Steven I. Marcus

Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

Weighted Bandits or: How Bandits Learn Distorted Values That Are Not Expected.

[BibT_eX]

[DOI]

Proceedings of the Thirty-First AAAI Conference on Artificial Intelligence, 2017

2016

Reconfiguration of survivable IP over WDM networks.

[BibT_eX]

[DOI]

Opt. Switch. Netw., 2016

Cumulative weighting optimization.

[BibT_eX]

[DOI]

Kun Lin

J. Glob. Optim., 2016

Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control.

[BibT_eX]

[DOI]

Proceedings of the 33nd International Conference on Machine Learning, 2016

A framework for opacity in linear systems.

[BibT_eX]

[DOI]

Bhaskar Ramasubramanian

Proceedings of the 2016 American Control Conference, 2016

A framework for decentralized opacity in linear systems.

[BibT_eX]

[DOI]

Bhaskar Ramasubramanian

Proceedings of the 54th Annual Allerton Conference on Communication, 2016

2015

Cumulative Prospect Theory Meets Reinforcement Learning: Estimation and Control.

[BibT_eX]

[DOI]

CoRR, 2015

Simulation-based work load and job release control for semiconductor manufacturing.

[BibT_eX]

[DOI]

Keiichiro Urayama

Proceedings of the 54th IEEE Conference on Decision and Control, 2015

2014

Particle Filtering Framework for a Class of Randomized Optimization Algorithms.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2014

Generalized Synchronization Trees.

[BibT_eX]

[DOI]

James Ferlez

Proceedings of the Foundations of Software Science and Computation Structures, 2014

2013

Cumulative weighting optimization: The discrete case.

[BibT_eX]

[DOI]

Kin Lin

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

Dynamic programming with non-convex risk-sensitive measures.

[BibT_eX]

[DOI]

Kun Lin

Proceedings of the American Control Conference, 2013

2012

A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives.

[BibT_eX]

[DOI]

Oper. Res., 2012

2011

Dynamic sample budget allocation in model-based optimization.

[BibT_eX]

[DOI]

J. Glob. Optim., 2011

2010

Solving Continuous-State POMDPs via Density Projection.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2010

Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2010

Model-based Evolutionary Optimization.

[BibT_eX]

[DOI]

Proceedings of the 2010 Winter Simulation Conference, 2010

2009

A Numerical Method for Financial Decision Problems under Stochastic Volatility.

[BibT_eX]

[DOI]

Proceedings of the 2009 Winter Simulation Conference, 2009

Sensitivity Analysis for Barrier Options.

[BibT_eX]

[DOI]

Proceedings of the 2009 Winter Simulation Conference, 2009

A new stochastic gradient estimator for American option pricing.

[BibT_eX]

[DOI]

Proceedings of the 10th European Control Conference, 2009

Dynamic pricing with continuous stochastic demand.

[BibT_eX]

[DOI]

Proceedings of the 48th IEEE Conference on Decision and Control, 2009

2008

Necessary and Sufficient Conditions for State Equivalence to a Nonlinear Discrete-Time Observer Canonical Form.

[BibT_eX]

[DOI]

Hong-Gi Lee

IEEE Trans. Autom. Control., 2008

A Model Reference Adaptive Search Method for Stochastic Global Optimization.

[BibT_eX]

[DOI]

Commun. Inf. Syst., 2008

A particle filtering framework for randomized optimization algorithms.

[BibT_eX]

[DOI]

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

A density projection approach to dimension reduction for continuous-state POMDPs.

[BibT_eX]

[DOI]

Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Minimum wavelength assignment for multicast traffic in all-optical WDM tree networks.

[BibT_eX]

[DOI]

Proceedings of the 5th International ICST Conference on Broadband Communications, 2008

2007

Recursive Learning Automata Approach to Markov Decision Processes.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2007

An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2007

Grooming multicast traffic in unidirectional SONET/WDM rings.

[BibT_eX]

[DOI]

IEEE J. Sel. Areas Commun., 2007

A Model Reference Adaptive Search Method for Global Optimization.

[BibT_eX]

[DOI]

Oper. Res., 2007

An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes.

[BibT_eX]

[DOI]

INFORMS J. Comput., 2007

A survey of some simulation-based algorithms for Markov decision processes.

