| Publication | Date of Publication | Type |
|---|
| Fault accommodation controller under Markovian jump linear systems with asynchronous modes | 2023-10-30 | Paper |
| Adaptive discounted control for piecewise deterministic Markov processes | 2023-08-29 | Paper |
| Reduced-order energy-to-peak filtering for hidden Markov jump linear systems | 2023-01-30 | Paper |
| Optimal Control of Piecewise Deterministic Markov Processes | 2022-11-15 | Paper |
| Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes | 2022-07-08 | Paper |
| Robust static output feedback control for hidden Markov jump linear systems | 2022-05-06 | Paper |
| Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models | 2022-04-07 | Paper |
| A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises | 2022-02-08 | Paper |
| Mixed đ2/đâ filtering for Markov jump linear systems | 2022-02-07 | Paper |
| Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises | 2022-02-04 | Paper |
| Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises | 2022-01-19 | Paper |
| Network-Aware Controller Design With Performance Guarantees for Linear Wireless Systems | 2021-09-09 | Paper |
| Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes | 2021-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149117 | 2021-02-06 | Paper |
| A Detector-Based Approach for the Constrained Quadratic Control of Discrete-Time Markovian Jump Linear Systems | 2020-10-07 | Paper |
| An iterative approach for the discreteâtime dynamic control of Markov jump linear systems with partial information | 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 | 2018-12-10 | Paper |
| Bayesian Portfolio Optimization for Electricity Generation Planning | 2018-10-15 | Paper |
| Mixed control of hidden Markov jump systems | 2018-05-09 | Paper |
| $H_2$-Control of Continuous-Time Hidden Markov Jump Linear Systems | 2017-11-10 | Paper |
| Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market | 2017-08-25 | Paper |
| A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters | 2017-08-25 | Paper |
| Comments on âStochastic Stability of Jump Linear Systemsâ | 2017-07-12 | Paper |
| Optimal linear mean square filter for continuous-time jump linear systems | 2017-07-12 | Paper |
| Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems | 2017-06-20 | Paper |
| LQ Control of Discrete-Time Jump Systems With Markov Chain in a General Borel Space | 2017-05-16 | Paper |
| Stochastic Stability of Jump Discrete-Time Linear Systems With Markov Chain in a General Borel Space | 2017-05-16 | Paper |
| H2-Filtering for discrete-time hidden Markov jump systems | 2017-04-21 | Paper |
| Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes | 2016-06-07 | Paper |
| Quadratic andHâswitching control for discrete-time linear systems with multiplicative noises | 2015-01-14 | Paper |
| A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes | 2015-01-06 | Paper |
| Stochastic stabilization and induced \(\ell_2\)-gain for discrete-time Markov jump Lur'e systems with control saturation | 2014-10-27 | Paper |
| Discussion on: ``Mean square exponential stability for some stochastic linear discrete time systems | 2014-08-12 | Paper |
| Discussion on: ``On the sensitivity of the coupled continuous-time Riccati equation | 2014-08-07 | Paper |
| Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises | 2014-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4925754 | 2013-06-12 | Paper |
| Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions | 2013-06-11 | Paper |
| Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises | 2013-03-12 | Paper |
| Continuous-Time Markov Jump Linear Systems | 2012-11-15 | Paper |
| Average control of Markov decision processes with Feller transition probabilities and general action spaces | 2012-09-26 | Paper |
| Singularly Perturbed Discounted Markov Control Processes in a General State Space | 2012-08-10 | Paper |
| Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes | 2011-05-25 | Paper |
| Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises | 2011-04-19 | Paper |
| Average Continuous Control of Piecewise Deterministic Markov Processes | 2011-03-21 | Paper |
| The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes | 2010-11-22 | Paper |
| The Vanishing Discount Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes | 2010-02-02 | Paper |
| Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise | 2009-07-23 | Paper |
| Stability and Ergodicity of Piecewise Deterministic Markov Processes | 2009-03-27 | Paper |
| A generalized multi-period mean-variance portfolio optimization with Markov switching parameters | 2009-03-02 | Paper |
| The Vanishing Approach for the Average Continuous Control of Piecewise Deterministic Markov Processes | 2008-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5444393 | 2008-02-25 | Paper |
| Multiperiod mean-variance optimization with intertemporal restrictions | 2008-02-18 | Paper |
| Ergodic properties and ergodic decompositions of continuous-time Markov processes | 2007-08-23 | Paper |
| Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems | 2007-05-15 | Paper |
| A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations | 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 | 2007-03-20 | Paper |
| A sufficient condition for the existence of an invariant probability measure for Markov processes | 2006-01-26 | Paper |
| On the ergodic decomposition for a class of Markov chains | 2005-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4651858 | 2005-02-22 | Paper |
| \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems | 2005-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4459803 | 2004-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4438385 | 2004-03-04 | Paper |
| Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters | 2004-02-15 | Paper |
| On the Poisson Equation for Piecewise-Deterministic Markov Processes | 2004-01-08 | Paper |
| Necessary and sufficient conditions for non-singular invariant probability measures for Feller Markov chains | 2003-08-11 | Paper |
| Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems | 2002-09-01 | Paper |
| Robust portfolio selection using linear-matrix inequalities | 2002-03-03 | Paper |
| Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations | 2001-12-05 | Paper |
| \(H_\infty\)-control for linear time-delay systems with Markovian jumping parameters | 2001-10-16 | Paper |
| Invariant probability measures for a class of Feller Markov chains | 2001-10-16 | Paper |
| Optimal stopping with continuous control of piecewise deterministic Markov processes | 2001-08-23 | Paper |
| Impulse and continuous control of piecewise deterministic Markov processes | 2001-03-20 | Paper |
| Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems | 2000-10-17 | Paper |
| Output feedback control of Markov jump linear systems in continuous-time | 2000-10-17 | Paper |
| Robust H 2-control for discrete-time Markovian jump linear systems | 2000-06-12 | Paper |
| Constrained quadratic state feedback control of discrete-time Markovian jump linear systems | 2000-04-04 | Paper |
| Solutions for the linear-quadratic control problem of Markov jump linear systems | 2000-01-31 | Paper |
| Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis | 1999-12-05 | Paper |
| Stability of Piecewise-Deterministic Markov Processes | 1999-11-23 | Paper |
| Linear minimum mean square error estimation for discrete-time Markovian jump linear systems | 1999-11-08 | Paper |
| Necessary and sufficient condition for robust stability and stabilizability of continuous-time linear systems with Markovian jumps | 1999-09-05 | Paper |
| Maximal and stabilizing hermitian solutions for discrete-time coupled algebraic Riccati equations | 1999-06-28 | Paper |
| Design of robust controller for linear systems with Markovian jumping parameters | 1999-05-31 | Paper |
| A convex programming approach to H2 control of discrete-time markovian jump linear systems | 1999-05-05 | Paper |
| Mixed H/sub 2//H/sub â/-control of discrete-time Markovian jump linear systems | 1999-03-04 | Paper |
| Jump Lq-Optimal Control For Discrete-Time Markovian Systems With Stochastic Inputs | 1998-11-01 | Paper |
| A new approach to lineary perturbed Riccati equations arising in stochastic control | 1998-09-21 | Paper |
| Quadratic optimal control for discrete-time infinite-dimensional stochastic bilinear systems | 1998-08-30 | Paper |
| Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems | 1997-05-29 | Paper |
| Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations | 1997-02-04 | Paper |
| Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems | 1996-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4859008 | 1996-05-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4877362 | 1996-05-12 | Paper |
| Discrete-time coupled Riccati equations for systems with Markov switching parameters | 1996-04-28 | Paper |
| On mean-square-stable bilinear systems | 1996-01-23 | Paper |
| Riccati equation for infinite-dimensional discrete bilinear systems | 1994-08-31 | Paper |
| Stability results for discrete-time linear systems with Markovian jumping parameters | 1994-07-07 | Paper |
| Discretizations for the average impulse control of piecewise deterministic processes | 1993-11-24 | Paper |
| Mean-square stability for discrete bilinear systems in Hilbert space | 1993-01-04 | Paper |
| Impulse control of piecewise-deterministic processes via linear programming | 1992-06-26 | Paper |
| Lyapunov equation for infinite-dimensional discrete bilinear systems | 1992-06-25 | Paper |
| Asymptotic Convergence for the Average Impulse Control of Piecewise Deterministic Processes | 1991-01-01 | Paper |
| Stationary distributions for piecewise-deterministic Markov processes | 1990-01-01 | Paper |
| Impulse control of piecewise-deterministic processes | 1989-01-01 | Paper |
| Average Impulse Control of Piecewise Deterministic Processes | 1989-01-01 | Paper |
| Approximations for optimal stopping of a piecewise-deterministic process | 1988-01-01 | Paper |
| Mean square stability conditions for discrete stochastic bilinear systems | 1985-01-01 | Paper |
