| Publication | Date of Publication | Type |
|---|
Encounters with Martingales in Stochastic Control
The Splendors and Miseries of Martingales | 2023-09-11 | Paper |
Advances in noise modeling for stochastic systems in optimal control
La Matematica | 2022-09-19 | Paper |
A stochastic calculus for Rosenblatt processes
Stochastic Processes and their Applications | 2022-06-20 | Paper |
Stochastic control systems with long-range dependent noise
Outliers in Control Engineering | 2022-06-17 | Paper |
Bellman equations for scalar linear convex stochastic control problems
Banach Center Publications | 2021-05-20 | Paper |
A Simple Proof of Indefinite Linear-Quadratic Stochastic Optimal Control With Random Coefficients
IEEE Transactions on Automatic Control | 2021-03-12 | Paper |
Theta functions and Brownian motion
Journal of Theoretical Probability | 2021-02-04 | Paper |
Berge equilibrium in linear-quadratic mean-field-type games
Journal of the Franklin Institute | 2020-10-20 | Paper |
Semiexplicit Solutions to Some Nonlinear Nonquadratic Mean-Field-Type Games: A Direct Method
IEEE Transactions on Automatic Control | 2020-10-07 | Paper |
Linear–Quadratic Mean-Field-Type Games: Jump–Diffusion Process With Regime Switching
IEEE Transactions on Automatic Control | 2020-01-28 | Paper |
Discrete-time linear-quadratic mean-field-type repeated games: perfect, incomplete, and imperfect information
Automatica | 2020-01-20 | Paper |
Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems
Applied Mathematics and Optimization | 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
ICCM Notices | 2019-10-22 | Paper |
Risk-Sensitive Zero-Sum Differential Games
IEEE Transactions on Automatic Control | 2019-07-18 | Paper |
Some partially observed multi-agent linear exponential quadratic stochastic differential games
Evolution Equations and Control Theory | 2019-01-18 | Paper |
Semi-Explicit Solutions to some Non-Linear Non-Quadratic Mean-Field-Type Games: A Direct Method
(available as arXiv preprint) | 2018-12-17 | Paper |
Solvable stochastic differential games in rank one compact symmetric spaces
International Journal of Control | 2018-12-10 | Paper |
A direct approach to linear-quadratic stochastic control
Opuscula Mathematica | 2018-11-09 | Paper |
Linear-quadratic mean-field-type games: a direct method
Games | 2018-07-10 | Paper |
Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
Linear-Exponential-Quadratic Gaussian Control
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
Mutual Information for Stochastic Signals and LÉvy Processes
IEEE Transactions on Information Theory | 2017-07-27 | Paper |
BIC Context Tree Estimation for Stationary Ergodic Processes
IEEE Transactions on Information Theory | 2017-07-12 | Paper |
Linear Exponential Quadratic Stochastic Differential Games
IEEE Transactions on Automatic Control | 2017-05-03 | Paper |
Some solvable stochastic differential games in \(\mathrm{SU}(3)\)
Communications in Information and Systems | 2016-09-16 | Paper |
Stochastic volatility models with volatility driven by fractional Brownian motions
Communications in Information and Systems | 2016-04-15 | Paper |
Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions
Discrete and Continuous Dynamical Systems | 2016-03-09 | Paper |
Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion
Banach Center Publications | 2015-07-28 | Paper |
Linear-quadratic stochastic differential games with general noise processes
International Series in Operations Research & Management Science | 2014-06-20 | Paper |
Linear-quadratic fractional Gaussian control
SIAM Journal on Control and Optimization | 2014-04-11 | Paper |
A direct method for solving stochastic control problems
Communications in Information and Systems | 2013-07-04 | Paper |
| Stochastic linear-quadratic control revisited | 2013-06-12 | Paper |
| scientific article; zbMATH DE number 6108121 (Why is no real title available?) | 2012-11-16 | Paper |
Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions
SIAM Journal on Control and Optimization | 2012-05-30 | Paper |
Corrigendum to ``Prediction for some processes related to a fractional Brownian motion
Statistics & Probability Letters | 2011-07-26 | Paper |
| Nonlinear filtering and fractional Brownian motion | 2011-07-13 | Paper |
Some topics in stochastic control
Discrete and Continuous Dynamical Systems. Series B | 2011-01-17 | Paper |
Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion
SIAM Journal on Mathematical Analysis | 2009-11-27 | Paper |
EXISTENCE OF STRONG SOLUTIONS AND UNIQUENESS IN LAW FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION
Stochastics and Dynamics | 2009-11-09 | Paper |
Some topics in fractional Brownian motion
Risk and Decision Analysis | 2009-10-26 | Paper |
Maximum Queue Length of a Fluid Model with an Aggregated Fractional Brownian Input
Institute of Mathematical Statistics Collections | 2009-05-22 | Paper |
Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion
International Journal of Adaptive Control and Signal Processing | 2009-03-09 | Paper |
Mutual Information for Stochastic Signals and Fractional Brownian Motion