[BibT_eX]

[DOI]

Commun. Inf. Syst., 2007

A model reference adaptive search method for stochastic optimization with applications to Markov decision processes.

[BibT_eX]

[DOI]

Proceedings of the 46th IEEE Conference on Decision and Control, 2007

Adversarial multi-armed bandit approach to two-person zero-sum Markov games.

[BibT_eX]

[DOI]

Proceedings of the 46th IEEE Conference on Decision and Control, 2007

2006

Pricing American-Style Derivatives with European Call Options.

[BibT_eX]

[DOI]

Manag. Sci., 2006

Reconfiguration of Survivable MPLS/WDM Networks.

[BibT_eX]

[DOI]

Proceedings of the Global Telecommunications Conference, 2006. GLOBECOM '06, San Francisco, CA, USA, 27 November, 2006

Adversarial Multi-Armed Bandit Approach to Stochastic Optimization.

[BibT_eX]

[DOI]

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

2005

Evolutionary policy iteration for solving Markov decision processes.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2005

Risk-sensitive probability for Markov chains.

[BibT_eX]

[DOI]

Syst. Control. Lett., 2005

An Adaptive Sampling Algorithm for Solving Markov Decision Processes.

[BibT_eX]

[DOI]

Oper. Res., 2005

Stochastic optimization using model reference adaptive search.

[BibT_eX]

[DOI]

Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

A Two-Timescale Simulation-Based Gradient Algorithm for Weighted Cost Markov Decision Processes.

[BibT_eX]

[DOI]

Ying He

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

Recursive Learning Automata for Control of Partially Observable Markov Decision Processes.

[BibT_eX]

[DOI]

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

2004

Risk and Information in the Estimation of Hidden Markov Models.

[BibT_eX]

[DOI]

Proceedings of the 36th conference on Winter simulation, 2004

Structured risk-sensitivity for partially observed Markov chains.

[BibT_eX]

[DOI]

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

2003

Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2003

Linearization of discrete-time systems via restricted dynamic feedback.

[BibT_eX]

[DOI]

Hong-Gi Lee

IEEE Trans. Autom. Control., 2003

Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization.

[BibT_eX]

[DOI]

Ying He

IEEE Trans. Autom. Control., 2003

Two-person zero-sum Markov games: receding horizon approach.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2003

Multitime scale Markov decision processes.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2003

An algorithm for linearization of discrete-time systems via restricted dynamic feedback.

[BibT_eX]

[DOI]

Hong-Gi Lee

Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

An asymptotically efficient algorithm for finite horizon stochastic dynamic programming problems.

[BibT_eX]

[DOI]

Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

2002

Jointly optimized bit-rate/delay control policy for wireless packet networks with fading channels.

[BibT_eX]

[DOI]

Javad Razavilar

K. J. Ray Liu

IEEE Trans. Commun., 2002

Estimation of hidden markov models: risk-sensitive filter banks and qualitative analysis of their sample paths.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 2002

A time aggregation approach to Markov decision processes.

[BibT_eX]

[DOI]

Autom., 2002

Receding horizon approach to Markov games for infinite horizon discounted cost.

[BibT_eX]

[DOI]

Proceedings of the 41st IEEE Conference on Decision and Control, 2002

A model for multi-time scaled sequential decision making processes.

[BibT_eX]

[DOI]

Proceedings of the 41st IEEE Conference on Decision and Control, 2002

2001

Optimal structured feedback policies for ABR flow control using two-timescale SPSA.

[BibT_eX]

[DOI]

IEEE/ACM Trans. Netw., 2001

A new approach to pricing American-style derivatives.

[BibT_eX]

[DOI]

Proceedings of the 33nd conference on Winter simulation, 2001

2000

Mixed risk-neutral/minimax control of discrete-time, finite-state Markov decision processes.

[BibT_eX]

[DOI]

Stefano P. Coraluppi

IEEE Trans. Autom. Control., 2000

Monotone Optimal Policies for a Transient Queueing Staffing Problem.

[BibT_eX]

[DOI]

Daniel Hernández-Hernández

I-Jeng Wang

Oper. Res., 2000

1999

Analysis of a risk-sensitive control problem for hidden Markov chains.

[BibT_eX]

[DOI]

Pedram Jaefari Fard

IEEE Trans. Autom. Control., 1999

A probabilistic language formalism for stochastic discrete-event systems.

