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Marcus, Steven I.

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Author ID: marcus.steven-i Recent zbMATH articles by "Marcus, Steven I."
Published as: Marcus, Steven I.; Marcus, S. I.; Marcus, Steven; Marcus, S.; Mrcus, Steven I.
Documents Indexed: 133 Publications since 1975, including 2 Books

Publications by Year

Citations contained in zbMATH Open

105 Publications have been cited 1,038 times in 801 Documents Cited by Year
Discrete-time controlled Markov processes with average cost criterion: A survey. Zbl 0770.93064
Arapostathis, Aristotle; Borkar, Vivek S.; Fernández-Gaucherand, Emmanuel; Ghosh, Mrinal K.; Marcus, Steven I.
102
1993
Optimal control of switching diffusione with application to flexible manufacturing systems. Zbl 0785.93092
Ghosh, Mrinal K.; Arapostathis, Aristotle; Marcus, Steven I.
61
1993
Ergodic control of switching diffusions. Zbl 0891.93081
Ghosh, Mrinal K.; Arapostathis, Aristotle; Marcus, Steven I.
60
1997
Modeling and approximation of stochastic differential equations driven by semimartingales. Zbl 0456.60064
Marcus, Steven I.
45
1981
A model reference adaptive search method for global optimization. Zbl 1167.90690
Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
36
2007
Risk sensitive control of Markov processes in countable state space. Zbl 0866.93101
Hernández-Hernández, Daniel; Marcus, Steven I.
32
1996
Linearization of discrete-time systems. Zbl 0625.93032
Lee, H. G.; Arapostathis, A.; Marcus, S. I.
27
1987
Formulas for calculating supremal controllable and normal sublanguages. Zbl 0715.93044
Brandt, R. D.; Garg, V.; Kumar, R.; Lin, F.; Marcus, S. I.; Wonham, W. M.
26
1990
Predicates and predicate transformers for supervisory control of discrete event dynamical systems. Zbl 0774.93003
Kumar, Ratnesh; Garg, Vijay; Marcus, Steven I.
23
1993
Modeling and analysis of stochastic differential equations driven by point processes. Zbl 0372.60084
Marcus, Steven I.
23
1978
Algebraic and geometric methods in nonlinear filtering. Zbl 0548.93073
Marcus, Steven I.
22
1984
Harnack’s inequality for cooperative weakly coupled elliptic systems. Zbl 0934.35039
Arapostathis, Ari; Ghosh, Mrinal K.; Marcus, Steven I.
21
1999
Existence of risk-sensitive optimal stationary policies for controlled Markov processes. Zbl 0937.90115
Hernández-Hernández, D.; Marcus, S. I.
21
1999
The structure of nonlinear control systems possessing symmetries. Zbl 0562.93041
Grizzle, Jessy W.; Marcus, Steven I.
21
1985
Approximate and local linearizability of non-linear discrete-time systems. Zbl 0605.93031
Lee, Hong-Gi; Marcus, Steven I.
19
1986
Adaptive control of discounted Markov decision chains. Zbl 0543.90093
Hernández-Lerma, O.; Marcus, S. I.
19
1985
On Lie algebras and finite dimensional filtering. Zbl 0509.93058
Hazewinkel, Michiel; Marcus, Steven I.
17
1982
On supremal languages of classes of sublanguages that arise in supervisor synthesis problems with partial observation. Zbl 0654.93046
Cho, Hangju; Marcus, Steven I.
16
1989
An introduction to nonlinear filtering. Zbl 0491.93060
Davis, M. H. A.; Marcus, Steven I.
16
1981
Language stability and stabilizability of discrete event dynamical systems. Zbl 0785.93006
Kumar, Ratnesh; Garg, Vijay; Marcus, Steven I.
15
1993
Simulation-based algorithms for Markov decision processes. Zbl 1155.90002
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
15
2007
The effect of sampling on linear equivalence and feedback linearization. Zbl 0697.93039
Arapostathis, A.; Jakubczyk, B.; Lee, H.-G.; Marcus, S. I.; Sontag, E. D.
14
1989
Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem. Zbl 0539.93077
Hazewinkel, M.; Marcus, S. I.; Sussmann, H. J.
