| Publication | Date of Publication | Type |
|---|
Stochastic control for organ donations: a review
Systems & Control Letters | 2023-06-26 | Paper |
Resilience to denial-of-service and integrity attacks: a structured systems approach
European Journal of Control | 2022-03-04 | Paper |
Random Directions Stochastic Approximation With Deterministic Perturbations
IEEE Transactions on Automatic Control | 2020-10-07 | Paper |
Notions of Centralized and Decentralized Opacity in Linear Systems
IEEE Transactions on Automatic Control | 2020-10-07 | Paper |
Probabilistically distorted risk-sensitive infinite-horizon dynamic programming
Automatica | 2019-02-05 | Paper |
Random directions stochastic approximation with deterministic perturbations
(available as arXiv preprint) | 2018-08-08 | Paper |
Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
A Survey of Some Model-Based Methods for Global Optimization
Systems & Control: Foundations & Applications | 2017-11-22 | Paper |
Solving Continuous-State POMDPs via Density Projection
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Necessary and Sufficient Conditions for State Equivalence to a Nonlinear Discrete-Time Observer Canonical Form
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
Recursive Learning Automata Approach to Markov Decision Processes
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
Evolutionary policy iteration for solving Markov decision processes
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
Two-person zero-sum markov games: receding horizon approach
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
Multitime scale markov decision processes
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
Estimation of hidden markov models: risk-sensitive filter banks and qualitative analysis of their sample paths
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
Linearization of discrete-time systems via restricted dynamic feedback
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
Particle Filtering Framework for a Class of Randomized Optimization Algorithms
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Cumulative weighting optimization
Journal of Global Optimization | 2016-06-29 | Paper |
Simulation-based algorithms for Markov decision processes
Communications and Control Engineering | 2013-04-16 | Paper |
A new stochastic derivative estimator for discontinuous payoff functions with application to financial derivatives
Operations Research | 2012-10-01 | Paper |
An evolutionary random policy search algorithm for solving Markov decision processes
INFORMS Journal on Computing | 2012-06-18 | Paper |
Pricing American-style derivatives with European call options
Management Science | 2012-02-21 | Paper |
Dynamic sample budget allocation in model-based optimization
Journal of Global Optimization | 2011-11-08 | Paper |
A Model Reference Adaptive Search Method for Global Optimization
Operations Research | 2009-08-13 | Paper |
An Adaptive Sampling Algorithm for Solving Markov Decision Processes
Operations Research | 2009-07-17 | Paper |
A model reference adaptive search method for stochastic global optimization
Communications in Information and Systems | 2009-06-17 | Paper |
A survey of some simulation-based algorithms for Markov decision processes
Communications in Information and Systems | 2008-08-14 | Paper |
Optimal joint preventive maintenance and production policies
Naval Research Logistics | 2008-01-23 | Paper |
Simulation-based algorithms for Markov decision processes.
Communications and Control Engineering | 2007-03-13 | Paper |
Risk-sensitive probability for Markov chains
Systems & Control Letters | 2006-09-25 | Paper |
Approximate receding horizon approach for Markov decision processes: average reward case
Journal of Mathematical Analysis and Applications | 2003-11-20 | Paper |
A time aggregation approach to Markov decision processes
Automatica | 2002-09-05 | Paper |
| scientific article; zbMATH DE number 2015385 (Why is no real title available?) | 2002-01-01 | Paper |
| Two timescale SPSA algorithms for rate-based ABR flow control | 2001-12-17 | Paper |
A probabilistic language formalism for stochastic discrete-event systems
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Mixed risk-neutral/minimax control of discrete-time, finite-state Markov decision processes
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Analysis of a risk-sensitive control problem for hidden Markov chains
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Extension based limited lookahead supervision of discrete event systems
Automatica | 2000-06-27 | Paper |
Existence of risk-sensitive optimal stationary policies for controlled Markov processes
Applied Mathematics and Optimization | 2000-06-15 | Paper |
Harnack's inequality for cooperative weakly coupled elliptic systems
Communications in Partial Differential Equations | 2000-04-13 | Paper |
Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes
