| Publication | Date of Publication | Type |
|---|
The projected Bellman equation in reinforcement learning
IEEE Transactions on Automatic Control | 2025-01-21 | Paper |
Diffusion approximations and control variates for MCMC
Computational Mathematics and Mathematical Physics | 2024-06-10 | Paper |
State-Space Collapse in Resource Allocation for Demand Dispatch and Its Implications for Distributed Control Design
IEEE Transactions on Automatic Control | 2024-02-29 | Paper |
Kullback–Leibler-Quadratic Optimal Control
SIAM Journal on Control and Optimization | 2023-11-14 | Paper |
Q-Learning With Uniformly Bounded Variance
IEEE Transactions on Automatic Control | 2023-09-25 | Paper |
Controlled interacting particle algorithms for simulation-based reinforcement learning
Systems \& Control Letters | 2022-12-02 | Paper |
Fundamental design principles for reinforcement learning algorithms
| 2022-10-28 | Paper |
Feature Projection for Optimal Transport
| 2022-08-03 | Paper |
Control systems and reinforcement learning
| 2022-06-01 | Paper |
Differential Temporal Difference Learning
IEEE Transactions on Automatic Control | 2022-02-23 | Paper |
Revisiting the ODE method for recursive algorithms: fast convergence using quasi stochastic approximation
Journal of Systems Science and Complexity | 2022-01-21 | Paper |
The Conditional Poincar\'e Inequality for Filter Stability
| 2021-03-26 | Paper |
Diffusion map-based algorithm for gain function approximation in the feedback particle filter
SIAM/ASA Journal on Uncertainty Quantification | 2020-08-31 | Paper |
Geometric ergodicity in a weighted Sobolev space
The Annals of Probability | 2020-05-29 | Paper |
Variance Reduction in Simulation of Multiclass Processing Networks
| 2020-05-28 | Paper |
Distributed control design for balancing the grid using flexible loads
| 2019-09-18 | Paper |
What is the Lagrangian for Nonlinear Filtering?
| 2019-03-26 | Paper |
Optimal Rate of Convergence for Quasi-Stochastic Approximation
| 2019-03-17 | Paper |
An Approach to Duality in Nonlinear Filtering
| 2018-09-27 | Paper |
Action-Constrained Markov Decision Processes With Kullback-Leibler Cost
| 2018-07-26 | Paper |
Distributed Computation of Equilibria in Misspecified Convex Stochastic Nash Games
IEEE Transactions on Automatic Control | 2018-06-27 | Paper |
Ergodic theory for controlled Markov chains with stationary inputs
The Annals of Applied Probability | 2018-05-25 | Paper |
Ordinary differential equation methods for Markov decision processes and application to Kullback-Leibler control cost
SIAM Journal on Control and Optimization | 2018-02-12 | Paper |
Synchronization of Coupled Oscillators is a Game
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
Feedback Particle Filter
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
Random-Time, State-Dependent Stochastic Drift for Markov Chains and Application to Stochastic Stabilization Over Erasure Channels
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
Optimal Kullback-Leibler Aggregation via Spectral Theory of Markov Chains
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Universal and Composite Hypothesis Testing via Mismatched Divergence
IEEE Transactions on Information Theory | 2017-07-27 | Paper |
Minimax Robust Quickest Change Detection
IEEE Transactions on Information Theory | 2017-07-27 | Paper |
State Estimation for the Individual and the Population in Mean Field Control With Application to Demand Dispatch
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
A Random Search Framework for Convergence Analysis of Distributed Beamforming With Feedback
IEEE Transactions on Information Theory | 2017-07-27 | Paper |
Workload models for stochastic networks: value functions and performance evaluation
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Management of Demand-Driven Production Systems
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Approximating a diffusion by a finite-state hidden Markov model
Stochastic Processes and their Applications | 2017-06-30 | Paper |
Generalized Error Exponents for Small Sample Universal Hypothesis Testing
IEEE Transactions on Information Theory | 2017-06-08 | Paper |
Learning in Mean-Field Games
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Ancillary Service to the Grid Using Intelligent Deferrable Loads
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Feedback Particle Filter for a Continuous-time Markov Chain
