Adaptive control of multivariable linear stochastic systems. A strong approximation approach. - László Gerencsér; Zsuzsanna Vágó (ECC, 1999)

Optimization over discrete sets via SPSA. - László Gerencsér; Stacy D. Hill; Zsuzsanna Vágó (WSC, 1999)

SPSA in noise free optimization. - László Gerencsér; Zsuzsanna Vágó (ACC, 2000)

Discrete optimization via SPSA. - László Gerencsér; Stacy D. Hill; Zsuzsanna Vágó (ACC, 2001)

The mathematics of noise-free SPSA. - László Gerencsér; Zsuzsanna Vágó (CDC, 2001)

A stochastic approximation method for noise-free optimization. - László Gerencsér; Zsuzsanna Vágó (ECC, 2001)

Discrete optimization, SPSA and Markov chain Monte Carlo methods. - László Gerencsér; Stacy D. Hill; Zsuzsanna Vágó (CDC, 2002)

New methods for the statistical analysis of Hidden Markov Models. - László Gerencsér; Gábor Molnár-Sáska; György Michaletzky; Gábor E. Tusnády; Zsuzsanna Vágó (CDC, 2002)

The use of the SPSA method in ECG analysis. - László Gerencsér; György Kozmann; Zsuzsanna Vágó; Kristóf Haraszti (IEEE Trans. Biomed. Eng., 2002)

Controlled Lyapunov-exponents in optimization and finance. - László Gerencsér; Miklós Rásonyi; Zsuzsanna Vágó (ECC, 2003)

Stochastic approximation on discrete sets using simultaneous difference approximations. - Stacy D. Hill; László Gerencsér; Zsuzsanna Vágó (ACC, 2004)

Controlled Lyapunov-exponents with applications. - László Gerencsér; Miklós Rásonyi; Zsuzsanna Vágó (CDC, 2004)

Discrete stochastic approximation via simultaneous difference approximations. - Stacy D. Hill; László Gerencsér; Zsuzsanna Vágó (ACC, 2005)

Log-optimal currency portfolios and control Lyapunov exponents. - László Gerencsér; Miklós Rásonyi; Csaba Szepesvári; Zsuzsanna Vágó (CDC/ECC, 2005)

Risk sensitive identification of linear stochastic systems. - László Gerencsér; György Michaletzky; Zsuzsanna Vágó (Math. Control. Signals Syst., 2005)

Change detection for finite dimensional Gaussian linear systems - a bound for the almost sure false alarm rate. - László Gerencsér; Cecilia Prosdocimi; Zsuzsanna Vágó (ECC, 2013)

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)