Automatica | 1999-12-05 | Paper |
| scientific article; zbMATH DE number 1254158 (Why is no real title available?) | 1999-02-23 | Paper |
Stochastic differential games with multiple modes
Stochastic Analysis and Applications | 1998-09-20 | Paper |
Ergodic Control of Switching Diffusions
SIAM Journal on Control and Optimization | 1998-02-09 | Paper |
Risk-sensitive optimal control of hidden Markov models: structural results
IEEE Transactions on Automatic Control | 1997-12-04 | Paper |
A discrete event systems approach for protocol conversion
Discrete Event Dynamic Systems | 1997-09-18 | Paper |
Risk sensitive control of Markov processes in countable state space
Systems & Control Letters | 1997-02-27 | Paper |
| scientific article; zbMATH DE number 975562 (Why is no real title available?) | 1997-01-01 | Paper |
A note on an LQG regulator with Markovian switching and pathwise average cost
IEEE Transactions on Automatic Control | 1996-08-15 | Paper |
Corrections to "Finite buffer realization of input-output discrete event systems"
IEEE Transactions on Automatic Control | 1996-01-01 | Paper |
Finite buffer realization of input-output discrete-event systems
IEEE Transactions on Automatic Control | 1995-11-09 | Paper |
| scientific article; zbMATH DE number 440539 (Why is no real title available?) | 1995-05-28 | Paper |
Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria
ZOR Zeitschrift f� Operations Research Methods and Models of Operations Research | 1994-06-19 | Paper |
Optimal cost and policy for a Markovian replacement problem
Journal of Optimization Theory and Applications | 1994-04-27 | Paper |
Language Stability and Stabilizability of Discrete Event Dynamical Systems
SIAM Journal on Control and Optimization | 1994-04-20 | Paper |
Analysis of an adaptive control scheme for a partially observed controlled Markov chain
IEEE Transactions on Automatic Control | 1994-01-04 | Paper |
Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
SIAM Journal on Control and Optimization | 1993-12-06 | Paper |
| scientific article; zbMATH DE number 440540 (Why is no real title available?) | 1993-12-05 | Paper |
| scientific article; zbMATH DE number 440543 (Why is no real title available?) | 1993-11-28 | Paper |
| scientific article; zbMATH DE number 409884 (Why is no real title available?) | 1993-09-13 | Paper |
Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
SIAM Journal on Control and Optimization | 1993-09-13 | Paper |
Predicates and predicate transformers for supervisory control of discrete event dynamical systems
IEEE Transactions on Automatic Control | 1993-08-12 | Paper |
On supervisory control of sequential behaviors
IEEE Transactions on Automatic Control | 1993-08-12 | Paper |
On strong average optimality of Markov decision processes with unbounded costs
Operations Research Letters | 1993-01-16 | Paper |
On controllability and normality of discrete event dynamical systems
Systems & Control Letters | 1992-09-26 | Paper |
| scientific article; zbMATH DE number 15829 (Why is no real title available?) | 1992-06-25 | Paper |
Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes
Systems & Control Letters | 1992-06-25 | Paper |
On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes
Annals of Operations Research | 1991-01-01 | Paper |
A note on controlled diffusions with long finite horizon
Systems & Control Letters | 1991-01-01 | Paper |
On the computation of the optimal cost function for discrete time Markov models with partial observations
Annals of Operations Research | 1991-01-01 | Paper |
Formulas for calculating supremal controllable and normal sublanguages
Systems & Control Letters | 1990-01-01 | Paper |
Analysis of an identification algorithm arising in the adaptive estimation of Markov chains
MCSS. Mathematics of Control, Signals, and Systems | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4172885 (Why is no real title available?) | 1989-01-01 | Paper |
On supremal languages of classes of sublanguages that arise in supervisor synthesis problems with partial observation
MCSS. Mathematics of Control, Signals, and Systems | 1989-01-01 | Paper |
Supremal and maximal sublanguages arising in supervisor synthesis problems with partial observations
Mathematical Systems Theory | 1989-01-01 | Paper |
Nonparametric adaptive control of discrete-time partially observable stochastic systems
Journal of Mathematical Analysis and Applications | 1989-01-01 | Paper |
Discretization procedures for adaptive Markov control processes
Journal of Mathematical Analysis and Applications | 1989-01-01 | Paper |
Distribution of dynamic loads for multiple cooperating robot manipulators
Journal of Robotic Systems | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4102954 (Why is no real title available?) | 1988-01-01 | Paper |
Immersion and immersion by nonsingular feedback of a discrete-time nonlinear system into a linear system