IEEE Transactions on Automatic Control | 2017-05-03 | Paper |
On the \(f\)-norm ergodicity of Markov processes in continuous time
Electronic Communications in Probability | 2016-12-21 | Paper |
Error Estimates for the Kernel Gain Function Approximation in the Feedback Particle Filter
| 2016-12-16 | Paper |
Multivariable feedback particle filter
Automatica | 2016-09-09 | Paper |
Rationally inattentive control of Markov processes
SIAM Journal on Control and Optimization | 2016-04-25 | Paper |
Poisson's equation in nonlinear filtering
SIAM Journal on Control and Optimization | 2015-06-02 | Paper |
On the efficiency of equilibria in mean-field oscillator games
Dynamic Games and Applications | 2015-02-03 | Paper |
Large deviation asymptotics for busy periods
Stochastic Systems | 2014-10-07 | Paper |
Estimating Loynes' exponent
Queueing Systems | 2013-11-25 | Paper |
Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control
Automatica | 2013-08-28 | Paper |
Large deviations for the empirical mean of an M/M/\(1\) queue
Queueing Systems | 2013-07-05 | Paper |
Geometric ergodicity and the spectral gap of non-reversible Markov chains
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-01-14 | Paper |
Efficiency and marginal cost pricing in dynamic competitive markets with friction
Theoretical Economics | 2010-10-01 | Paper |
On exponential ergodicity of multiclass queueing networks
Queueing Systems | 2010-06-11 | Paper |
Coding and control for communication networks
Queueing Systems | 2010-03-17 | Paper |
Stability and Asymptotic Optimality of Generalized MaxWeight Policies
SIAM Journal on Control and Optimization | 2009-11-27 | Paper |
Markov Chains and Stochastic Stability
| 2009-06-04 | Paper |
Characterization and Computation of Optimal Distributions for Channel Coding
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Robust Measurement-Based Admission Control Using Markov's Theory of Canonical Distributions
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Computable exponential bounds for screened estimation and simulation
The Annals of Applied Probability | 2008-08-20 | Paper |
The ODE method for stability of skip-free Markov chains with applications to MCMC
The Annals of Applied Probability | 2008-04-23 | Paper |
Control Techniques for Complex Networks
| 2008-02-25 | Paper |
scientific article; zbMATH DE number 5208524 (Why is no real title available?)
| 2007-11-05 | Paper |
Reliability by design in distributed power transmission networks
Automatica | 2006-10-05 | Paper |
Worst-case large-deviation asymptotics with application to queueing and information theory
Stochastic Processes and their Applications | 2006-06-30 | Paper |
Large deviation asymptotics and control variates for simulating large functions
The Annals of Applied Probability | 2006-06-29 | Paper |
Randomized Algorithms for Semi-Infinite Programming Problems
Probabilistic and Randomized Methods for Design under Uncertainty | 2006-04-18 | Paper |
Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
Mathematics of Operations Research | 2005-11-11 | Paper |
Dynamic safety-stocks for asymptotic optimality in stochastic networks
Queueing Systems | 2005-11-07 | Paper |
Large deviations asymptotics and the spectral theory of multiplicatively regular Markov proces\-ses
Electronic Journal of Probability | 2005-03-08 | Paper |
Metastability of Diffusion Processes
Solid Mechanics and Its Applications | 2005-02-11 | Paper |
Phase transitions and metastability in Markovian and molecular systems
The Annals of Applied Probability | 2004-06-10 | Paper |
Sequencing and Routing in Multiclass Queueing Networks Part II: Workload Relaxations
SIAM Journal on Control and Optimization | 2004-01-08 | Paper |
In search of sensitivity in network optimization
Queueing Systems | 2003-09-22 | Paper |
Performance evaluation and policy selection in multiclass networks
Discrete Event Dynamic Systems | 2003-05-11 | Paper |
Spectral theory and limit theorems for geometrically ergodic Markov processes
The Annals of Applied Probability | 2003-05-06 | Paper |
Obituary: Richard Lewis Tweedie
Journal of Applied Probability | 2003-03-20 | Paper |
scientific article; zbMATH DE number 1786122 (Why is no real title available?)
| 2002-08-21 | Paper |
Algorithms for optimization and stabilization of controlled Markov chains.
