Tyrone E. Duncan

According to our database1, Tyrone E. Duncan authored at least 56 papers between 1968 and 2020.

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

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


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