IEEE Transactions on Automatic Control | 1988-01-01 | Paper |
On input-output linearization of discrete-time nonlinear systems
Systems & Control Letters | 1987-01-01 | Paper |
Adaptive control of Markov processes with incomplete state information and unknown parameters
Journal of Optimization Theory and Applications | 1987-01-01 | Paper |
Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution
Systems & Control Letters | 1987-01-01 | Paper |
On adaptive control of stochastic bilinear systems
IEEE Transactions on Automatic Control | 1987-01-01 | Paper |
Approximate and local linearizability of non-linear discrete-time systems
International Journal of Control | 1986-01-01 | Paper |
The structure of nonlinear control systems possessing symmetries
IEEE Transactions on Automatic Control | 1985-01-01 | Paper |
Adaptive control of discounted Markov decision chains
Journal of Optimization Theory and Applications | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3856962 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3887543 (Why is no real title available?) | 1984-01-01 | Paper |
Optimal control of systems possessing symmetries
IEEE Transactions on Automatic Control | 1984-01-01 | Paper |
Optimal adaptive control of priority assignment in queueing systems
Systems & Control Letters | 1984-01-01 | Paper |
Algebraic and Geometric Methods in Nonlinear Filtering
SIAM Journal on Control and Optimization | 1984-01-01 | Paper |
Identification and approximation of queueing systems
IEEE Transactions on Automatic Control | 1984-01-01 | Paper |
Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem
Systems & Control Letters | 1983-01-01 | Paper |
Current algebras and the identification problem
Stochastics | 1983-01-01 | Paper |
Adaptive control of service in queueing systems
Systems & Control Letters | 1983-01-01 | Paper |
Asymptotic expansions and Lie algebras for some nonlinear filtering problems
IEEE Transactions on Automatic Control | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3861023 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3781059 (Why is no real title available?) | 1982-01-01 | Paper |
Static team problems--Part I: Sufficient conditions and the exponential cost criterion
IEEE Transactions on Automatic Control | 1982-01-01 | Paper |
Static team problems--Part II: Affine control laws, projections, algorithms, and the LEGT problem
IEEE Transactions on Automatic Control | 1982-01-01 | Paper |
Explicit filters for diffusions with certain nonlinear drifts<sup>†</sup>
Stochastics | 1982-01-01 | Paper |
On lie algebras and finite dimensional filtering
Stochastics | 1982-01-01 | Paper |
Low dimensional filters for a class of finite state estimation problems with Poisson observations
Systems & Control Letters | 1982-01-01 | Paper |
The dynamic linear exponential Gaussian team problem
IEEE Transactions on Automatic Control | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3773484 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3771478 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3807472 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3799528 (Why is no real title available?) | 1981-01-01 | Paper |
Modeling and approximation of stochastic differential equations driven by semimartingales<sup>†</sup>
Stochastics | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3746943 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3746942 (Why is no real title available?) | 1980-01-01 | Paper |
A decentralized team decision problem with an exponential cost criterion
IEEE Transactions on Automatic Control | 1980-01-01 | Paper |
Estimator performance for a class of nonlinear estimation problems
IEEE Transactions on Automatic Control | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3668467 (Why is no real title available?) | 1979-01-01 | Paper |
Stochastic stability for a class of systems with multiplicative state noise
IEEE Transactions on Automatic Control | 1979-01-01 | Paper |
Optimal nonlinear estimation for a class of discrete-time stochastic systems
IEEE Transactions on Automatic Control | 1979-01-01 | Paper |
Modeling and analysis of stochastic differential equations driven by point processes
IEEE Transactions on Information Theory | 1978-01-01 | Paper |
Algebraic Structure and Finite Dimensional Nonlinear Estimation
SIAM Journal on Mathematical Analysis | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3577133 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3534386 (Why is no real title available?) | 1976-01-01 | Paper |
Analysis of bilinear noise models in circuits and devices
Journal of the Franklin Institute | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3513622 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3537543 (Why is no real title available?) | 1975-01-01 | Paper |
On the stochastic stability of linear systems containing colored multiplicative noise
IEEE Transactions on Automatic Control | 1975-01-01 | Paper |
