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1

Stochastic Calculus for Fractional Brownian Motion I. Theory

Duncan, Tyrone E., Hu, Yaozhong, Pasik-Duncan, Bozenna

Journal:

SIAM Journal on Control and Optimization

Year:

2000

Language:

english

File:

PDF, 512 KB

english, 2000

2

STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE

DUNCAN, T. E., JAKUBOWSKI, J., PASIK-DUNCAN, B.

Journal:

Stochastics and Dynamics

Year:

2006

Language:

english

File:

PDF, 294 KB

english, 2006

3

FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES

DUNCAN, T. E., PASIK-DUNCAN, B., MASLOWSKI, B.

Journal:

Stochastics and Dynamics

Year:

2002

Language:

english

File:

PDF, 379 KB

english, 2002

4

A Kiefer-Wolfowitz algorithm with randomized differences

Chen, H.F., Duncan, T.E., Pasik-Duncan, B.

Journal:

IEEE Transactions on Automatic Control

Year:

1999

Language:

english

File:

PDF, 695 KB

english, 1999

5

[Lecture Notes in Control and Information Sciences] Stochastic Theory and Adaptive Control Volume 184 || Consistent estimation of the order of Hidden Markov Chains

Duncan, T. E., Pasik-Duncan, B.

Year:

1992

Language:

english

File:

PDF, 627 KB

english, 1992

6

Adaptive control of a continuous-time portfolio and consumption model

T. E. Duncan, B. Pasik-Duncan

Journal:

Journal of Optimization Theory and Applications

Year:

1989

Language:

english

File:

PDF, 277 KB

english, 1989

7

Guest Editorial Special Issue on Stochastic Control Methods in Financial Engineering

Pasik-Duncan, B., Elliott, R., Davis, M.

Journal:

IEEE Transactions on Automatic Control

Year:

2004

Language:

english

File:

PDF, 38 KB

english, 2004

8

[Lecture Notes in Control and Information Sciences] Stochastic Theory and Adaptive Control Volume 184 || Uniform convergence of the solutions to Riccati Equations arising in boundary/point control problems

Duncan, T. E., Pasik-Duncan, B.

Year:

1992

Language:

english

File:

PDF, 666 KB

english, 1992

9

Rate of convergence for an estimator in a portfolio and consumption model

T. E. Duncan, B. Pasik-Duncan

Journal:

Journal of Optimization Theory and Applications

Year:

1989

Language:

english

File:

PDF, 270 KB

english, 1989

10

2015 Proceedings of the Conference on Control and its Applications || Fractional order PI λ D μ controller design for mechatronic systems

Bonnet, Catherine, Pasik-Duncan, Bozenna, Ozbay, Hitay, Zhang, Qing

Year:

2015

Language:

english

File:

PDF, 282 KB

english, 2015

11

2015 Proceedings of the Conference on Control and its Applications || Estimating the relative position of mobile agents on Jordan curves from ambiguous proximity data

Bonnet, Catherine, Pasik-Duncan, Bozenna, Ozbay, Hitay, Zhang, Qing

Year:

2015

Language:

english

File:

PDF, 207 KB

english, 2015

12

Semi-Explicit Solutions to some Non-Linear Non-Quadratic Mean-Field-Type Games: A Direct Method

Barreiro-Gomez, Julian, Duncan, Tyrone E., Pasik-Duncan, Bozenna, Tembine, Hamidou

Journal:

IEEE Transactions on Automatic Control

Year:

2019

Language:

english

File:

PDF, 559 KB

english, 2019

13

Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions

Duncan, T. E., Maslowski, B., Pasik-Duncan, B.

Journal:

SIAM Journal on Control and Optimization

Year:

2012

Language:

english

File:

PDF, 294 KB

english, 2012

14

Control theory methods for consistency in some least squares identification problems

Duncan, T.E., Mandl, P., Pasik-Duncan, B.

Journal:

IEEE Transactions on Automatic Control

Year:

1993

Language:

english

File:

PDF, 422 KB

english, 1993

15

[Lecture Notes in Control and Information Sciences] Stochastic Theory and Adaptive Control Volume 184 || Certainty equivalence with uncertainty adjustments in stochastic adaptive control

Duncan, T. E., Pasik-Duncan, B.

Year:

1992

Language:

english

File:

PDF, 762 KB

english, 1992

16

Linear-Quadratic Fractional Gaussian Control

Duncan, Tyrone E., Pasik-Duncan, Bozenna

Journal:

SIAM Journal on Control and Optimization

Year:

2013

Language:

english

File:

PDF, 207 KB

english, 2013

17

2015 Proceedings of the Conference on Control and its Applications || Dynamic Risk Measures for Finite-State Partially Observable Markov Decision Problems

Bonnet, Catherine, Pasik-Duncan, Bozenna, Ozbay, Hitay, Zhang, Qing

Year:

2015

Language:

english

File:

PDF, 141 KB

english, 2015

18

[Lecture Notes in Control and Information Sciences] Stochastic Theory and Adaptive Control Volume 184 || System and control theory perspectives of the IMAGE greenhouse model

Duncan, T. E., Pasik-Duncan, B.

