Steven I. Marcus

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Person:300755

Available identifiers

zbMath Open marcus.steven-iWikidataQ98567220 ScholiaQ98567220MaRDI QIDQ300755

List of research outcomes

PublicationDate of PublicationType
Stochastic control for organ donations: a review2023-06-26Paper
Resilience to denial-of-service and integrity attacks: a structured systems approach2022-03-04Paper
Notions of Centralized and Decentralized Opacity in Linear Systems2020-10-07Paper
Random Directions Stochastic Approximation With Deterministic Perturbations2020-10-07Paper
Probabilistically distorted risk-sensitive infinite-horizon dynamic programming2019-02-05Paper
Random directions stochastic approximation with deterministic perturbations2018-08-08Paper
Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences2018-06-12Paper
A Survey of Some Model-Based Methods for Global Optimization2017-11-22Paper
Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games2017-08-25Paper
Solving Continuous-State POMDPs via Density Projection2017-08-25Paper
Necessary and Sufficient Conditions for State Equivalence to a Nonlinear Discrete-Time Observer Canonical Form2017-08-08Paper
An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming2017-07-27Paper
Recursive Learning Automata Approach to Markov Decision Processes2017-07-27Paper
Evolutionary policy iteration for solving Markov decision processes2017-07-12Paper
Two-person zero-sum markov games: receding horizon approach2017-06-20Paper
Linearization of discrete-time systems via restricted dynamic feedback2017-06-20Paper
Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization2017-06-20Paper
Multitime scale markov decision processes2017-06-20Paper
Estimation of hidden markov models: risk-sensitive filter banks and qualitative analysis of their sample paths2017-06-20Paper
Particle Filtering Framework for a Class of Randomized Optimization Algorithms2017-05-16Paper
Cumulative weighting optimization2016-06-29Paper
Simulation-based algorithms for Markov decision processes2013-04-16Paper
A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives2012-10-01Paper
An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes2012-06-18Paper
Pricing American-Style Derivatives with European Call Options2012-02-21Paper
Dynamic sample budget allocation in model-based optimization2011-11-08Paper
A Model Reference Adaptive Search Method for Global Optimization2009-08-13Paper
An Adaptive Sampling Algorithm for Solving Markov Decision Processes2009-07-17Paper
A model reference adaptive search method for stochastic global optimization2009-06-17Paper
A survey of some simulation-based algorithms for Markov decision processes2008-08-14Paper
Optimal joint preventive maintenance and production policies2008-01-23Paper
Simulation-based algorithms for Markov decision processes.2007-03-13Paper
Risk-sensitive probability for Markov chains2006-09-25Paper
Approximate receding horizon approach for Markov decision processes: average reward case2003-11-20Paper
A time aggregation approach to Markov decision processes2002-09-05Paper
https://portal.mardi4nfdi.de/entity/Q44382202002-01-01Paper
https://portal.mardi4nfdi.de/entity/Q27243832001-12-17Paper
A probabilistic language formalism for stochastic discrete-event systems2000-10-17Paper
Analysis of a risk-sensitive control problem for hidden Markov chains2000-10-17Paper
Mixed risk-neutral/minimax control of discrete-time, finite-state Markov decision processes2000-10-17Paper
Extension based limited lookahead supervision of discrete event systems2000-06-27Paper
Existence of risk-sensitive optimal stationary policies for controlled Markov processes2000-06-15Paper
Harnack's inequality for cooperative weakly coupled elliptic systems2000-04-13Paper
Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes1999-12-05Paper
https://portal.mardi4nfdi.de/entity/Q42271941999-02-23Paper
Stochastic differential games with multiple modes1998-09-20Paper
Ergodic Control of Switching Diffusions1998-02-09Paper
Risk-sensitive optimal control of hidden Markov models: structural results1997-12-04Paper
A discrete event systems approach for protocol conversion1997-09-18Paper
Risk sensitive control of Markov processes in countable state space1997-02-27Paper
https://portal.mardi4nfdi.de/entity/Q52841471997-01-01Paper
A note on an LQG regulator with Markovian switching and pathwise average cost1996-08-15Paper
Corrections to "Finite buffer realization of input-output discrete event systems"1996-01-01Paper
Finite buffer realization of input-output discrete-event systems1995-11-09Paper
https://portal.mardi4nfdi.de/entity/Q31406891995-05-28Paper
Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria1994-06-19Paper
Optimal cost and policy for a Markovian replacement problem1994-04-27Paper
Language Stability and Stabilizability of Discrete Event Dynamical Systems1994-04-20Paper
Analysis of an adaptive control scheme for a partially observed controlled Markov chain1994-01-04Paper
Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems1993-12-06Paper
https://portal.mardi4nfdi.de/entity/Q31406901993-12-05Paper
https://portal.mardi4nfdi.de/entity/Q31406931993-11-28Paper
Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey1993-09-13Paper
