Steven I. Marcus

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Stochastic control for organ donations: a review
Systems \& Control Letters
2023-06-26Paper
Resilience to denial-of-service and integrity attacks: a structured systems approach
European Journal of Control
2022-03-04Paper
Random Directions Stochastic Approximation With Deterministic Perturbations
IEEE Transactions on Automatic Control
2020-10-07Paper
Notions of Centralized and Decentralized Opacity in Linear Systems
IEEE Transactions on Automatic Control
2020-10-07Paper
Probabilistically distorted risk-sensitive infinite-horizon dynamic programming
Automatica
2019-02-05Paper
Random directions stochastic approximation with deterministic perturbations
 
2018-08-08Paper
Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences
ACM Transactions on Modeling and Computer Simulation
2018-06-12Paper
A Survey of Some Model-Based Methods for Global Optimization
Systems & Control: Foundations & Applications
2017-11-22Paper
Solving Continuous-State POMDPs via Density Projection
IEEE Transactions on Automatic Control
2017-08-25Paper
Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games
IEEE Transactions on Automatic Control
2017-08-25Paper
Necessary and Sufficient Conditions for State Equivalence to a Nonlinear Discrete-Time Observer Canonical Form
IEEE Transactions on Automatic Control
2017-08-08Paper
An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming
IEEE Transactions on Automatic Control
2017-07-27Paper
Recursive Learning Automata Approach to Markov Decision Processes
IEEE Transactions on Automatic Control
2017-07-27Paper
Evolutionary policy iteration for solving Markov decision processes
IEEE Transactions on Automatic Control
2017-07-12Paper
Estimation of hidden markov models: risk-sensitive filter banks and qualitative analysis of their sample paths
IEEE Transactions on Automatic Control
2017-06-20Paper
Linearization of discrete-time systems via restricted dynamic feedback
IEEE Transactions on Automatic Control
2017-06-20Paper
Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization
IEEE Transactions on Automatic Control
2017-06-20Paper
Two-person zero-sum markov games: receding horizon approach
IEEE Transactions on Automatic Control
2017-06-20Paper
Multitime scale markov decision processes
IEEE Transactions on Automatic Control
2017-06-20Paper
Particle Filtering Framework for a Class of Randomized Optimization Algorithms
IEEE Transactions on Automatic Control
2017-05-16Paper
Cumulative weighting optimization
Journal of Global Optimization
2016-06-29Paper
Simulation-based algorithms for Markov decision processes
Communications and Control Engineering
2013-04-16Paper
A new stochastic derivative estimator for discontinuous payoff functions with application to financial derivatives
Operations Research
2012-10-01Paper
An evolutionary random policy search algorithm for solving Markov decision processes
INFORMS Journal on Computing
2012-06-18Paper
Pricing American-style derivatives with European call options
Management Science
2012-02-21Paper
Dynamic sample budget allocation in model-based optimization
Journal of Global Optimization
2011-11-08Paper
A Model Reference Adaptive Search Method for Global Optimization
Operations Research
2009-08-13Paper
An Adaptive Sampling Algorithm for Solving Markov Decision Processes
Operations Research
2009-07-17Paper
A model reference adaptive search method for stochastic global optimization
Communications in Information and Systems
2009-06-17Paper
A survey of some simulation-based algorithms for Markov decision processes
Communications in Information and Systems
2008-08-14Paper
Optimal joint preventive maintenance and production policies
Naval Research Logistics
2008-01-23Paper
Simulation-based algorithms for Markov decision processes.
Communications and Control Engineering
2007-03-13Paper
Risk-sensitive probability for Markov chains
Systems \& Control Letters
2006-09-25Paper
Approximate receding horizon approach for Markov decision processes: average reward case
Journal of Mathematical Analysis and Applications
2003-11-20Paper
A time aggregation approach to Markov decision processes
Automatica
2002-09-05Paper
scientific article; zbMATH DE number 2015385 (Why is no real title available?)
 
2002-01-01Paper
Two timescale SPSA algorithms for rate-based ABR flow control
 
2001-12-17Paper
A probabilistic language formalism for stochastic discrete-event systems
IEEE Transactions on Automatic Control
2000-10-17Paper
Mixed risk-neutral/minimax control of discrete-time, finite-state Markov decision processes
IEEE Transactions on Automatic Control
2000-10-17Paper
Analysis of a risk-sensitive control problem for hidden Markov chains
IEEE Transactions on Automatic Control
2000-10-17Paper
Extension based limited lookahead supervision of discrete event systems
Automatica
2000-06-27Paper
Existence of risk-sensitive optimal stationary policies for controlled Markov processes
Applied Mathematics and Optimization
2000-06-15Paper
Harnack's inequality for cooperative weakly coupled elliptic systems
Communications in Partial Differential Equations
2000-04-13Paper
Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes
Automatica
1999-12-05Paper
scientific article; zbMATH DE number 1254158 (Why is no real title available?)
 
