| Publication | Date of Publication | Type |
|---|
Classification of stochastic systems: deep learning and hypothesis testing
IEEE Transactions on Automatic Control | 2026-03-17 | Paper |
Estimation of jump points in high-dimensional diffusion modulated by a hidden Markov chain
Mathematical Methods of Statistics | 2026-01-26 | Paper |
Approximation of optimal ergodic dividend strategies using controlled Markov chains
IET Control Theory & Applications | 2025-11-04 | Paper |
A hybrid deep reinforcement learning method for insurance portfolio management
Journal of Optimization Theory and Applications | 2025-10-29 | Paper |
Asymptotic optimality of a class of controlled non-Markov processes
Applicable Analysis | 2025-10-10 | Paper |
Impulsive stochastic functional differential equations with Markovian switching: study of exponential stability from a numerical solution point of view
IMA Journal of Mathematical Control and Information | 2025-10-10 | Paper |
Optimal harvesting strategies for stochastic ecosystems
IET Control Theory & Applications | 2025-10-08 | Paper |
Stochastic partial differential equation SIS epidemic models: modeling and analysis
Communications on Stochastic Analysis | 2025-09-25 | Paper |
A hybrid deep learning method for finite-horizon mean-field game problems
Automatica | 2025-08-05 | Paper |
Large deviation estimates for nonlinear filtering with discontinuity and small noise
Stochastic Processes and their Applications | 2025-06-30 | Paper |
Hybrid switching diffusions. Properties and applications
Probability Theory and Stochastic Modelling | 2025-06-13 | Paper |
Two-time-scale stochastic functional differential equations: inclusion of infinite delay and coupled segment processes
Journal of Differential Equations | 2025-05-02 | Paper |
Closed-loop equilibria for mean-field games in randomly switching environments with general discounting costs
SIAM Journal on Control and Optimization | 2025-04-03 | Paper |
A class of numerical algorithms for stochastic differential equations with randomly varying truncations
Discrete and Continuous Dynamical Systems. Series S | 2025-02-25 | Paper |
A class of long-run average control problems of Lotka-Voltera systems in a stochastic environment
Mathematical Control and Related Fields | 2025-02-14 | Paper |
Forgetting-factor regrets for online convex optimization
IEEE Transactions on Automatic Control | 2025-01-21 | Paper |
Second-order fast-slow stochastic systems
SIAM Journal on Mathematical Analysis | 2024-09-05 | Paper |
Almost-sure robust stabilization of randomly switched linear systems with uncontrollable subsystems
IEEE Transactions on Automatic Control | 2024-08-16 | Paper |
Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems
Nonlinear Analysis. Hybrid Systems | 2024-07-30 | Paper |
Stability of stochastic functional differential equations with past-dependent random switching involving countably infinite states
IEEE Transactions on Automatic Control | 2024-07-21 | Paper |
| A constrained stochastic control problem with application to an illiquid stock position build-up | 2024-07-05 | Paper |
| Study of certain stochastic predator-prey models | 2024-07-03 | Paper |
Analyzing a class of stochastic SIRS models under imperfect vaccination
Journal of the Franklin Institute | 2024-03-12 | Paper |
Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games
Applied Mathematics and Optimization | 2024-02-08 | Paper |
Joint Estimation of Continuous and Discrete States in Randomly Switched Linear Systems With Unobservable Subsystems
IEEE Transactions on Automatic Control | 2024-01-25 | Paper |
Limit theorems of additive functionals for regime-switching diffusions with infinite delay
Stochastic Processes and their Applications | 2024-01-09 | Paper |
Sequences of random matrices modulated by a discrete-time Markov chain*
Stochastic Models | 2023-11-23 | Paper |
| A hybrid deep learning method for finite-horizon mean-field game problems | 2023-10-29 | Paper |
On Detectability of a Class of Hybrid Systems
IEEE Transactions on Automatic Control | 2023-10-09 | Paper |
Deep Filtering With Adaptive Learning Rates
IEEE Transactions on Automatic Control | 2023-10-02 | Paper |
Adaptive Regulation of Block-Oriented Nonlinear Systems Using Binary Sensors With Applications to Automotive Engine Control
IEEE Transactions on Automatic Control | 2023-09-28 | Paper |
Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching
Nonlinear Analysis. Hybrid Systems | 2023-09-21 | Paper |
Stochastic Observability and Convergent Analog State Estimation of Randomly Switched Linear Systems With Unobservable Subsystems
