Zsuzsanna Vágó

According to our database, Zsuzsanna Vágó authored at least 17 papers between 1999 and 2021.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2021

Hawkes processes: some key ideas, links to neuroscience and system identification.

László Gerencsér, György Perczel, Loránd Eröss, Dániel Fabó, Zsuzsanna Vágó

Commun. Inf. Syst., 2021

2013

Change detection for finite dimensional Gaussian linear systems - a bound for the almost sure false alarm rate.

László Gerencsér, Cecilia Prosdocimi, Zsuzsanna Vágó

Proceedings of the 12th European Control Conference, 2013

2005

Risk sensitive identification of linear stochastic systems.

László Gerencsér, György Michaletzky, Zsuzsanna Vágó

Math. Control. Signals Syst., 2005

Log-optimal currency portfolios and control Lyapunov exponents.

L. Gerencseer, Miklós Rásonyi, C. S. Szepesvari, Zsuzsanna Vágó

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

Discrete stochastic approximation via simultaneous difference approximations.

Stacy D. Hill, László Gerencsér, Zsuzsanna Vágó

Proceedings of the American Control Conference, 2005

2004

Controlled Lyapunov-exponents with applications.

László Gerencsér, Miklós Rásonyi, Zsuzsanna Vágó

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

Stochastic approximation on discrete sets using simultaneous difference approximations.

Stacy D. Hill, László Gerencsér, Zsuzsanna Vágó

Proceedings of the 2004 American Control Conference, 2004

2003

Controlled Lyapunov-exponents in optimization and finance.

László Gerencsér, Miklós Rásonyi, Zsuzsanna Vágó

Proceedings of the 7th European Control Conference, 2003

2002

The use of the SPSA method in ECG analysis.

László Gerencsér, György Kozmann, Zsuzsanna Vágó, Kristóf Haraszti

IEEE Trans. Biomed. Eng., 2002

New methods for the statistical analysis of Hidden Markov Models.

László Gerencsér, Gábor Molnár-Sáska, György Michaletzky, Gábor E. Tusnády, Zsuzsanna Vágó

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

Discrete optimization, SPSA and Markov chain Monte Carlo methods.

László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó

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

2001

A stochastic approximation method for noise-free optimization.

László Gerencsér, Zsuzsanna Vágó

Proceedings of the 6th European Control Conference, 2001

The mathematics of noise-free SPSA.

László Gerencsér, Zsuzsanna Vágó

Proceedings of the 40th IEEE Conference on Decision and Control, 2001

Discrete optimization via SPSA.

László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó

Proceedings of the American Control Conference, 2001

2000

SPSA in noise free optimization.

László Gerencsér, Zsuzsanna Vágó

Proceedings of the American Control Conference, 2000

1999

Optimization over discrete sets via SPSA.

László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó

Proceedings of the 31st conference on Winter simulation: Simulation, 1999

Adaptive control of multivariable linear stochastic systems. A strong approximation approach.

László Gerencsér, Zsuzsanna Vágó

Proceedings of the 5th European Control Conference, 1999