1999-02-23Paper
Stochastic differential games with multiple modes
Stochastic Analysis and Applications
1998-09-20Paper
Ergodic Control of Switching Diffusions
SIAM Journal on Control and Optimization
1998-02-09Paper
Risk-sensitive optimal control of hidden Markov models: structural results
IEEE Transactions on Automatic Control
1997-12-04Paper
A discrete event systems approach for protocol conversion
Discrete Event Dynamic Systems
1997-09-18Paper
Risk sensitive control of Markov processes in countable state space
Systems \& Control Letters
1997-02-27Paper
scientific article; zbMATH DE number 975562 (Why is no real title available?)
 
1997-01-01Paper
A note on an LQG regulator with Markovian switching and pathwise average cost
IEEE Transactions on Automatic Control
1996-08-15Paper
Corrections to "Finite buffer realization of input-output discrete event systems"
IEEE Transactions on Automatic Control
1996-01-01Paper
Finite buffer realization of input-output discrete-event systems
IEEE Transactions on Automatic Control
1995-11-09Paper
scientific article; zbMATH DE number 440539 (Why is no real title available?)
 
1995-05-28Paper
Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
ZOR Zeitschrift f� Operations Research Methods and Models of Operations Research
1994-06-19Paper
Optimal cost and policy for a Markovian replacement problem
Journal of Optimization Theory and Applications
1994-04-27Paper
Language Stability and Stabilizability of Discrete Event Dynamical Systems
SIAM Journal on Control and Optimization
1994-04-20Paper
Analysis of an adaptive control scheme for a partially observed controlled Markov chain
IEEE Transactions on Automatic Control
1994-01-04Paper
Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
SIAM Journal on Control and Optimization
1993-12-06Paper
scientific article; zbMATH DE number 440540 (Why is no real title available?)
 
1993-12-05Paper
scientific article; zbMATH DE number 440543 (Why is no real title available?)
 
1993-11-28Paper
scientific article; zbMATH DE number 409884 (Why is no real title available?)
 
1993-09-13Paper
Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
SIAM Journal on Control and Optimization
1993-09-13Paper
On supervisory control of sequential behaviors
IEEE Transactions on Automatic Control
1993-08-12Paper
Predicates and predicate transformers for supervisory control of discrete event dynamical systems
IEEE Transactions on Automatic Control
1993-08-12Paper
On strong average optimality of Markov decision processes with unbounded costs
Operations Research Letters
1993-01-16Paper
On controllability and normality of discrete event dynamical systems
Systems \& Control Letters
1992-09-26Paper
scientific article; zbMATH DE number 15829 (Why is no real title available?)
 
1992-06-25Paper
Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes
Systems \& Control Letters
1992-06-25Paper
On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes
Annals of Operations Research
1991-01-01Paper
A note on controlled diffusions with long finite horizon
Systems \& Control Letters
1991-01-01Paper
On the computation of the optimal cost function for discrete time Markov models with partial observations
Annals of Operations Research
1991-01-01Paper
Formulas for calculating supremal controllable and normal sublanguages
Systems \& Control Letters
1990-01-01Paper
Analysis of an identification algorithm arising in the adaptive estimation of Markov chains
MCSS. Mathematics of Control, Signals, and Systems
1990-01-01Paper
On supremal languages of classes of sublanguages that arise in supervisor synthesis problems with partial observation
MCSS. Mathematics of Control, Signals, and Systems
1989-01-01Paper
Supremal and maximal sublanguages arising in supervisor synthesis problems with partial observations
Mathematical Systems Theory
1989-01-01Paper
Nonparametric adaptive control of discrete-time partially observable stochastic systems
Journal of Mathematical Analysis and Applications
1989-01-01Paper
Discretization procedures for adaptive Markov control processes
Journal of Mathematical Analysis and Applications
1989-01-01Paper
scientific article; zbMATH DE number 4172885 (Why is no real title available?)
 
1989-01-01Paper
Distribution of dynamic loads for multiple cooperating robot manipulators
Journal of Robotic Systems
1989-01-01Paper
Immersion and immersion by nonsingular feedback of a discrete-time nonlinear system into a linear system
IEEE Transactions on Automatic Control
1988-01-01Paper
scientific article; zbMATH DE number 4102954 (Why is no real title available?)
 