IEEE Transactions on Automatic Control | 2023-09-06 | Paper |
Mean-square convergent continuous state estimation of randomly switched linear systems with unobservable subsystems and stochastic output noises
Automatica | 2023-08-28 | Paper |
Distributed optimal frequency control under communication packet loss in multi-agent electric energy systems
Automatica | 2023-07-24 | Paper |
Hybrid stochastic epidemic SIR models with hidden states
Nonlinear Analysis. Hybrid Systems | 2023-07-18 | Paper |
Exponential stability of stochastic functional differential equations with impulsive perturbations and Markovian switching
Systems & Control Letters | 2023-06-26 | Paper |
Stochastic approximation with discontinuous dynamics, differential inclusions, and applications
The Annals of Applied Probability | 2023-06-05 | Paper |
Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables
IMA Journal of Numerical Analysis | 2023-04-12 | Paper |
Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching
Journal of Mathematical Physics | 2023-03-29 | Paper |
Stability in distribution and stabilization of switching jump diffusions
ESAIM: Control, Optimisation and Calculus of Variations | 2022-12-08 | Paper |
Harvesting of a stochastic population under a mixed regular-singular control formulation
Journal of Optimization Theory and Applications | 2022-11-17 | Paper |
| Stochastic consensus control of multi-agent systems under general noises and delays | 2022-11-16 | Paper |
Correction to: Stochastic Analysis, Filtering, and Stochastic Optimization
Stochastic Analysis, Filtering, and Stochastic Optimization | 2022-11-15 | Paper |
| Numerical solutions of stochastic control problems: Markov chain approximation methods | 2022-08-19 | Paper |
Stochastic Kolmogorov systems driven by wideband noises
Physica A | 2022-08-08 | Paper |
Multikernel Passive Stochastic Gradient Algorithms and Transfer Learning
IEEE Transactions on Automatic Control | 2022-07-28 | Paper |
Solving a Class of Mean-Field LQG Problems
IEEE Transactions on Automatic Control | 2022-07-21 | Paper |
On an ergodic two-sided singular control problem
Applied Mathematics and Optimization | 2022-07-18 | Paper |
Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay
Proceedings of the American Mathematical Society | 2022-07-08 | Paper |
Filtering with degenerate observation noise: a stochastic approximation approach
Automatica | 2022-07-05 | Paper |
A class of generalized Ginzburg-Landau equations with random switching
Physica A | 2022-06-29 | Paper |
A survey of numerical solutions for stochastic control problems: some recent progress
Numerical Algebra, Control and Optimization | 2022-06-09 | Paper |
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
Stochastic Processes and their Applications | 2022-05-16 | Paper |
Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps
Statistical Inference for Stochastic Processes | 2022-05-16 | Paper |
Fast-slow-coupled stochastic functional differential equations
Journal of Differential Equations | 2022-04-11 | Paper |
Stochastic Adaptive Optimization With Dithers
IEEE Transactions on Automatic Control | 2022-02-24 | Paper |
Adaptive step size selection in distributed optimization with observation noise and unknown stochastic target variation
Automatica | 2021-12-14 | Paper |
Optimal control and numerical methods for hybrid stochastic SIS models
Nonlinear Analysis. Hybrid Systems | 2021-11-19 | Paper |
Stochastic functional Kolmogorov equations. I: Persistence
Stochastic Processes and their Applications | 2021-11-03 | Paper |
A general stochastic maximum principle for mean-field controls with regime switching
Applied Mathematics and Optimization | 2021-10-19 | Paper |
Large deviation principles for Langevin equations in random environment and applications
Journal of Mathematical Physics | 2021-09-06 | Paper |
Stochastic functional Kolmogorov equations. II: Extinction
Journal of Differential Equations | 2021-08-06 | Paper |
Deep filtering
Communications in Information and Systems | 2021-08-06 | Paper |
Dynamical systems under random perturbations with fast switching and slow diffusion: hyperbolic equilibria and stable limit cycles
Journal of Differential Equations | 2021-08-06 | Paper |
A General Framework for Nonparametric Identification of Nonlinear Stochastic Systems
IEEE Transactions on Automatic Control | 2021-07-26 | Paper |
Delay Tolerance for Stable Stochastic Systems and Extensions
IEEE Transactions on Automatic Control | 2021-07-26 | Paper |
scientific article; zbMATH DE number 7370638 (Why is no real title available?)