Sādhanā | 2002-02-18 | Paper |
scientific article; zbMATH DE number 2015372 (Why is no real title available?)
| 2002-01-01 | Paper |
Sequencing and routing in multiclass queueing networks. I: Feedback regulation
SIAM Journal on Control and Optimization | 2001-10-29 | Paper |
Bounds on achievable performance in the identification and adaptive control of time-varying systems
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Value iteration and optimization of multiclass queueing networks
Queueing Systems | 2000-09-10 | Paper |
The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
SIAM Journal on Control and Optimization | 2000-03-19 | Paper |
The policy iteration algorithm for average reward Markov decision processes with general state space
IEEE Transactions on Automatic Control | 1998-08-12 | Paper |
Piecewise linear test functions for stability and instability of queueing networks
Queueing Systems | 1998-07-28 | Paper |
scientific article; zbMATH DE number 1060036 (Why is no real title available?)
| 1998-01-28 | Paper |
Transience of multiclass queueing networks via fluid limit models
The Annals of Applied Probability | 1997-07-07 | Paper |
Computable exponential convergence rates for stochastically ordered Markov processes
The Annals of Applied Probability | 1997-06-10 | Paper |
A Liapounov bound for solutions of the Poisson equation
The Annals of Probability | 1997-02-20 | Paper |
Duality and linear programs for stability and performance analysis of queuing networks and scheduling policies
IEEE Transactions on Automatic Control | 1996-09-15 | Paper |
Exponential and uniform ergodicity of Markov processes
The Annals of Probability | 1996-07-07 | Paper |
Stability of acyclic multiclass queueing networks
IEEE Transactions on Automatic Control | 1996-06-04 | Paper |
Stability and convergence of moments for multiclass queueing networks via fluid limit models
IEEE Transactions on Automatic Control | 1996-01-07 | Paper |
Computable bounds for geometric convergence rates of Markov chains
The Annals of Applied Probability | 1995-05-14 | Paper |
Stability of queueing networks and scheduling policies
IEEE Transactions on Automatic Control | 1995-05-11 | Paper |
scientific article; zbMATH DE number 744090 (Why is no real title available?)
| 1995-04-17 | Paper |
State-dependent criteria for convergence of Markov chains
The Annals of Applied Probability | 1995-01-03 | Paper |
Model reference adaptive control of time varying and stochastic systems
IEEE Transactions on Automatic Control | 1994-07-21 | Paper |
Stability of generalized Jackson networks
The Annals of Applied Probability | 1994-06-19 | Paper |
scientific article; zbMATH DE number 475325 (Why is no real title available?)
| 1994-04-06 | Paper |
scientific article; zbMATH DE number 475324 (Why is no real title available?)
| 1994-04-06 | Paper |
Stability of Markovian processes II: continuous-time processes and sampled chains
Advances in Applied Probability | 1994-02-17 | Paper |
Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
Advances in Applied Probability | 1994-02-17 | Paper |
scientific article; zbMATH DE number 440430 (Why is no real title available?)
| 1994-01-02 | Paper |
scientific article; zbMATH DE number 440552 (Why is no real title available?)
| 1993-11-28 | Paper |
Markov chains and stochastic stability
Communications and Control Engineering | 1993-11-02 | Paper |
GEOMETRIC ERGODICITY OF A DOUBLY STOCHASTIC TIME SERIES MODEL
Journal of Time Series Analysis | 1993-06-29 | Paper |
Recurrence times of buffer overflows in Jackson networks
IEEE Transactions on Information Theory | 1993-05-16 | Paper |
Stability of Markovian processes I: criteria for discrete-time Chains
Advances in Applied Probability | 1992-10-04 | Paper |
Stability, convergence, and performance of an adaptive control algorithm applied to a randomly varying system
IEEE Transactions on Automatic Control | 1992-09-27 | Paper |
Asymptotic Behavior of Stochastic Systems Possessing Markovian Realizations
SIAM Journal on Control and Optimization | 1991-01-01 | Paper |
Ergodic Theorems for Discrete Time Stochastic Systems Using a Stochastic Lyapunov Function
SIAM Journal on Control and Optimization | 1989-01-01 | Paper |
Adaptive control for time-varying systems: A combination of Martingale and Markov chain techniques
International Journal of Adaptive Control and Signal Processing | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4121892 (Why is no real title available?)
| 1989-01-01 | Paper |
A new approach to stochastic adaptive control
IEEE Transactions on Automatic Control | 1987-01-01 | Paper |
The zero divisor problem of multivariable stochastic adaptive control
Systems \& Control Letters | 1985-01-01 | Paper |
Extremely Fast Convergence Rates for Extremum Seeking Control with Polyak-Ruppert Averaging
| N/A | Paper |
Markovian Foundations for Quasi-Stochastic Approximation with Applications to Extremum Seeking Control
| N/A | Paper |