12
1983
A time aggregation approach to Markov decision processes. Zbl 1026.93054
Cao, Xiren; Ren, Zhiyuan; Bhatnagar, Shalabh; Fu, Michael; Marcus, Steven
11
2002
Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution. Zbl 0637.93075
Hernández-Lerma, Onésimo; Marcus, Steven I.
11
1987
On controllability and normality of discrete event dynamical systems. Zbl 0759.93013
Kumar, Ratnesh; Garg, Vijay; Marcus, Steven I.
11
1991
A discrete event systems approach for protocol conversion. Zbl 0960.93034
Kumar, Ratnesh; Nelvalgal, Sudhir; Marcus, Steven I.
10
1997
Static team problems. I: Sufficient conditions and the exponential cost criterion. Zbl 0493.93056
Krainak, Joseph C.; Speyer, Jason L.; Marcus, Steven I.
10
1982
Simulation-based algorithms for Markov decision processes. 2nd ed. Zbl 1293.93002
Chang, Hyeong Soo; Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
9
2013
Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes. Zbl 0742.93079
Fernández-Gaucherand, Emmanuel; Arapostathis, Aristotle; Marcus, Steven I.
9
1990
Supremal and maximal sublanguages arising in supervisor synthesis problems with partial observations. Zbl 0683.68062
Cho, Hangju; Marcus, Steven I.
9
1989
Adaptive control of service in queueing systems. Zbl 0534.90037
Hernández-Lerma, Onésimo; Marcus, Steven I.
9
1983
Optimal joint preventive maintenance and production policies. Zbl 1156.90343
Yao, Xiaodong; Xie, Xiaolan; Fu, Michael C.; Marcus, Steven I.
9
2005
A model reference adaptive search method for stochastic global optimization. Zbl 1189.90108
Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
9
2008
An adaptive sampling algorithm for solving Markov decision processes. Zbl 1165.90672
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
9
2005
Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences. Zbl 1390.65045
Bhatnagar, Shalabh; Fu, Michael C.; Marcus, Steven I.; Wang, I-Jeng
9
2003
Analysis of bilinear noise models in circuits and devices. Zbl 0341.93004
Willsky, Alan S.; Marcus, Steven I.
8
1976
A new stochastic derivative estimator for discontinuous payoff functions with application to financial derivatives. Zbl 1342.62167
Wang, Yongqiang; Fu, Michael C.; Marcus, Steven I.
8
2012
Optimal control of systems possessing symmetries. Zbl 0552.93041
Grizzle, J. W.; Marcus, S. I.
8
1984
Mixed risk-neutral/minimax control of discrete-time, finite-state Markov decision processes. Zbl 0978.93084
Coraluppi, Stefano P.; Marcus, Steven I.
7
2000
Analysis of an adaptive control scheme for a partially observed controlled Markov chain. Zbl 0786.93089
Fernández-Gaucherand, Emmanuel; Arapostathis, Aristotle; Marcus, Steven I.
7
1993
Algebraic structure and finite dimensional nonlinear estimation. Zbl 0377.93056
Marcus, Steven I.; Willsky, Alan S.
7
1978
Approximate receding horizon approach for Markov decision processes: average reward case. Zbl 1064.90051
Chang, Hyeong Soo; Marcus, Steven I.
7
2003
Analysis of an identification algorithm arising in the adaptive estimation of Markov chains. Zbl 0685.93063
Arapostathis, Aristotle; Marcus, Steven I.
7
1990
Optimal adaptive control of priority assignment in queueing systems. Zbl 0529.90045
Hernandez-Lerma, Onesimo; Marcus, Steven I.
7
1984
Asymptotic expansions and Lie algebras for some nonlinear filtering problems. Zbl 0538.93058
Blankenship, Gilmer L.; Liu, Chang-Huan; Marcus, Steven I.
7
1983
Multitime scale Markov decision processes. Zbl 1364.90345
Chang, Hyeong Soo; Fard, Pedram Jaefari; Marcus, Steven I.; Shayman, Mark
7
2003
On supervisory control of sequential behaviors. Zbl 0788.93029
Kumar, Ratnesh; Garg, Vijay; Marcus, Steven I.