(available as arXiv preprint) | 2021-07-09 | Paper |
| scientific article; zbMATH DE number 7370638 (Why is no real title available?) | 2021-07-09 | Paper |
Controlled Markov chains with non-exponential discounting and distribution-dependent costs
ESAIM: Control, Optimisation and Calculus of Variations | 2021-07-07 | Paper |
Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems
Banach Center Publications | 2021-05-20 | Paper |
Stability of stochastic functional differential equations with random switching and applications
Automatica | 2021-04-20 | Paper |
Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in \(p\)th moment and stability
IMA Journal of Numerical Analysis | 2021-03-16 | Paper |
Stochastic Lotka-Volterra competitive reaction-diffusion systems perturbed by space-time white noise: modeling and analysis
Journal of Differential Equations | 2021-03-11 | Paper |
Approximation of a class of functional differential equations with wideband noise perturbations
Journal of Mathematical Analysis and Applications | 2021-03-01 | Paper |
| scientific article; zbMATH DE number 7307039 (Why is no real title available?) | 2021-02-06 | Paper |
A class of Langevin equations with Markov switching involving strong damping and fast switching
Journal of Mathematical Physics | 2020-11-25 | Paper |
A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems
ESAIM: Control, Optimisation and Calculus of Variations | 2020-10-16 | Paper |
Dual Averaging Push for Distributed Convex Optimization Over Time-Varying Directed Graph
IEEE Transactions on Automatic Control | 2020-10-07 | Paper |
Sparse system identification for stochastic systems with general observation sequences
Automatica | 2020-10-05 | Paper |
Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model
Journal of Applied Probability | 2020-07-22 | Paper |
Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula
Potential Analysis | 2020-07-02 | Paper |
General nonlinear stochastic systems motivated by chemostat models: complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment
Stochastic Processes and their Applications | 2020-06-09 | Paper |
Distributed continuous-time algorithm for nonsmooth optimal consensus without sharing local decision variables
Journal of the Franklin Institute | 2020-05-19 | Paper |
Asymptotic properties of multi-species Lotka-Volterra models with regime switching involving weak and strong interactions
Journal of Nonlinear Science | 2020-04-17 | Paper |
Sustainable harvesting policies under long-run average criteria: near optimality
Applied Mathematics and Optimization | 2020-04-14 | Paper |
An averaging principle for two-time-scale stochastic functional differential equations
Journal of Differential Equations | 2020-04-08 | Paper |
Long-term analysis of a stochastic SIRS model with general incidence rates
SIAM Journal on Applied Mathematics | 2020-04-01 | Paper |
Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate
Journal of Computational and Applied Mathematics | 2020-03-23 | Paper |
Fractional differential equation approach for convex optimization with convergence rate analysis
Optimization Letters | 2020-02-27 | Paper |
Distributed Smooth Convex Optimization With Coupled Constraints
IEEE Transactions on Automatic Control | 2020-01-28 | Paper |
On laws of large numbers for systems with mean-field interactions and Markovian switching
Stochastic Processes and their Applications | 2020-01-24 | Paper |
Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity
Automatica | 2019-12-19 | Paper |
Stochastic partial differential equation models for spatially dependent predator-prey equations
Discrete and Continuous Dynamical Systems. Series B | 2019-12-05 | Paper |
Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties
(available as arXiv preprint) | 2019-11-20 | Paper |
Recurrence and ergodicity for A class of regime-switching jump diffusions
Applied Mathematics and Optimization | 2019-11-20 | Paper |
Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models
Nonlinear Analysis. Hybrid Systems | 2019-10-15 | Paper |
Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains
Systems & Control Letters | 2019-10-14 | Paper |
Solving A Class of Mean-Field LQG Problems
(available as arXiv preprint) | 2019-10-11 | Paper |
| Time-Inconsistent Problems for Controlled Markov Chains with Distribution-Dependent Costs: Equilibrium Solutions | 2019-09-25 | Paper |
| Single-cell stochastic gene expression kinetics with coupled positive-plus-negative feedback | 2019-08-30 | Paper |
Pollution control for switching diffusion models: approximation methods and numerical results
Discrete and Continuous Dynamical Systems. Series B | 2019-08-28 | Paper |
Asymptotic behavior of gene expression with complete memory and two-time scales based on the chemical Langevin equations
Discrete and Continuous Dynamical Systems. Series B | 2019-08-28 | Paper |
