| Adaptive control of discrete time Markov processes by the large deviations method | 2001-01-07 | Paper |
| Adaptive Control for Semilinear Stochastic Systems | 2000-10-18 | Paper |
| Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise | 2000-10-17 | Paper |
| Adaptive continuous-time linear quadratic Gaussian control | 2000-10-17 | Paper |
| A note on sampling and parameter estimation in linear stochastic systems | 2000-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4227214 | 2000-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225138 | 2000-04-13 | Paper |
| Stochastic Calculus for Fractional Brownian Motion I. Theory | 2000-03-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357552 | 1998-09-20 | Paper |
| Discretized Maximum Likelihood and Almost Optimal Adaptive Control of Ergodic Markov Models | 1998-05-10 | Paper |
| Ergodic Boundary/Point Control of Stochastic Semilinear Systems | 1998-05-10 | Paper |
| Adaptive control of a partially observed discrete time Markov process | 1998-04-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4856503 | 1997-02-25 | Paper |
| Numerical differentiation and parameter estimation in higher-order linear stochastic systems | 1997-02-04 | Paper |
| Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups | 1997-01-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4354038 | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871279 | 1996-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4862537 | 1996-07-17 | Paper |
| Stochastic Control Problems and Spherical Functions on Symmetric Spaces | 1996-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840540 | 1996-01-24 | Paper |
| Almost self-optimizing strategies for the adaptive control of diffusion processes | 1994-11-21 | Paper |
| On the ergodic and the adaptive control of stochastic differential delay systems | 1994-08-09 | Paper |
| Adaptive Boundary and Point Control of Linear Stochastic Distributed Parameter Systems | 1994-06-29 | Paper |
| On statistical sampling for system testing | 1994-05-10 | Paper |
| Control theory methods for consistency in some least squares identification problems | 1994-04-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4039206 | 1994-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3140594 | 1993-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139175 | 1993-11-11 | Paper |
| Uniform operator continuity of the stationary Riccati equation in Hilbert space | 1992-07-22 | Paper |
| Adaptive control of linear stochastic evolution systems | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3972274 | 1992-06-25 | Paper |
| Some solvable stochastic control problems in noncompact symmetric spaces of rank one | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5202949 | 1990-01-01 | Paper |
| Adaptive control of continuous-time linear stochastic systems | 1990-01-01 | Paper |
| Remarks on the moduli space of SU(2) monopoles and Toda flow | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3200960 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3474551 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4207861 | 1989-01-01 | Paper |
| Brownian motion and affine Lie algebras | 1989-01-01 | Paper |
| Adaptive control of three continuous time portfolio and consumption models | 1989-01-01 | Paper |
| Rate of convergence for an estimator in a portfolio and consumption model | 1989-01-01 | Paper |
| Adaptive control of a continuous time portfolio and consumption model | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4207855 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3826465 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3807111 | 1988-01-01 | Paper |
| Adaptive control of linear delay time systems* | 1988-01-01 | Paper |
| An estimation problem in compact Lie groups | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3807108 | 1988-01-01 | Paper |
| A solvable stochastic control problem in hyperbolic three space | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3777120 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3727836 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3703766 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3748162 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3721527 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4747320 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3965993 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3039217 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3942835 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3865090 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3048714 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3050248 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3907510 | 1979-01-01 | Paper |
| Stochastic systems in Riemannian manifolds | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3862140 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4174612 | 1978-01-01 | Paper |
| Estimation for jump processes in the tangent bundle of a Riemann manifold | 1978-01-01 | Paper |
| Dynamic programming optimality criteria for stochastic systems in Riemannian manifolds | 1977-01-01 | Paper |
| Some filtering results in Riemann manifolds | 1977-01-01 | Paper |
| Stochastic integrals in Riemann manifolds | 1976-01-01 | Paper |
| Frechet-valued martingales and stochastic integrals | 1975-01-01 | Paper |
| On the Solutions of a Stochastic Control System. II | 1975-01-01 | Paper |
| A note on some laws of the iterated logarithm | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4072573 | 1975-01-01 | Paper |
| Absolute continuity for abstract Wiener spaces | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4052015 | 1972-01-01 | Paper |
| Mutual information for stochastic differential equations | 1971-01-01 | Paper |
| On the Calculation of Mutual Information | 1970-01-01 | Paper |
| On the Absolute Continuity of Measures | 1970-01-01 | Paper |
| Evaluation of likelihood functions | 1968-01-01 | Paper |