https://portal.mardi4nfdi.de/entity/Q42034231993-09-13Paper
On supervisory control of sequential behaviors1993-08-12Paper
Predicates and predicate transformers for supervisory control of discrete event dynamical systems1993-08-12Paper
On strong average optimality of Markov decision processes with unbounded costs1993-01-16Paper
On controllability and normality of discrete event dynamical systems1992-09-26Paper
Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q39724811992-06-25Paper
A note on controlled diffusions with long finite horizon1991-01-01Paper
On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes1991-01-01Paper
On the computation of the optimal cost function for discrete time Markov models with partial observations1991-01-01Paper
Formulas for calculating supremal controllable and normal sublanguages1990-01-01Paper
Analysis of an identification algorithm arising in the adaptive estimation of Markov chains1990-01-01Paper
Supremal and maximal sublanguages arising in supervisor synthesis problems with partial observations1989-01-01Paper
On supremal languages of classes of sublanguages that arise in supervisor synthesis problems with partial observation1989-01-01Paper
Nonparametric adaptive control of discrete-time partially observable stochastic systems1989-01-01Paper
Discretization procedures for adaptive Markov control processes1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31977361989-01-01Paper
Distribution of dynamic loads for multiple cooperating robot manipulators1989-01-01Paper
Immersion and immersion by nonsingular feedback of a discrete-time nonlinear system into a linear system1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38279091988-01-01Paper
Adaptive control of Markov processes with incomplete state information and unknown parameters1987-01-01Paper
On input-output linearization of discrete-time nonlinear systems1987-01-01Paper
Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution1987-01-01Paper
On adaptive control of stochastic bilinear systems1987-01-01Paper
Approximate and local linearizability of non-linear discrete-time systems1986-01-01Paper
Adaptive control of discounted Markov decision chains1985-01-01Paper
The structure of nonlinear control systems possessing symmetries1985-01-01Paper
Optimal adaptive control of priority assignment in queueing systems1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32220471984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33255981984-01-01Paper
Identification and approximation of queueing systems1984-01-01Paper
Algebraic and Geometric Methods in Nonlinear Filtering1984-01-01Paper
Optimal control of systems possessing symmetries1984-01-01Paper
Adaptive control of service in queueing systems1983-01-01Paper
Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem1983-01-01Paper
Asymptotic expansions and Lie algebras for some nonlinear filtering problems1983-01-01Paper
Current algebras and the identification problem1983-01-01Paper
On lie algebras and finite dimensional filtering1982-01-01Paper
Low dimensional filters for a class of finite state estimation problems with Poisson observations1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33293381982-01-01Paper
Explicit filters for diffusions with certain nonlinear drifts1982-01-01Paper
Static team problems--Part I: Sufficient conditions and the exponential cost criterion1982-01-01Paper
Static team problems--Part II: Affine control laws, projections, algorithms, and the LEGT problem1982-01-01Paper
The dynamic linear exponential Gaussian team problem1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39598561982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47441621981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47505041981-01-01Paper
Modeling and approximation of stochastic differential equations driven by semimartingales1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39519941981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39536691981-01-01Paper
Estimator performance for a class of nonlinear estimation problems1980-01-01Paper
A decentralized team decision problem with an exponential cost criterion1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39311391980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39311401980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38659711979-01-01Paper
Optimal nonlinear estimation for a class of discrete-time stochastic systems1979-01-01Paper
Stochastic stability for a class of systems with multiplicative state noise1979-01-01Paper
Modeling and analysis of stochastic differential equations driven by point processes1978-01-01Paper
Algebraic Structure and Finite Dimensional Nonlinear Estimation1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41466541977-01-01Paper
Analysis of bilinear noise models in circuits and devices1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41109001976-01-01Paper
On the stochastic stability of linear systems containing colored multiplicative noise1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40932861975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41136911975-01-01Paper

Research outcomes over time


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