Harvesting of interacting stochastic populations
Journal of Mathematical Biology | 2019-07-25 | Paper |
Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model
Journal of Industrial and Management Optimization | 2019-07-23 | Paper |
Recurrence for switching diffusion with past dependent switching and countable state space
Mathematical Control and Related Fields | 2019-07-03 | Paper |
Network robustness depth and topology management of networked dynamic systems
Journal of Systems Science and Complexity | 2019-05-23 | Paper |
Hybrid competitive Lotka–Volterra ecosystems: countable switching states and two-time-scale models
Stochastic Analysis and Applications | 2019-05-15 | Paper |
Properties of switching jump diffusions: maximum principles and Harnack inequalities
Bernoulli | 2019-04-30 | Paper |
Properties of switching jump diffusions: maximum principles and Harnack inequalities
Bernoulli | 2019-04-30 | Paper |
Distributed quasi-monotone subgradient algorithm for nonsmooth convex optimization over directed graphs
Automatica | 2019-04-24 | Paper |
Tamed-Euler method for hybrid stochastic differential equations with Markovian switching
Nonlinear Analysis. Hybrid Systems | 2019-03-06 | Paper |
| Dynamical systems with fast switching and slow diffusion: Hyperbolic equilibria and stable limit cycles | 2019-02-05 | Paper |
Stability of regime-switching diffusion systems with discrete states belonging to a countable set
SIAM Journal on Control and Optimization | 2018-10-29 | Paper |
Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
Stochastics and Dynamics | 2018-08-29 | Paper |
Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations
Advances in Difference Equations | 2018-07-17 | Paper |
Decentralized Adaptive Filtering Algorithms for Sensor Activation in an Unattended Ground Sensor Network
IEEE Transactions on Signal Processing | 2018-06-27 | Paper |
Critical Connectivity and Fastest Convergence Rates of Distributed Consensus With Switching Topologies and Additive Noises
IEEE Transactions on Automatic Control | 2018-06-27 | Paper |
Stochastic Consentability of Linear Systems With Time Delays and Multiplicative Noises
IEEE Transactions on Automatic Control | 2018-06-27 | Paper |
Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications
Automatica | 2018-06-14 | Paper |
Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space
Potential Analysis | 2018-05-23 | Paper |
Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods
Applied Mathematics and Optimization | 2018-02-13 | Paper |
Stochastic population growth in spatially heterogeneous environments: the density-dependent case
Journal of Mathematical Biology | 2018-02-12 | Paper |
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations
Stochastic Analysis and Applications | 2018-01-25 | Paper |
Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
Nonlinear Analysis. Hybrid Systems | 2018-01-19 | Paper |
Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems
Automatica | 2018-01-12 | Paper |
Infinite-Horizon Optimal Control Problems for Hybrid Switching Diffusions
Systems & Control: Foundations & Applications | 2017-11-22 | Paper |
Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications
Nonlinear Analysis. Hybrid Systems | 2017-11-16 | Paper |
Book review of: P.R. Kumar and P. Varaiya, Stochastic systems: estimation, identification, and adaptive control
Automatica | 2017-10-11 | Paper |
| Long-Run Average Sustainable Harvesting Policies: Near Optimality | 2017-10-08 | Paper |
Recursive Identification of Hammerstein Systems: Convergence Rate and Asymptotic Normality
IEEE Transactions on Automatic Control | 2017-09-21 | Paper |
Continuous-time tracking algorithms involving two-time-scale Markov chains
IEEE Transactions on Signal Processing | 2017-09-20 | Paper |
Certain properties related to well posedness of switching diffusions
Stochastic Processes and their Applications | 2017-09-11 | Paper |
Distributed Tracking of Correlated Equilibria in Regime Switching Noncooperative Games
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2017-08-03 | Paper |
Decision-Based System Identification and Adaptive Resource Allocation
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
| Limit Cycles of Dynamic Systems under Random Perturbations with Rapid Switching and Slow Diffusion: A Multi-Scale Approach | 2017-07-19 | Paper |
Milstein-type procedures for numerical solutions of stochastic differential equations with Markovian switching
SIAM Journal on Numerical Analysis | 2017-05-24 | Paper |
Analyzing Convergence and Rates of Convergence of Particle Swarm Optimization Algorithms Using Stochastic Approximation Methods
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Tracking a Markov-Modulated Stationary Degree Distribution of a Dynamic Random Graph
IEEE Transactions on Information Theory | 2017-05-16 | Paper |
