| Publication | Date of Publication | Type |
|---|
Static output energy-to-peak control for semi-Markov jump linear systems with phase-type distributions and hidden modes
IEEE Transactions on Automatic Control | 2025-01-21 | Paper |
Feedback linear quadratic Nash equilibrium for discrete-time Markov jump linear systems
Systems & Control Letters | 2024-11-12 | Paper |
Adaptive average control for piecewise deterministic Markov processes
Systems & Control Letters | 2024-11-12 | Paper |
Mean-field formulation for the infinite-horizon mean-variance control of discrete-time linear systems with multiplicative noises
IET Control Theory & Applications | 2024-09-20 | Paper |
Filtering for nonlinear and linear Markov jump systems
IEEE Transactions on Automatic Control | 2024-08-16 | Paper |
Robust \(H_2\) filtering of phase-type semi-Markov jump linear systems with cluster observations
International Journal of Robust and Nonlinear Control | 2024-05-07 | Paper |
Fault accommodation controller under Markovian jump linear systems with asynchronous modes
International Journal of Robust and Nonlinear Control | 2023-10-30 | Paper |
Adaptive discounted control for piecewise deterministic Markov processes
Journal of Mathematical Analysis and Applications | 2023-08-29 | Paper |
Reduced-order energy-to-peak filtering for hidden Markov jump linear systems
Journal of the Franklin Institute | 2023-01-30 | Paper |
Optimal control of piecewise deterministic Markov processes
Stochastic Analysis, Filtering, and Stochastic Optimization | 2022-11-15 | Paper |
Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes
Stochastics | 2022-07-08 | Paper |
Robust static output feedback control for hidden Markov jump linear systems
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2022-05-06 | Paper |
Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models
International Journal of Control | 2022-04-07 | Paper |
A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2022-02-08 | Paper |
Mixed 𝓗2/𝓗∞ filtering for Markov jump linear systems
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2022-02-07 | Paper |
Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2022-02-04 | Paper |
Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises
International Journal of Control | 2022-01-19 | Paper |
Network-Aware Controller Design With Performance Guarantees for Linear Wireless Systems
IEEE Transactions on Automatic Control | 2021-09-09 | Paper |
Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
Mathematical Methods of Operations Research | 2021-07-14 | Paper |
| scientific article; zbMATH DE number 7307060 (Why is no real title available?) | 2021-02-06 | Paper |
A Detector-Based Approach for the Constrained Quadratic Control of Discrete-Time Markovian Jump Linear Systems
IEEE Transactions on Automatic Control | 2020-10-07 | Paper |
An iterative approach for the discrete-time dynamic control of Markov jump linear systems with partial information
International Journal of Robust and Nonlinear Control | 2020-03-11 | Paper |
| \(\mathcal{H}_2\) dynamic output feedback control for hidden Markov jump linear systems | 2019-11-20 | Paper |
Zero-sum discounted reward criterion games for piecewise deterministic Markov processes
Applied Mathematics and Optimization | 2018-12-10 | Paper |
Bayesian portfolio optimization for electricity generation planning
Springer Proceedings in Mathematics & Statistics | 2018-10-15 | Paper |
Mixed \(\mathcal{H}_2/\mathcal{H}_\infty\) control of hidden Markov jump systems
International Journal of Robust and Nonlinear Control | 2018-05-09 | Paper |
$H_2$-Control of Continuous-Time Hidden Markov Jump Linear Systems
IEEE Transactions on Automatic Control | 2017-11-10 | Paper |
A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Optimal linear mean square filter for continuous-time jump linear systems
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Comments on “Stochastic Stability of Jump Linear Systems”
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
LQ Control of Discrete-Time Jump Systems With Markov Chain in a General Borel Space
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Stochastic Stability of Jump Discrete-Time Linear Systems With Markov Chain in a General Borel Space
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
H2-Filtering for discrete-time hidden Markov jump systems
International Journal of Control | 2017-04-21 | Paper |
Constrained and unconstrained optimal discounted control of piecewise deterministic Markov processes
SIAM Journal on Control and Optimization | 2016-06-07 | Paper |
Quadratic and \(H_{\infty}\) switching control for discrete-time linear systems with multiplicative noises
International Journal of Control | 2015-01-14 | Paper |
A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes
Journal of Mathematical Analysis and Applications | 2015-01-06 | Paper |
Stochastic stabilization and induced \(\ell_2\)-gain for discrete-time Markov jump Lur'e systems with control saturation
Automatica | 2014-10-27 | Paper |
Discussion on: ``Mean square exponential stability for some stochastic linear discrete time systems
European Journal of Control | 2014-08-12 | Paper |
Discussion on: ``On the sensitivity of the coupled continuous-time Riccati equation
European Journal of Control | 2014-08-07 | Paper |
Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises
International Journal of Control | 2014-01-09 | Paper |
| scientific article; zbMATH DE number 6174821 (Why is no real title available?) | 2013-06-12 | Paper |
Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions
Mathematical Problems in Engineering | 2013-06-11 | Paper |
Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises
Automatica | 2013-03-12 | Paper |
Continuous-time Markov jump linear systems.