[BibT_eX]

[DOI]

Vijay Kumar Garg

IEEE Trans. Autom. Control., 1999

Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes.

[BibT_eX]

[DOI]

Stefano P. Coraluppi

Autom., 1999

1998

Extension based Limited Lookahead Supervision of Discrete Event Systems.

[BibT_eX]

[DOI]

Hok M. Cheung

Autom., 1998

1997

Risk-sensitive optimal control of hidden Markov models: structural results.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 1997

A Discrete Event Systems Approach for Protocol Conversion.

[BibT_eX]

[DOI]

Sudhir Nelvagal

Discret. Event Dyn. Syst., 1997

1996

Corrections to "Finite buffer realization of input-output discrete event systems".

[BibT_eX]

[DOI]

Vijay K. Garg

IEEE Trans. Autom. Control., 1996

1995

Finite buffer realization of input-output discrete-event systems.

[BibT_eX]

[DOI]

Vijay K. Garg

IEEE Trans. Autom. Control., 1995

A note on an LQG regulator with Markovian switching and pathwise average cost.

[BibT_eX]

[DOI]

Mohendro Kumar Ghosh

IEEE Trans. Autom. Control., 1995

Controlled Switching Diffusions as Hybrid Processes.

[BibT_eX]

[DOI]

Mrinal K. Ghosh

Proceedings of the Hybrid Systems III: Verification and Control, 1995

1994

Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria.

[BibT_eX]

[DOI]

Mrinal K. Ghosh

Math. Methods Oper. Res., 1994

1993

Predicates and predicate transformers for supervisory control of discrete event dynamical systems.

[BibT_eX]

[DOI]

Vijay K. Garg

IEEE Trans. Autom. Control., 1993

Analysis of an adaptive control scheme for a partially observed controlled Markov chain.

[BibT_eX]

[DOI]

IEEE Trans. Autom. Control., 1993

1992

On strong average optimality of markov decision processes with unbounded costs.

[BibT_eX]

[DOI]

Mrinal K. Ghosh

Oper. Res. Lett., 1992

1991

Analysis of Motion and Internal Loading of Objects Grasped by Multiple Cooperating Manipulators.

[BibT_eX]

[DOI]

Int. J. Robotics Res., 1991

On the computation of the optimal cost function for discrete time Markov models with partial observations.

[BibT_eX]

[DOI]

Enrique L. Sernik

Ann. Oper. Res., 1991

On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes.

[BibT_eX]

[DOI]

Ann. Oper. Res., 1991

1990

Analysis of an identification algorithm arising in the adaptive estimation of Markov chains.

[BibT_eX]

[DOI]

Math. Control. Signals Syst., 1990

1989

Supremal and Maximal Sublanguages Arising in Supervisor Synthesis Problems with Partial Observations.

[BibT_eX]

[DOI]

Hangju Cho

Math. Syst. Theory, 1989

On supremal languages of classes of sublanguages that arise in supervisor synthesis problems with partial observation.

[BibT_eX]

[DOI]

Hangju Cho

Math. Control. Signals Syst., 1989

Distribution of dynamic loads for multiple cooperating robot manipulators.

[BibT_eX]

[DOI]

J. Field Robotics, 1989

Internal object loading for multiple cooperating robot manipulators.

[BibT_eX]

[DOI]

Proceedings of the 1989 IEEE International Conference on Robotics and Automation, 1989

1988

Subtask performance by redundancy resolution for redundant robot manipulators.

[BibT_eX]

[DOI]

IEEE J. Robotics Autom., 1988

Dynamic task distribution for multiple cooperating robot manipulators.

[BibT_eX]

[DOI]

Proceedings of the 1988 IEEE International Conference on Robotics and Automation, 1988

1983

Lookahead network priority protocols.

[BibT_eX]

[DOI]

G. Jack Lipovski

Proceedings of the symposium on Communications Architectures & Protocols, 1983

1978

Fourier series and estimation: An application to optical phase tracking (Corresp.).

[BibT_eX]

[DOI]

K. Kohanbash

IEEE Trans. Inf. Theory, 1978

Modeling and analysis of stochastic differential equations driven by point processes.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 1978

1975

Estimation and analysis of nonlinear stochastic systems.

[BibT_eX]

[DOI]