6
1992
Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes. Zbl 0936.93052
Coraluppi, Stefano P.; Marcus, Steven I.
6
1999
On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes. Zbl 0717.90094
Fernández-Gaucherand, Emmanuel; Arapostathis, Aristotle; Marcus, Steven I.
6
1991
A probabilistic language formalism for stochastic discrete-event systems. Zbl 0957.68055
Garg, Vijay K.; Kumar, Ratnesh; Marcus, Steven I.
5
1999
Adaptive control of Markov processes with incomplete state information and unknown parameters. Zbl 0585.90090
Hernandez-Lerma, O.; Marcus, S. I.
5
1987
On input-output linearization of discrete-time nonlinear systems. Zbl 0634.93040
Lee, Hong-Gi; Marcus, Steven I.
5
1987
Finite-dimensional nonlinear estimation for a class of systems in continuous and discrete time. Zbl 0475.93063
Marcus, S. I.; Mitter, S. K.; Ocone, D.
5
1980
Nonexistence of finite dimensional filters for conditional statistics of the cubic sensor problem. Zbl 0538.93061
Hazewinkel, M.; Marcus, S. I.; Sussmann, H. J.
5
1984
On strong average optimality of Markov decision processes with unbounded costs. Zbl 0768.90085
Ghosh, Mrinal K.; Marcus, Steven I.
5
1992
Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization. Zbl 1364.90257
He, Ying; Fu, Michael C.; Marcus, Steven I.
5
2003
A survey of some model-based methods for global optimization. Zbl 1374.90311
Hu, Jiaqiao; Wang, Yongqiang; Zhou, Enlu; Fu, Michael C.; Marcus, Steven I.
5
2012
Risk-sensitive optimal control of hidden Markov models: Structural results. Zbl 0891.93087
Fernández-Gaucherand, Emmanuel; Marcus, Steven I.
4
1997
Stochastic differential games with multiple modes. Zbl 0895.90193
Ghosh, Mrinal K.; Marcus, Steven I.
4
1998
Extension based limited lookahead supervision of discrete event systems. Zbl 0938.93045
Kumar, Ratnesh; Cheung, Hok M.; Marcus, Steven I.
4
1998
Risk sensitive Markov decision processes. Zbl 1065.90543
Marcus, S. I.; Fernández-Gaucherand, E.; Hernández-Hernández, D.; Coraluppi, S.; Frad, P.
4
1997
Decentralized control of finite state Markov processes. Zbl 0492.93071
Hsu, Kai; Marcus, Steven I.
4
1982
Explicit filters for diffusions with certain nonlinear drifts. Zbl 0493.93052
Ocone, D. L.; Baras, J. S.; Marcus, S. I.
4
1982
Static team problems. II: Affine control laws, projections, algorithms, and the LEGT problem. Zbl 0493.93057
Krainak, Joseph C.; Speyer, Jason L.; Marcus, Steven I.
4
1982
Current algebras and the identification problem. Zbl 0541.93070
Krishnaprasad, P. S.; Marcus, Steven I.; Hazewinkel, Michiel
4
1983
A survey of some simulation-based algorithms for Markov decision processes. Zbl 1140.90503
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
4
2007
An asymptotically efficient simulation-based algorithm for finite horizon stochastic dynamic programming. Zbl 1366.90144
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
4
2007
Solving continuous-state POMDPs via density projection. Zbl 1368.90173
Zhou, Enlu; Fu, Michael C.; Marcus, Steven I.
4
2010
Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria. Zbl 0809.90128
Fernández-Gaucherand, Emmanuel; Ghosh, Mrinal K.; Marcus, Steven I.
3
1994
A note on an LQG regulator with Markovian switching and pathwise average cost. Zbl 0843.93090
Ghosh, Mrinal K.; Arapostathis, Aristotle; Mrcus, Steven I.
3
1995
Optimal nonlinear estimation for a class of discrete-time stochastic systems. Zbl 0403.93045
Marcus, Steven I.
3
1979
Stochastic stability for a class of systems with multiplicative state noise. Zbl 0403.93051
Wise, Gary L.; Marcus, Steven I.