Adaptive Search Algorithms for Discrete Stochastic Optimization: A Smooth Best-Response Approach
IEEE Transactions on Automatic Control | 2017-05-03 | Paper |
Characterization of stochastic control with optimal stopping in a Sobolev space
Automatica | 2017-04-19 | Paper |
Stationary distributions for retarded stochastic differential equations without dissipativity
Stochastics | 2017-04-11 | Paper |
Switching diffusion logistic models involving singularly perturbed Markov chains: weak convergence and stochastic permanence
Stochastic Analysis and Applications | 2017-04-06 | Paper |
Identification of Wiener systems with quantized inputs and binary-valued output observations
Automatica | 2017-03-28 | Paper |
REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING
Mathematical Finance | 2017-03-13 | Paper |
Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
Bernoulli | 2017-01-11 | Paper |
Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
Bernoulli | 2017-01-11 | Paper |
Coexistence and exclusion of stochastic competitive Lotka-Volterra models
Journal of Differential Equations | 2016-12-22 | Paper |
Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
Journal of Differential Equations | 2016-12-22 | Paper |
Permanence and ergodicity of stochastic Gilpin-Ayala population model with regime switching
Discrete and Continuous Dynamical Systems. Series B | 2016-12-21 | Paper |
Kolmogorov-type systems with regime-switching jump diffusion perturbations
Discrete and Continuous Dynamical Systems. Series B | 2016-09-30 | Paper |
Asymptotic Analysis for Functional Stochastic Differential Equations
SpringerBriefs in Mathematics | 2016-09-28 | Paper |
Modeling and analysis of switching diffusion systems: past-dependent switching with a countable state space
SIAM Journal on Control and Optimization | 2016-09-23 | Paper |
Properties for a class of multi-type mean-field models
Communications in Information and Systems | 2016-09-16 | Paper |
Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations
Stochastic Processes and their Applications | 2016-09-13 | Paper |
Near optimality and near equilibrium for controlled systems with wideband noise for hybrid systems
Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis | 2016-06-22 | Paper |
Near optimality and near equilibrium for controlled systems with wideband noise for hybrid systems
Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis | 2016-06-22 | Paper |
Logistic models with regime switching: permanence and ergodicity
Journal of Mathematical Analysis and Applications | 2016-05-04 | Paper |
Numerical solutions of regime-switching jump diffusions
Applied Mathematics and Computation | 2016-05-02 | Paper |
Feynman–Kac formulas for regime-switching jump diffusions and their applications
Stochastics | 2016-04-27 | Paper |
Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation
Acta Mathematicae Applicatae Sinica. English Series | 2016-04-21 | Paper |
Weighted and constrained consensus for distributed power dispatch of scalable microgrids
Asian Journal of Control | 2016-03-17 | Paper |
Sign-error adaptive filtering algorithms involving Markovian parameters
Mathematical Control and Related Fields | 2016-03-09 | Paper |
Mean-variance type controls involving a hidden Markov chain: models and numerical approximation
IMA Journal of Mathematical Control and Information | 2016-01-22 | Paper |
Controllability and adaptation of linear time-invariant systems under irregular and Markovian sampling
Automatica | 2015-12-23 | Paper |
Identification of linear continuous-time systems under irregular and random output sampling
Automatica | 2015-12-21 | Paper |
Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs
Automatica | 2015-11-26 | Paper |
Feedback controls to ensure global solutions and asymptotic stability of Markovian switching diffusion systems
Mathematical Control and Related Fields | 2015-11-02 | Paper |
| A Strong Limit Theorem for Two-Time-Scale Fucntional Stochastic Differential Equations | 2015-08-28 | Paper |
Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation
Finite Difference Methods,Theory and Applications | 2015-08-20 | Paper |
Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management
Computational Methods in Applied Mathematics | 2015-08-04 | Paper |
Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching
Mathematical Control and Related Fields | 2015-07-30 | Paper |
Strong invariance for switching diffusions
Asymptotic Analysis | 2015-07-01 | Paper |
Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching
Stochastic Processes and their Applications | 2015-05-27 | Paper |
Characterization and identification of matrix fraction descriptions for LTI systems
SIAM Journal on Control and Optimization | 2015-03-27 | Paper |
Gene regulatory networks driven by intrinsic noise with two-time scales: a stochastic averaging approach