Probability and Its Applications | 2012-11-15 | Paper |
Average control of Markov decision processes with Feller transition probabilities and general action spaces
Journal of Mathematical Analysis and Applications | 2012-09-26 | Paper |
Singularly perturbed discounted Markov control processes in a general state space
SIAM Journal on Control and Optimization | 2012-08-10 | Paper |
Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes
Applied Mathematics and Optimization | 2011-05-25 | Paper |
Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises
Automatica | 2011-04-19 | Paper |
Average continuous control of piecewise deterministic Markov processes
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes
Applied Mathematics and Optimization | 2010-11-22 | Paper |
The vanishing discount approach for the average continuous control of piecewise deterministic Markov processes
Journal of Applied Probability | 2010-02-02 | Paper |
Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise
International Journal of Control | 2009-07-23 | Paper |
Stability and Ergodicity of Piecewise Deterministic Markov Processes
SIAM Journal on Control and Optimization | 2009-03-27 | Paper |
A generalized multi-period mean-variance portfolio optimization with Markov switching parameters
Automatica | 2009-03-02 | Paper |
| The Vanishing Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes | 2008-12-03 | Paper |
| Multi-period mean variance optimal control of Markov jump with multiplicative noise systems | 2008-02-25 | Paper |
Multiperiod mean-variance optimization with intertemporal restrictions
Journal of Optimization Theory and Applications | 2008-02-18 | Paper |
Ergodic properties and ergodic decompositions of continuous-time Markov processes
Journal of Applied Probability | 2007-08-23 | Paper |
Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems
Automatica | 2007-05-15 | Paper |
A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations
Journal of Mathematical Analysis and Applications | 2007-05-04 | Paper |
A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances
SIAM Journal on Control and Optimization | 2007-03-20 | Paper |
A sufficient condition for the existence of an invariant probability measure for Markov processes
Journal of Applied Probability | 2006-01-26 | Paper |
On the ergodic decomposition for a class of Markov chains
Stochastic Processes and their Applications | 2005-08-05 | Paper |
| scientific article; zbMATH DE number 2136426 (Why is no real title available?) | 2005-02-22 | Paper |
\(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems
MCSS. Mathematics of Control, Signals, and Systems | 2005-02-08 | Paper |
| scientific article; zbMATH DE number 2065137 (Why is no real title available?) | 2004-05-18 | Paper |
| scientific article; zbMATH DE number 2015589 (Why is no real title available?) | 2004-03-04 | Paper |
Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters
Stochastic Analysis and Applications | 2004-02-15 | Paper |
On the Poisson Equation for Piecewise-Deterministic Markov Processes
SIAM Journal on Control and Optimization | 2004-01-08 | Paper |
Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains
Statistics & Probability Letters | 2003-08-11 | Paper |
Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems
Automatica | 2002-09-01 | Paper |
Robust portfolio selection using linear-matrix inequalities
Journal of Economic Dynamics and Control | 2002-03-03 | Paper |
Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations
Journal of Optimization Theory and Applications | 2001-12-05 | Paper |
\(H_\infty\)-control for linear time-delay systems with Markovian jumping parameters
Journal of Optimization Theory and Applications | 2001-10-16 | Paper |
Invariant probability measures for a class of Feller Markov chains
Statistics & Probability Letters | 2001-10-16 | Paper |
Optimal stopping with continuous control of piecewise deterministic Markov processes
Stochastics and Stochastic Reports | 2001-08-23 | Paper |
Impulse and continuous control of piecewise deterministic Markov processes
Stochastics and Stochastic Reports | 2001-03-20 | Paper |
Output feedback control of Markov jump linear systems in continuous-time
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Robust H 2-control for discrete-time Markovian jump linear systems
International Journal of Control | 2000-06-12 | Paper |