IEEE Transactions on Information Theory | 2009-02-24 | Paper |
| Some bilinear stochastic equations with a fractional Brownian motion | 2007-07-18 | Paper |
| Linear stochastic equations in a Hilbert space with a fractional Brownian motion | 2007-07-18 | Paper |
Ergodic and adaptive control of hidden Markov models
Mathematical Methods of Operations Research | 2006-10-27 | Paper |
STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE
Stochastics and Dynamics | 2006-05-03 | Paper |
Prediction for some processes related to a fractional Brownian motion
Statistics & Probability Letters | 2006-04-28 | Paper |
Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
Stochastic Processes and their Applications | 2005-09-02 | Paper |
| scientific article; zbMATH DE number 2134055 (Why is no real title available?) | 2005-02-15 | Paper |
| scientific article; zbMATH DE number 2133108 (Why is no real title available?) | 2005-02-09 | Paper |
Some aspects of fractional Brownian motion.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2004-08-26 | Paper |
| scientific article; zbMATH DE number 1775015 (Why is no real title available?) | 2004-02-23 | Paper |
Robust maximum principle for multi-model LQ-problem
International Journal of Control | 2003-09-09 | Paper |
Average cost per unit time control of stochastic manufacturing systems: Revisited
Mathematical Methods of Operations Research | 2003-07-16 | Paper |
Robust stochastic maximum principle for multi-model worst case optimization
International Journal of Control | 2003-07-15 | Paper |
Exact asymptotics for a queue with fractional Brownian input and applications in ATM networks
Journal of Applied Probability | 2002-12-15 | Paper |
Adaptive control of continuous time stochastic systems
International Journal of Adaptive Control and Signal Processing | 2002-08-18 | Paper |
Robust optimal control for minimax stochastic linear quadratic problem
International Journal of Control | 2002-01-01 | Paper |
FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
Stochastics and Dynamics | 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
Applicationes Mathematicae | 2001-01-07 | Paper |
Adaptive Control for Semilinear Stochastic Systems
SIAM Journal on Control and Optimization | 2000-10-18 | Paper |
Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Adaptive continuous-time linear quadratic Gaussian control
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
A note on sampling and parameter estimation in linear stochastic systems
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
| scientific article; zbMATH DE number 1254178 (Why is no real title available?) | 2000-05-04 | Paper |
| scientific article; zbMATH DE number 1241688 (Why is no real title available?) | 2000-04-13 | Paper |
Stochastic Calculus for Fractional Brownian Motion I. Theory
SIAM Journal on Control and Optimization | 2000-03-19 | Paper |
| scientific article; zbMATH DE number 1066364 (Why is no real title available?) | 1998-09-20 | Paper |
Discretized Maximum Likelihood and Almost Optimal Adaptive Control of Ergodic Markov Models
SIAM Journal on Control and Optimization | 1998-05-10 | Paper |
Ergodic Boundary/Point Control of Stochastic Semilinear Systems
SIAM Journal on Control and Optimization | 1998-05-10 | Paper |
Adaptive control of a partially observed discrete time Markov process
Applied Mathematics and Optimization | 1998-04-20 | Paper |
| scientific article; zbMATH DE number 822353 (Why is no real title available?) | 1997-02-25 | Paper |
Numerical differentiation and parameter estimation in higher-order linear stochastic systems
IEEE Transactions on Automatic Control | 1997-02-04 | Paper |
Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups
Applied Mathematics and Optimization | 1997-01-12 | Paper |
| scientific article; zbMATH DE number 1060047 (Why is no real title available?) | 1997-01-01 | Paper |
| scientific article; zbMATH DE number 861638 (Why is no real title available?) | 1996-07-20 | Paper |
| scientific article; zbMATH DE number 843128 (Why is no real title available?) | 1996-07-17 | Paper |
| Stochastic Control Problems and Spherical Functions on Symmetric Spaces | 1996-06-23 | Paper |
| scientific article; zbMATH DE number 778092 (Why is no real title available?) | 1996-01-24 | Paper |
Almost self-optimizing strategies for the adaptive control of diffusion processes
Journal of Optimization Theory and Applications | 1994-11-21 | Paper |
On the ergodic and the adaptive control of stochastic differential delay systems
Journal of Optimization Theory and Applications | 1994-08-09 | Paper |
Adaptive Boundary and Point Control of Linear Stochastic Distributed Parameter Systems
SIAM Journal on Control and Optimization | 1994-06-29 | Paper |
On statistical sampling for system testing
IEEE Transactions on Automatic Control | 1994-05-10 | Paper |
Control theory methods for consistency in some least squares identification problems
IEEE Transactions on Automatic Control | 1994-04-19 | Paper |
| scientific article; zbMATH DE number 179176 (Why is no real title available?) | 1994-02-01 | Paper |