1988-01-01Paper
On input-output linearization of discrete-time nonlinear systems
Systems \& Control Letters
1987-01-01Paper
Adaptive control of Markov processes with incomplete state information and unknown parameters
Journal of Optimization Theory and Applications
1987-01-01Paper
Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
Systems \& Control Letters
1987-01-01Paper
On adaptive control of stochastic bilinear systems
IEEE Transactions on Automatic Control
1987-01-01Paper
Approximate and local linearizability of non-linear discrete-time systems
International Journal of Control
1986-01-01Paper
The structure of nonlinear control systems possessing symmetries
IEEE Transactions on Automatic Control
1985-01-01Paper
Adaptive control of discounted Markov decision chains
Journal of Optimization Theory and Applications
1985-01-01Paper
scientific article; zbMATH DE number 3887543 (Why is no real title available?)
 
1984-01-01Paper
Optimal control of systems possessing symmetries
IEEE Transactions on Automatic Control
1984-01-01Paper
Optimal adaptive control of priority assignment in queueing systems
Systems \& Control Letters
1984-01-01Paper
scientific article; zbMATH DE number 3856962 (Why is no real title available?)
 
1984-01-01Paper
Algebraic and Geometric Methods in Nonlinear Filtering
SIAM Journal on Control and Optimization
1984-01-01Paper
Identification and approximation of queueing systems
IEEE Transactions on Automatic Control
1984-01-01Paper
Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem
Systems \& Control Letters
1983-01-01Paper
Current algebras and the identification problem
Stochastics
1983-01-01Paper
Adaptive control of service in queueing systems
Systems \& Control Letters
1983-01-01Paper
Asymptotic expansions and Lie algebras for some nonlinear filtering problems
IEEE Transactions on Automatic Control
1983-01-01Paper
The dynamic linear exponential Gaussian team problem
IEEE Transactions on Automatic Control
1982-01-01Paper
scientific article; zbMATH DE number 3781059 (Why is no real title available?)
 
1982-01-01Paper
Static team problems--Part I: Sufficient conditions and the exponential cost criterion
IEEE Transactions on Automatic Control
1982-01-01Paper
Static team problems--Part II: Affine control laws, projections, algorithms, and the LEGT problem
IEEE Transactions on Automatic Control
1982-01-01Paper
Explicit filters for diffusions with certain nonlinear drifts
Stochastics
1982-01-01Paper
On lie algebras and finite dimensional filtering
Stochastics
1982-01-01Paper
Low dimensional filters for a class of finite state estimation problems with Poisson observations
Systems \& Control Letters
1982-01-01Paper
scientific article; zbMATH DE number 3861023 (Why is no real title available?)
 
1982-01-01Paper
scientific article; zbMATH DE number 3799528 (Why is no real title available?)
 
1981-01-01Paper
Modeling and approximation of stochastic differential equations driven by semimartingales
Stochastics
1981-01-01Paper
scientific article; zbMATH DE number 3773484 (Why is no real title available?)
 
1981-01-01Paper
scientific article; zbMATH DE number 3771478 (Why is no real title available?)
 
1981-01-01Paper
scientific article; zbMATH DE number 3807472 (Why is no real title available?)
 
1981-01-01Paper
A decentralized team decision problem with an exponential cost criterion
IEEE Transactions on Automatic Control
1980-01-01Paper
Estimator performance for a class of nonlinear estimation problems
IEEE Transactions on Automatic Control
1980-01-01Paper
scientific article; zbMATH DE number 3746942 (Why is no real title available?)
 
1980-01-01Paper
scientific article; zbMATH DE number 3746943 (Why is no real title available?)
 
1980-01-01Paper
scientific article; zbMATH DE number 3668467 (Why is no real title available?)
 
1979-01-01Paper
Stochastic stability for a class of systems with multiplicative state noise
IEEE Transactions on Automatic Control
1979-01-01Paper
Optimal nonlinear estimation for a class of discrete-time stochastic systems
IEEE Transactions on Automatic Control
1979-01-01Paper
Modeling and analysis of stochastic differential equations driven by point processes
IEEE Transactions on Information Theory
1978-01-01Paper
Algebraic Structure and Finite Dimensional Nonlinear Estimation
SIAM Journal on Mathematical Analysis
1978-01-01Paper
scientific article; zbMATH DE number 3577133 (Why is no real title available?)
 
1977-01-01Paper
scientific article; zbMATH DE number 3534386 (Why is no real title available?)
 
1976-01-01Paper
Analysis of bilinear noise models in circuits and devices
Journal of the Franklin Institute
1976-01-01Paper
scientific article; zbMATH DE number 3513622 (Why is no real title available?)
 
1975-01-01Paper
scientific article; zbMATH DE number 3537543 (Why is no real title available?)
 
1975-01-01Paper
On the stochastic stability of linear systems containing colored multiplicative noise
IEEE Transactions on Automatic Control
1975-01-01Paper


Research outcomes over time


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