Constrained quadratic state feedback control of discrete-time Markovian jump linear systems
Automatica | 2000-04-04 | Paper |
Solutions for the linear-quadratic control problem of Markov jump linear systems
Journal of Optimization Theory and Applications | 2000-01-31 | Paper |
Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis
Automatica | 1999-12-05 | Paper |
Stability of Piecewise-Deterministic Markov Processes
SIAM Journal on Control and Optimization | 1999-11-23 | Paper |
Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
IEEE Transactions on Automatic Control | 1999-11-08 | Paper |
Necessary and sufficient condition for robust stability and stabilizability of continuous-time linear systems with Markovian jumps
Journal of Optimization Theory and Applications | 1999-09-05 | Paper |
Maximal and stabilizing hermitian solutions for discrete-time coupled algebraic Riccati equations
MCSS. Mathematics of Control, Signals, and Systems | 1999-06-28 | Paper |
Design of robust controller for linear systems with Markovian jumping parameters
Mathematical Problems in Engineering | 1999-05-31 | Paper |
A convex programming approach to H2 control of discrete-time markovian jump linear systems
International Journal of Control | 1999-05-05 | Paper |
Mixed H/sub 2//H/sub ∞/-control of discrete-time Markovian jump linear systems
IEEE Transactions on Automatic Control | 1999-03-04 | Paper |
Jump Lq-Optimal Control For Discrete-Time Markovian Systems With Stochastic Inputs
Stochastic Analysis and Applications | 1998-11-01 | Paper |
A new approach to lineary perturbed Riccati equations arising in stochastic control
Applied Mathematics and Optimization | 1998-09-21 | Paper |
Quadratic optimal control for discrete-time infinite-dimensional stochastic bilinear systems
IMA Journal of Mathematical Control and Information | 1998-08-30 | Paper |
Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems
Journal of Mathematical Analysis and Applications | 1997-05-29 | Paper |
Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations
IEEE Transactions on Automatic Control | 1997-02-04 | Paper |
Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
IEEE Transactions on Automatic Control | 1996-08-15 | Paper |
| scientific article; zbMATH DE number 828042 (Why is no real title available?) | 1996-05-30 | Paper |
| scientific article; zbMATH DE number 877669 (Why is no real title available?) | 1996-05-12 | Paper |
Discrete-time coupled Riccati equations for systems with Markov switching parameters
Journal of Mathematical Analysis and Applications | 1996-04-28 | Paper |
On mean-square-stable bilinear systems
IMA Journal of Mathematical Control and Information | 1996-01-23 | Paper |
Riccati equation for infinite-dimensional discrete bilinear systems
IMA Journal of Mathematical Control and Information | 1994-08-31 | Paper |
Stability results for discrete-time linear systems with Markovian jumping parameters
Journal of Mathematical Analysis and Applications | 1994-07-07 | Paper |
Discretizations for the average impulse control of piecewise deterministic processes
Journal of Applied Probability | 1993-11-24 | Paper |
Mean-square stability for discrete bilinear systems in Hilbert space
Systems & Control Letters | 1993-01-04 | Paper |
Impulse control of piecewise-deterministic processes via linear programming
IEEE Transactions on Automatic Control | 1992-06-26 | Paper |
Lyapunov equation for infinite-dimensional discrete bilinear systems
Systems & Control Letters | 1992-06-25 | Paper |
Asymptotic Convergence for the Average Impulse Control of Piecewise Deterministic Processes
IMA Journal of Mathematical Control and Information | 1991-01-01 | Paper |
Stationary distributions for piecewise-deterministic Markov processes
Journal of Applied Probability | 1990-01-01 | Paper |
Impulse control of piecewise-deterministic processes
MCSS. Mathematics of Control, Signals, and Systems | 1989-01-01 | Paper |
Average Impulse Control of Piecewise Deterministic Processes
IMA Journal of Mathematical Control and Information | 1989-01-01 | Paper |
Approximations for optimal stopping of a piecewise-deterministic process
MCSS. Mathematics of Control, Signals, and Systems | 1988-01-01 | Paper |
Mean square stability conditions for discrete stochastic bilinear systems
IEEE Transactions on Automatic Control | 1985-01-01 | Paper |
