# Tyrone E. Duncan

According to our database

Collaborative distances:

^{1}, Tyrone E. Duncan authored at least 56 papers between 1968 and 2020.Collaborative distances:

## Awards

## IEEE Fellow

IEEE Fellow 1999, "For contributions to stochastic control, filtering and stochastic adaptive control.".

## Timeline

#### Legend:

Book In proceedings Article PhD thesis Other## Links

#### On csauthors.net:

## Bibliography

2020

Discrete-time linear-quadratic mean-field-type repeated games: Perfect, incomplete, and imperfect information.

Automatica, 2020

2019

Risk-Sensitive Zero-Sum Differential Games.

IEEE Trans. Automat. Contr., 2019

Linear-Quadratic Mean-Field-Type Games: Jump-Diffusion Process With Regime Switching.

IEEE Trans. Automat. Contr., 2019

Linear-Quadratic Mean-Field-Type Games With Multiple Input Constraints.

IEEE Control Systems Letters, 2019

Matrix-Valued Mean-Field-Type Games: Risk-Sensitive, Adversarial, and Risk-Neutral Linear-Quadratic Case.

CoRR, 2019

Linear-Quadratic Mean-Field-Type Games-Based Stochastic Model Predictive Control: A Microgrid Energy Storage Application.

Proceedings of the 2019 American Control Conference, 2019

2018

Solvable stochastic differential games in rank one compact symmetric spaces.

Int. J. Control, 2018

Linear-Quadratic Mean-Field-Type Games: A Direct Method.

Games, 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

2016

Linear Exponential Quadratic Stochastic Differential Games.

IEEE Trans. Automat. Contr., 2016

2015

Stochastic Adaptive Control.

Proceedings of the Encyclopedia of Systems and Control, 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. Automat. Contr., 2013

Linear-Exponential-Quadratic Gaussian Control.

IEEE Trans. Automat. Contr., 2013

Linear-Quadratic Fractional Gaussian Control.

SIAM J. Control and Optimization, 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 and Optimization, 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

BIC Context Tree Estimation for Stationary Ergodic Processes.

IEEE Trans. Information Theory, 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

Mutual information for stochastic signals and Lévy processes.

IEEE Trans. Information Theory, 2010

Stochastic linear-quadratic control for systems with a fractional Brownian motion.

Proceedings of the 49th IEEE Conference on Decision and Control, 2010

2009

Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion.

SIAM J. Math. Analysis, 2009

Some topics in fractional Brownian motion.

Risk and Decision Analysis, 2009

Unrestricted BIC context tree estimation for not necessarily finite memory processes.

Proceedings of the IEEE International Symposium on Information Theory, 2009

Control of some linear stochastic systems with a fractional Brownian motion.

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

2008

Mutual Information for Stochastic Signals and Fractional Brownian Motion.

IEEE Trans. Information Theory, 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

2007

Predicting properties of congestion events for a queueing system with fBm traffic.

IEEE/ACM Trans. Netw., 2007

Estimation and mutual information.

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

2005

Ergodic and adaptive control of hidden Markov models.

Math. Meth. of OR, 2005

Characterizing user-perceived impairment events using end-to-end measurements.

Int. J. Communication Systems, 2005

2001

Stochastic controls: Hamiltonian systems and HJB equations [Book Reviews].

IEEE Trans. Automat. Contr., 2001

Average cost per unit time control of stochastic manufacturing systems: Revisited.

Math. Meth. of OR, 2001

2000

Adaptive Control for Semilinear Stochastic Systems.

SIAM J. Control and Optimization, 2000

Stochastic Calculus for Fractional Brownian Motion I. Theory.

SIAM J. Control and Optimization, 2000

1999

Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise.

IEEE Trans. Automat. Contr., 1999

A note on sampling and parameter estimation in linear stochastic systems.

IEEE Trans. Automat. Contr., 1999

Adaptive continuous-time linear quadratic Gaussian control.

IEEE Trans. Automat. Contr., 1999

A Kiefer-Wolfowitz algorithm with randomized differences.

IEEE Trans. Automat. Contr., 1999

1998

Some Approaches to Ergodic and Adaptive Control of Stochastic Semilinear Systems.

Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998

1994

Numerical Methods for Stochastic Control Problems in Continuous Time (Harold J. Kushner and Paul G. Dupuis).

SIAM Review, 1994

1992

On least squares estimation in continuous time linear stochastic systems.

Kybernetika, 1992

1990

Adaptive control of continuous-time linear stochastic systems.

MCSS, 1990

On exponentially discounted adaptive control.

Kybernetika, 1990

1988

On the consistency of a least squares identification procedure.

Kybernetika, 1988

1977

Some Filtering Results in Riemann Manifolds

Information and Control, November, 1977

1971

Mutual Information for Stochastic Differential Equations

Information and Control, October, 1971

1970

Likelihood Functions for Stochastic Signals in White Noise

Information and Control, June, 1970

1968

Evaluation of Likelihood Functions

Information and Control, July, 1968