Bozenna Pasik-Duncan

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Person:314544

Available identifiers

zbMath Open pasik-duncan.bozennaWikidataQ25752964 ScholiaQ25752964MaRDI QIDQ314544

List of research outcomes

PublicationDate of PublicationType
Advances in noise modeling for stochastic systems in optimal control2022-09-19Paper
A stochastic calculus for Rosenblatt processes2022-06-20Paper
3 Stochastic control systems with long-range dependent noise2022-06-17Paper
Bellman equations for scalar linear convex stochastic control problems2021-05-20Paper
https://portal.mardi4nfdi.de/entity/Q51502162021-02-10Paper
Semiexplicit Solutions to Some Nonlinear Nonquadratic Mean-Field-Type Games: A Direct Method2020-10-07Paper
Some linear-quadratic stochastic differential games driven by state dependent Gauss-Volterra processes2019-11-20Paper
Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems2019-11-20Paper
Semi-Explicit Solutions to some Non-Linear Non-Quadratic Mean-Field-Type Games: A Direct Method2018-12-17Paper
Solvable stochastic differential games in rank one compact symmetric spaces2018-12-10Paper
A direct approach to linear-quadratic stochastic control2018-11-09Paper
Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise2017-09-08Paper
Some solvable stochastic differential games in \(\mathrm{SU}(3)\)2016-09-16Paper
Stochastic volatility models with volatility driven by fractional Brownian motions2016-04-15Paper
Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion2015-07-28Paper
Linear-Quadratic Fractional Gaussian Control2014-04-11Paper
A direct method for solving stochastic control problems2013-07-04Paper
https://portal.mardi4nfdi.de/entity/Q46488862012-11-16Paper
Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions2012-05-30Paper
Growth optimal portfolio selection under proportional transaction costs with obligatory diversification2011-02-18Paper
Education and Qualification for Control and Automation2010-11-30Paper
Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion2009-11-27Paper
Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion2009-03-09Paper
https://portal.mardi4nfdi.de/entity/Q52973912007-07-18Paper
Ergodic and adaptive control of hidden Markov models2006-10-27Paper
STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE2006-05-03Paper
Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise2005-09-02Paper
EEG ocular artifact removal through ARMAX model system identification using extended least squares2005-09-01Paper
https://portal.mardi4nfdi.de/entity/Q31591992005-02-15Paper
https://portal.mardi4nfdi.de/entity/Q31605142005-02-09Paper
On stochastic adaptive control of continuous-time systems.2004-08-26Paper
https://portal.mardi4nfdi.de/entity/Q45421462004-02-23Paper
Robust maximum principle for multi-model LQ-problem2003-09-09Paper
Average cost per unit time control of stochastic manufacturing systems: Revisited2003-07-16Paper
Robust stochastic maximum principle for multi-model worst case optimization2003-07-15Paper
Identification and adaptive control of some stochastic distributed parameter systems2003-05-04Paper
Adaptive control of continuous time stochastic systems2002-08-18Paper
FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES2002-01-01Paper
Robust optimal control for minimax stochastic linear quadratic problem2002-01-01Paper
Adaptive control of discrete time Markov processes by the large deviations method2001-01-07Paper
Adaptive Control for Semilinear Stochastic Systems2000-10-18Paper
Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise2000-10-17Paper
Adaptive continuous-time linear quadratic Gaussian control2000-10-17Paper
A note on sampling and parameter estimation in linear stochastic systems2000-10-17Paper
Stochastic Calculus for Fractional Brownian Motion I. Theory2000-03-19Paper
https://portal.mardi4nfdi.de/entity/Q42272211999-07-12Paper
https://portal.mardi4nfdi.de/entity/Q43575521998-09-20Paper
On ergodic control of stochastic evolution equations1998-08-31Paper
Discretized Maximum Likelihood and Almost Optimal Adaptive Control of Ergodic Markov Models1998-05-10Paper
Ergodic Boundary/Point Control of Stochastic Semilinear Systems1998-05-10Paper
Adaptive control of a partially observed discrete time Markov process1998-04-20Paper
https://portal.mardi4nfdi.de/entity/Q43540281997-09-10Paper
https://portal.mardi4nfdi.de/entity/Q43367411997-05-14Paper
Numerical differentiation and parameter estimation in higher-order linear stochastic systems1997-02-04Paper
Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups1997-01-12Paper
https://portal.mardi4nfdi.de/entity/Q48712761996-07-20Paper
https://portal.mardi4nfdi.de/entity/Q48405501995-10-23Paper
https://portal.mardi4nfdi.de/entity/Q48470511995-10-18Paper
Almost self-optimizing strategies for the adaptive control of diffusion processes1994-11-21Paper
On the ergodic and the adaptive control of stochastic differential delay systems1994-08-09Paper
Asymptotic distribution of some quadratic functionals of linear stochastic evolution systems1994-07-21Paper
Adaptive Boundary and Point Control of Linear Stochastic Distributed Parameter Systems1994-06-29Paper
On statistical sampling for system testing1994-05-10Paper
Control theory methods for consistency in some least squares identification problems1994-04-19Paper
https://portal.mardi4nfdi.de/entity/Q40392061994-02-01Paper
https://portal.mardi4nfdi.de/entity/Q31405941993-12-09Paper
https://portal.mardi4nfdi.de/entity/Q31391751993-11-11Paper
On the consistency of a least squares identification procedure in linear evolution systems1993-01-16Paper
Uniform operator continuity of the stationary Riccati equation in Hilbert space1992-07-22Paper
Adaptive control of linear stochastic evolution systems1992-06-25Paper
Adaptive control of continuous-time linear stochastic systems1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32009601990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33549481990-01-01Paper
Adaptive control of three continuous time portfolio and consumption models1989-01-01Paper
Rate of convergence for an estimator in a portfolio and consumption model1989-01-01Paper
Adaptive control of a continuous time portfolio and consumption model1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30321491989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34765421989-01-01Paper
Adaptive control of linear delay time systems*1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38071081988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37278361986-01-01Paper

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