Year:

1992

Language:

english

File:

PDF, 739 KB

english, 1992

19

Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion

T. E. Duncan, B. Maslowski, B. Pasik-Duncan

Journal:

International Journal of Adaptive Control and Signal Processing

Year:

2009

Language:

english

File:

PDF, 151 KB

english, 2009

20

Robust optimal control for minimax stochastic linear quadratic problem

Poznyak, A. S., Duncan, T. E., Pasik-Duncan, B., Boltyansky, V. G.

Journal:

International Journal of Control

Year:

2002

Language:

english

File:

PDF, 302 KB

english, 2002

21

Numerical differentiation and parameter estimation in higher-order linear stochastic systems

T. Duncan, P. Mandl, B. Pasik-duncan

Journal:

IEEE Transactions on Automatic Control

Year:

1996

Language:

english

File:

PDF, 885 KB

english, 1996

22

A note on sampling and parameter estimation in linear stochastic systems

Duncan, T.E., Mandl, P., Pasik-Duncan, B.

Journal:

IEEE Transactions on Automatic Control

Year:

1999

Language:

english

File:

PDF, 211 KB

english, 1999

23

2015 Proceedings of the Conference on Control and its Applications || Lyapunov-Razumikhin Methods for Stabilization in the Sample-and-Hold Sense of Retarded Nonlinear Systems

Bonnet, Catherine, Pasik-Duncan, Bozenna, Ozbay, Hitay, Zhang, Qing

Year:

2015

Language:

english

File:

PDF, 175 KB

english, 2015

24

Almost self-optimizing strategies for the adaptive control of diffusion processes

T. E. Duncan, B. Pasik-Duncan, L. Stettner

Journal:

Journal of Optimization Theory and Applications

Year:

1994

Language:

english

File:

PDF, 903 KB

english, 1994

25

Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise

Duncan, Tyrone E., Pasik-Duncan, Bozenna

Journal:

IEEE Transactions on Automatic Control

Year:

2013

Language:

english

File:

PDF, 1.16 MB

english, 2013

26

On the ergodic and the adaptive control of stochastic differential delay systems

T. E. Duncan, B. Pasik-Duncan, L. Stettner

Journal:

Journal of Optimization Theory and Applications

Year:

1994

Language:

english

File:

PDF, 797 KB

english, 1994

27

[IEEE 2010 49th IEEE Conference on Decision and Control (CDC) - Atlanta, GA, USA (2010.12.15-2010.12.17)] 49th IEEE Conference on Decision and Control (CDC) -

Duncan, T. E., Pasik-Duncan, B.

Year:

2010

Language:

english

File:

PDF, 171 KB

english, 2010

28

[IEEE 2009 Joint 48th IEEE Conference on Decision and Control (CDC) and 28th Chinese Control Conference (CCC) - Shanghai, China (2009.12.15-2009.12.18)] Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference -

Duncan, T. E., Pasik-Duncan, B.

Year:

2009

Language:

english

File:

PDF, 289 KB

english, 2009

29

Adaptive continuous-time linear quadratic Gaussian control

Duncan, T.E., Guo, L., Pasik-Duncan, B.

Journal:

IEEE Transactions on Automatic Control

Year:

1999

Language:

english

File:

PDF, 284 KB

english, 1999

30

Identification and adaptive control of some stochastic distributed parameter systems

B. Pasik-Duncan

Journal:

International Journal of Adaptive Control and Signal Processing

Year:

2001

Language:

english

File:

PDF, 172 KB

english, 2001

31

On statistical sampling for system testing

Duncan, T.E., Mandl, P., Pasik-Duncan, B.

Journal:

IEEE Transactions on Automatic Control

Year:

1994

Language:

english

File:

PDF, 398 KB

english, 1994

32

[Lecture Notes in Control and Information Sciences] Stochastic Theory and Control Volume 280 ||

Pasik-Duncan, Bozenna

Year:

2006

Language:

english

File:

PDF, 6.42 MB

english, 2006

33

[IEEE 1999 American Control Conference - San Diego, CA, USA (2-4 June 1999)] Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251) - Analysis and modeling of ATM traffic data

Chu, Y., Duncan, T.E., Matache, M.T., Pasik-Duncan, B., Zimmer, P.

Year:

1999

Language:

english

File:

PDF, 287 KB

english, 1999

34

Adaptive Control

Pasik-Duncan, B.

Journal:

IEEE Control Systems

Year:

1996

Language:

english

File:

PDF, 288 KB

english, 1996

35

[IEEE 26th IEEE Conference on Decision and Control - Los Angeles, California, USA (1987.12.9-1987.12.11)] 26th IEEE Conference on Decision and Control - Adaptive control of some continuous time portfolio and consumption models

Duncan, T., Pasik-Duncan, B.