| scientific article; zbMATH DE number 179176 (Why is no real title available?) | 1994-02-01 | Paper |
| scientific article; zbMATH DE number 440434 (Why is no real title available?) | 1993-12-09 | Paper |
| scientific article; zbMATH DE number 433024 (Why is no real title available?) | 1993-11-11 | Paper |
Uniform operator continuity of the stationary Riccati equation in Hilbert space
Applied Mathematics and Optimization | 1992-07-22 | Paper |
Adaptive control of linear stochastic evolution systems
Stochastics and Stochastic Reports | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 15630 (Why is no real title available?) | 1992-06-25 | Paper |
Some solvable stochastic control problems in noncompact symmetric spaces of rank one
Stochastics and Stochastic Reports | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4197906 (Why is no real title available?) | 1990-01-01 | Paper |
Adaptive control of continuous-time linear stochastic systems
MCSS. Mathematics of Control, Signals, and Systems | 1990-01-01 | Paper |
Remarks on the moduli space of SU(2) monopoles and Toda flow
Letters in Mathematical Physics | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4176946 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4176946 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4141903 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4128760 (Why is no real title available?) | 1989-01-01 | Paper |
Brownian motion and affine Lie algebras
Journal of Functional Analysis | 1989-01-01 | Paper |
Adaptive control of three continuous time portfolio and consumption models
Journal of Optimization Theory and Applications | 1989-01-01 | Paper |
Rate of convergence for an estimator in a portfolio and consumption model
Journal of Optimization Theory and Applications | 1989-01-01 | Paper |
Adaptive control of a continuous time portfolio and consumption model
Journal of Optimization Theory and Applications | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4128753 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4101077 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4074956 (Why is no real title available?) | 1988-01-01 | Paper |
Adaptive control of linear delay time systems*
Stochastics | 1988-01-01 | Paper |
An estimation problem in compact Lie groups
Systems & Control Letters | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4074949 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4074949 (Why is no real title available?) | 1988-01-01 | Paper |
A solvable stochastic control problem in hyperbolic three space
Systems & Control Letters | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4038862 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3959252 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3928852 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3983036 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3951707 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3804579 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3788466 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3831820 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3760017 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3667536 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3643158 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3644928 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3717253 (Why is no real title available?) | 1979-01-01 | Paper |
Stochastic systems in Riemannian manifolds
Journal of Optimization Theory and Applications | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3664068 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3609559 (Why is no real title available?) | 1978-01-01 | Paper |
Estimation for jump processes in the tangent bundle of a Riemann manifold
Applied Mathematics and Optimization | 1978-01-01 | Paper |
Dynamic programming optimality criteria for stochastic systems in Riemannian manifolds
Applied Mathematics and Optimization | 1977-01-01 | Paper |
Some filtering results in Riemann manifolds
Information and Control | 1977-01-01 | Paper |
Stochastic integrals in Riemann manifolds
Journal of Multivariate Analysis | 1976-01-01 | Paper |
Frechet-valued martingales and stochastic integrals
Stochastics | 1975-01-01 | Paper |
On the Solutions of a Stochastic Control System. II
SIAM Journal on Control | 1975-01-01 | Paper |
A note on some laws of the iterated logarithm
Journal of Multivariate Analysis | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3490156 (Why is no real title available?) | 1975-01-01 | Paper |
Absolute continuity for abstract Wiener spaces
Pacific Journal of Mathematics | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3466964 (Why is no real title available?) | 1972-01-01 | Paper |
Mutual information for stochastic differential equations
Information and Control | 1971-01-01 | Paper |
On the Calculation of Mutual Information
SIAM Journal on Applied Mathematics | 1970-01-01 | Paper |
On the Absolute Continuity of Measures
Annals of Mathematical Statistics | 1970-01-01 | Paper |
Evaluation of likelihood functions
Information and Control | 1968-01-01 | Paper |