3
1979
Pricing American-style derivatives with European call options. Zbl 1232.91669
Laprise, Scott B.; Fu, Michael C.; Marcus, Steven I.; Lim, Andrew E. B.; Zhang, Huiju
3
2006
Discretization procedures for adaptive Markov control processes. Zbl 0677.93073
Hernández-Lerma, Onésimo; Marcus, Steven I.
3
1989
On the stochastic stability of linear systems containing colored multiplicative noise. Zbl 0318.93053
Willsky, Alan S.; Marcus, Steven I.; Martin, David N.
3
1975
Evolutionary policy iteration for solving Markov decision processes. Zbl 1365.90258
Chang, Hyeong Soo; Lee, Hong-Gi; Fu, Michael C.; Marcus, Steven I.
3
2005
Particle filtering framework for a class of randomized optimization algorithms. Zbl 1360.90167
Zhou, Enlu; Fu, Michael C.; Marcus, Steven I.
3
2014
Analysis of a risk-sensitive control problem for hidden Markov chains. Zbl 0955.93059
Hernández-Hernández, Daniel; Marcus, Steven I.; Fard, Pedram J.
2
1999
A decentralized team decision problem with an exponential cost criterion. Zbl 0445.49029
Speyer, Jason L.; Marcus, Steven; Krainak, Joseph
2
1980
An evolutionary random policy search algorithm for solving Markov decision processes. Zbl 1241.90173
Hu, Jiaqiao; Fu, Michael C.; Ramezani, Vahid R.; Marcus, Steven I.
2
2007
Immersion and immersion by nonsingular feedback of a discrete-time nonlinear system into a linear system. Zbl 0643.93031
Lee, Honggi; Marcus, Steven I.
2
1988
Distribution of dynamic loads for multiple cooperating robot manipulators. Zbl 0662.70003
Walker, Ian D.; Marcus, Steven I.; Freeman, Robert A.
2
1989
Nonparametric adaptive control of discrete-time partially observable stochastic systems. Zbl 0675.93055
Hernández-Lerma, Onésimo; Marcus, Steven I.
2
1989
Some nonlinear filtering problems arising in recursive identification. Zbl 0489.93060
Krishnaprasad, P. S.; Marcus, Steven I.
2
1981
The dynamic linear exponential Gaussian team problem. Zbl 0493.93058
Krainak, Joseph C.; Machell, Fredrick W.; Marcus, Steven I.; Speyer, Jason L.
2
1982
Dynamic sample budget allocation in model-based optimization. Zbl 1279.90163
Hu, Jiaqiao; Chang, Hyeong Soo; Fu, Michael C.; Marcus, Steven I.
2
2011
Estimation of hidden Markov models: risk-sensitive filter banks and qualitative analysis of their sample paths. Zbl 1364.93780
Ramezani, Vahid Reza; Marcus, Steven I.
2
2002
Two-person zero-sum Markov games: receding horizon approach. Zbl 1364.91008
Chang, Hyeong Soo; Marcus, Steven I.
2
2003
Recursive learning automata approach to Markov decision processes. Zbl 1366.90215
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
2
2007
Necessary and sufficient conditions for state equivalence to a nonlinear discrete-time observer canonical form. Zbl 1367.93108
Lee, Hong-Gi; Arapostathis, Ari; Marcus, Steven I.
2
2008
Adaptive adversarial multi-armed bandit approach to two-person zero-sum Markov games. Zbl 1368.91022
Chang, Hyeong Soo; Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
2
2010
Optimal control of switching diffusions modelling a flexible manufacturing system. Zbl 0788.90034
Ghosh, Mrinal K.; Arapostathis, Aristotle; Marcus, Steven I.
1
1992
Optimal cost and policy for a Markovian replacement problem. Zbl 0793.90026
Sernik, E. L.; Marcus, S. I.
1
1991
Finite buffer realization of input-output discrete-event systems. Zbl 0830.93014
Kumar, Ratnesh; Garg, Vijay K.; Marcus, Steven I.