Year:

1987

Language:

english

File:

PDF, 245 KB

english, 1987

36

2015 Proceedings of the Conference on Control and its Applications || Nonlinear Unknown Input Observability: Analytical expression of the observable codistribution in the case of a single unknown input

Bonnet, Catherine, Pasik-Duncan, Bozenna, Ozbay, Hitay, Zhang, Qing

Year:

2015

Language:

english

File:

PDF, 245 KB

english, 2015

37

2015 Proceedings of the Conference on Control and its Applications || Stability issues in disturbance decoupling for switching linear systems

Bonnet, Catherine, Pasik-Duncan, Bozenna, Ozbay, Hitay, Zhang, Qing

Year:

2015

Language:

english

File:

PDF, 167 KB

english, 2015

38

[American Autom Control Council 1995 American Control Conference - ACC'95 - Seattle, WA, USA (21-23 June 1995)] Proceedings of 1995 American Control Conference - ACC'95 - Some results for the identification and adaptive control of stochastic linear and semilinear systems

Chen, H.F., Duncan, T.E., Pasik-Duncan, B.

Year:

1995

Language:

english

File:

PDF, 431 KB

english, 1995

39

[IEEE 2015 54th IEEE Conference on Decision and Control (CDC) - Osaka, Japan (2015.12.15-2015.12.18)] 2015 54th IEEE Conference on Decision and Control (CDC) - Some stochastic differential games with state dependent noise

Duncan, T. E., Pasik-Duncan, B.

Year:

2015

Language:

english

File:

PDF, 158 KB

english, 2015

40

[Lecture Notes in Control and Information Sciences] Stochastic Theory and Adaptive Control Volume 184 || Controlled diffusions with rapidly oscillating unknown parameter processes

Duncan, T. E., Pasik-Duncan, B.

Year:

1992

Language:

english

File:

PDF, 435 KB

english, 1992

41

An Approach to Adaptive Boundary Control of Linear Stochastic Distributed Parameter Systems *

Duncan, T.E., Pasik-Duncan, B.

Journal:

IFAC Proceedings Volumes

Year:

1993

Language:

english

File:

PDF, 741 KB

english, 1993

42

DISTRIBUTED PARAMETER SYSTEMS WITH A MULTIPLICATIVE FRACTIONAL GAUSSIAN NOISE

Duncan, T.E., Pasik-Duncan, B.

Journal:

IFAC Proceedings Volumes

Year:

2005

Language:

english

File:

PDF, 252 KB

english, 2005

43

[Lecture Notes in Control and Information Sciences] Stochastic Theory and Adaptive Control Volume 184 || Extended least squares based adaptive control: Robustness analysis

Duncan, T. E., Pasik-Duncan, B.

Year:

1992

Language:

english

File:

PDF, 490 KB

english, 1992

44

[IEEE 27th IEEE Conference on Decision and Control - Austin, TX, USA (7-9 Dec. 1988)] Proceedings of the 27th IEEE Conference on Decision and Control - Some quadratic functionals and self-tuning control

Duncan, T.E., Mandi, P., Pasik-Duncan, B.

Year:

1988

Language:

english

File:

PDF, 312 KB

english, 1988

45

[IEEE IEEE Conference on Decision and Control - Las Vegas, NV, USA (10-13 Dec. 2002)] Proceedings of the 41st IEEE Conference on Decision and Control, 2002. - Some results on ergodic and adaptive control of hidden Markov models

Duncan, T.E., Pasik-Duncan, B., Stettner, L.

Year:

2002

Language:

english

File:

PDF, 306 KB

english, 2002

46

[IEEE Proceedings of 2002 American Control Conference - Anchorage, AK, USA (2002.5.8-2002.5.10)] Proceedings of the 2002 American Control Conference (IEEE Cat. No.CH37301) - Undergraduate's partnership with K-12

Pasik-Duncan, B., Duncan, D.

Year:

2002

Language:

english

File:

PDF, 303 KB

english, 2002

47

[Lecture Notes in Control and Information Sciences] Stochastic Theory and Adaptive Control Volume 184 || Self-organizing behavior in a simple controlled dynamical system

Duncan, T. E., Pasik-Duncan, B.

Year:

1992

Language:

english

File:

PDF, 617 KB

english, 1992

48

[IEEE 2018 IEEE Conference on Decision and Control (CDC) - FL, USA (2018.12.17-2018.12.19)] 2018 IEEE Conference on Decision and Control (CDC) - An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process

Coupek, Petr, Duncan, Tyrone E., Maslowski, Bohdan, Pasik-Duncan, Bozenna

Year:

2018

File:

PDF, 7 KB

2018

49

[Lecture Notes in Control and Information Sciences] Stochastic Theory and Adaptive Control Volume 184 || A (simple) perspective on adaptation and performance of adaptation mechanisms

Duncan, T. E., Pasik-Duncan, B.

Year:

1992

Language:

english

File:

PDF, 549 KB

english, 1992

50

[Lecture Notes in Control and Information Sciences] Stochastic Theory and Adaptive Control Volume 184 || The convergence of self-tuning feedback control for linear stochastic systems

Duncan, T. E., Pasik-Duncan, B.

Year:

1992

Language:

english

File:

PDF, 522 KB

english, 1992

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