Frontiers of Mathematics in China | 2015-02-27 | Paper |
Exponential ergodicity for retarded stochastic differential equations
Applicable Analysis | 2014-12-10 | Paper |
Almost sure and \(p\)th-moment stability and stabilization of regime-switching jump diffusion systems
SIAM Journal on Control and Optimization | 2014-11-21 | Paper |
Almost sure convergence rates for system identification using binary, quantized, and regular sensors
Automatica | 2014-10-24 | Paper |
An optimal dividend policy with delayed capital injections
The ANZIAM Journal | 2014-09-24 | Paper |
Robust noise attenuation under stochastic noises and worst-case unmodelled dynamics
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2014-07-03 | Paper |
Enhanced feedback robustness against communication channel multiplicative uncertainties via scaled dithers
Systems & Control Letters | 2014-06-13 | Paper |
Sign-regressor adaptive filtering algorithms for Markovian parameters
Asian Journal of Control | 2014-05-15 | Paper |
Near-optimal mean-variance controls under two-time-scale formulations and applications
Stochastics | 2014-04-17 | Paper |
Ergodicity for functional stochastic differential equations and applications
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2014-03-11 | Paper |
Mean exit times and the multilevel Monte Carlo method
SIAM/ASA Journal on Uncertainty Quantification | 2014-02-25 | Paper |
Weak convergence methods for approximation of the evaluation of path-dependent functionals
SIAM Journal on Control and Optimization | 2014-01-27 | Paper |
Persistent tracking and identification of regime-switching systems with structural uncertainties: unmodeled dynamics, observation bias, and nonlinear model mismatch
International Journal of Adaptive Control and Signal Processing | 2013-11-04 | Paper |
| UAV Circumnavigation of an Unknown Target Without Location Information Using Noisy Range-based Measurements | 2013-09-23 | Paper |
The strong Feller property of switching jump-diffusion processes
Statistics & Probability Letters | 2013-05-13 | Paper |
Discrete-time approximation of Wonham filters
Journal of Control Theory and Applications | 2013-04-10 | Paper |
A mean-variance optimization problem for discounted Markov decision processes
European Journal of Operational Research | 2012-12-29 | Paper |
Stability of nonlinear regime-switching jump diffusion
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2012-05-11 | Paper |
Large deviations for two-time-scale systems driven by nonhomogeneous Markov chains and associated optimal control problems
SIAM Journal on Control and Optimization | 2011-11-10 | Paper |
Numerical methods for dividend optimization using regime-switching jump-diffusion models
Mathematical Control and Related Fields | 2011-07-11 | Paper |
Stability of regime-switching jump diffusions
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
Consensus formation in a two-time-scale Markovian system
Multiscale Modeling & Simulation | 2009-12-21 | Paper |
Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays
Stochastic Analysis and Applications | 2009-05-05 | Paper |
Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model
Insurance Mathematics & Economics | 2009-01-16 | Paper |
Spreading Code Optimization and Adaptation in CDMA Via Discrete Stochastic Approximation
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Singularly perturbed Markov chains: limit results and applications
The Annals of Applied Probability | 2008-01-18 | Paper |
Regularity and recurrence of switching diffusions
Journal of Systems Science and Complexity | 2007-11-27 | Paper |
A Two-Time-Scale Approach for Production Planning in Discrete Time
Analysis, Control and Optimization of Complex Dynamic Systems | 2007-10-24 | Paper |
| An Epsilon-uniform Finite Element Method for Singularly Perturbed Boundary Value Problems | 2006-02-28 | Paper |
Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime
IEEE Transactions on Information Theory | 2002-08-04 | Paper |
| scientific article; zbMATH DE number 1342059 (Why is no real title available?) | 1999-09-22 | Paper |
| scientific article; zbMATH DE number 1203335 (Why is no real title available?) | 1999-01-25 | Paper |
| scientific article; zbMATH DE number 1203252 (Why is no real title available?) | 1998-11-10 | Paper |
Budget-Dependent Convergence Rate of Stochastic Approximation
SIAM Journal on Optimization | 1998-05-12 | Paper |
| scientific article; zbMATH DE number 862328 (Why is no real title available?) | 1996-07-08 | Paper |
| scientific article; zbMATH DE number 4108650 (Why is no real title available?) | 1989-01-01 | Paper |
Second-Order Fast-Slow Stochastic Systems
(available as arXiv preprint) | N/A | Paper |
Closed-loop Equilibria for Mean-Field Games in Randomly Switching Environments with General Discounting Costs
(available as arXiv preprint) | N/A | Paper |
