Bozenna Pasik-Duncan

According to our database1, Bozenna Pasik-Duncan authored at least 47 papers between 1988 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Awards

IEEE Fellow

IEEE Fellow 2001, "For contributions to identification and stochastic adaptive control.".

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
Semiexplicit Solutions to Some Nonlinear Nonquadratic Mean-Field-Type Games: A Direct Method.
IEEE Trans. Autom. Control., 2020

2019
Fractional Mean-Field-Type Games under Non-Quadratic Costs: A Direct Method.
Proceedings of the 58th IEEE Conference on Decision and Control, 2019

2018
Solvable stochastic differential games in rank one compact symmetric spaces.
Int. J. Control, 2018

Semi-Explicit Solutions to some Non-Linear Non-Quadratic Mean-Field-Type Games: A Direct Method.
CoRR, 2018

An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process.
Proceedings of the 57th IEEE Conference on Decision and Control, 2018

2017
2016 IEEE Educational Activities Board Awards.
IEEE Trans. Educ., 2017

2015
Some solvable stochastic differential games in $SU(3)$.
Commun. Inf. Syst., 2015

Stochastic volatility models with volatility driven by fractional Brownian motions.
Commun. Inf. Syst., 2015

Parameter Estimation in a Stochastic System Model for PageRank.
Proceedings of the 2015 Proceedings of the Conference on Control and its Applications, 2015

Some stochastic differential games with state dependent noise.
Proceedings of the 54th IEEE Conference on Decision and Control, 2015

2014
Linear-quadratic control with general noise processes.
Proceedings of the 53rd IEEE Conference on Decision and Control, 2014

2013
Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise.
IEEE Trans. Autom. Control., 2013

Linear-Quadratic Fractional Gaussian Control.
SIAM J. Control. Optim., 2013

A solvable stochastic differential game in the two-sphere.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

Ergodic problems for linear exponential quadratic Gaussian control and linear quadratic stochastic differential games.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

2012
Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions.
SIAM J. Control. Optim., 2012

A direct method for solving stochastic control problems.
Commun. Inf. Syst., 2012

Some Models of Control with Fractional Brownian Motions.
Proceedings of the 9th IFAC Symposium Advances in Control Education, 2012

A stochastic control problem in the two-sphere.
Proceedings of the IEEE International Conference on Control Applications, 2012

2011
Control of some linear stochastic systems in a Hilbert space with fractional Brownian motions.
Proceedings of the 16th International Conference on Methods and Models in Automation and Robotics, 2011

Control of some partially observed linear stochastic systems with fractional Brownian motions.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

2010
Stochastic linear-quadratic control for systems with a fractional Brownian motion.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010

2009
Education and Qualification for Control and Automation.
Proceedings of the Springer Handbook of Automation, 2009

Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion.
SIAM J. Math. Anal., 2009

Control of some linear stochastic systems with a fractional Brownian motion.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009

2008
Growth optimal portfolio under proportional transaction costs with obligatory diversification.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

A linear control system model for risk reserves.
Proceedings of the American Control Conference, 2008

2007
Estimation and mutual information.
Proceedings of the 46th IEEE Conference on Decision and Control, 2007

2006
Remarks on risk sensitive adaptive control of Markov processes.
Proceedings of the 45th IEEE Conference on Decision and Control, 2006

Some Solutions of Semilinear Stochastic Equations in a Hilbert Space With a Fractional Brownian Motion.
Proceedings of the 45th IEEE Conference on Decision and Control, 2006

2005
Ergodic and adaptive control of hidden Markov models.
Math. Methods Oper. Res., 2005

2004
Guest Editorial Special Issue on Stochastic Control Methods in Financial Engineering.
IEEE Trans. Autom. Control., 2004

2003
EEG ocular artifact removal through ARMAX model system identification using extended least squares.
Commun. Inf. Syst., 2003

2002
Control-oriented system identification: An H<sub>infinity</sub> approach: Jie Chen and Guoxiang Gu; Wiley, New York, 2000, ISBN 0471-32048-X.
Autom., 2002

2001
Stochastic controls: Hamiltonian systems and HJB equations [Book Reviews].
IEEE Trans. Autom. Control., 2001

Average cost per unit time control of stochastic manufacturing systems: Revisited.
Math. Methods Oper. Res., 2001

2000
Adaptive Control for Semilinear Stochastic Systems.
SIAM J. Control. Optim., 2000

Stochastic Calculus for Fractional Brownian Motion I. Theory.
SIAM J. Control. Optim., 2000

1999
Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise.
IEEE Trans. Autom. Control., 1999

A note on sampling and parameter estimation in linear stochastic systems.
IEEE Trans. Autom. Control., 1999

Adaptive continuous-time linear quadratic Gaussian control.
IEEE Trans. Autom. Control., 1999

A Kiefer-Wolfowitz algorithm with randomized differences.
IEEE Trans. Autom. Control., 1999

1992
On least squares estimation in continuous time linear stochastic systems.
Kybernetika, 1992

1990
Adaptive control of continuous-time linear stochastic systems.
Math. Control. Signals Syst., 1990

On exponentially discounted adaptive control.
Kybernetika, 1990

1988
On the consistency of a least squares identification procedure.
Kybernetika, 1988


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