1
1995
The use of harmonic analysis in suboptimal estimator design. Zbl 0387.93049
Marcus, Steven I.; Willsky, Alan S.; Hsu, Kai
1
1978
A general Martingale approach to discrete-time stochastic control and estimation. Zbl 0422.93086
Hsu, Kai; Marcus, Steven I.
1
1979
Optimization of systems possessing symmetries. Zbl 0556.93030
Grizzle, J. W.; Marcus, S. I.
1
1984
On adaptive control of stochastic bilinear systems. Zbl 0635.93044
Cho, H.; Marcus, S. I.
1
1987
Filtering and smoothing equations for the filtering problem of Benes. Zbl 0506.93059
Ocone, D. L.; Baras, J. S.; Marcus, S. I.
1
1981
Particle filtering framework for a class of randomized optimization algorithms. Zbl 1360.90167
Zhou, Enlu; Fu, Michael C.; Marcus, Steven I.
3
2014
Simulation-based algorithms for Markov decision processes. 2nd ed. Zbl 1293.93002
Chang, Hyeong Soo; Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
9
2013
A new stochastic derivative estimator for discontinuous payoff functions with application to financial derivatives. Zbl 1342.62167
Wang, Yongqiang; Fu, Michael C.; Marcus, Steven I.
8
2012
A survey of some model-based methods for global optimization. Zbl 1374.90311
Hu, Jiaqiao; Wang, Yongqiang; Zhou, Enlu; Fu, Michael C.; Marcus, Steven I.
5
2012
Dynamic sample budget allocation in model-based optimization. Zbl 1279.90163
Hu, Jiaqiao; Chang, Hyeong Soo; Fu, Michael C.; Marcus, Steven I.
2
2011
Solving continuous-state POMDPs via density projection. Zbl 1368.90173
Zhou, Enlu; Fu, Michael C.; Marcus, Steven I.
4
2010
Adaptive adversarial multi-armed bandit approach to two-person zero-sum Markov games. Zbl 1368.91022
Chang, Hyeong Soo; Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
2
2010
A model reference adaptive search method for stochastic global optimization. Zbl 1189.90108
Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
9
2008
Necessary and sufficient conditions for state equivalence to a nonlinear discrete-time observer canonical form. Zbl 1367.93108
Lee, Hong-Gi; Arapostathis, Ari; Marcus, Steven I.
2
2008
A model reference adaptive search method for global optimization. Zbl 1167.90690
Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
36
2007
Simulation-based algorithms for Markov decision processes. Zbl 1155.90002
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
15
2007
A survey of some simulation-based algorithms for Markov decision processes. Zbl 1140.90503
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
4
2007
An asymptotically efficient simulation-based algorithm for finite horizon stochastic dynamic programming. Zbl 1366.90144
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
4
2007
An evolutionary random policy search algorithm for solving Markov decision processes. Zbl 1241.90173
Hu, Jiaqiao; Fu, Michael C.; Ramezani, Vahid R.; Marcus, Steven I.
2
2007
Recursive learning automata approach to Markov decision processes. Zbl 1366.90215
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
2
2007
Pricing American-style derivatives with European call options. Zbl 1232.91669
Laprise, Scott B.; Fu, Michael C.; Marcus, Steven I.; Lim, Andrew E. B.; Zhang, Huiju
3
2006
Optimal joint preventive maintenance and production policies. Zbl 1156.90343
Yao, Xiaodong; Xie, Xiaolan; Fu, Michael C.; Marcus, Steven I.
9
2005
An adaptive sampling algorithm for solving Markov decision processes. Zbl 1165.90672
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I.
9
2005
Evolutionary policy iteration for solving Markov decision processes. Zbl 1365.90258
Chang, Hyeong Soo; Lee, Hong-Gi; Fu, Michael C.; Marcus, Steven I.
3
2005
Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences. Zbl 1390.65045
Bhatnagar, Shalabh; Fu, Michael C.; Marcus, Steven I.; Wang, I-Jeng
9
2003
Approximate receding horizon approach for Markov decision processes: average reward case. Zbl 1064.90051
Chang, Hyeong Soo; Marcus, Steven I.
7
2003
Multitime scale Markov decision processes. Zbl 1364.90345
Chang, Hyeong Soo; Fard, Pedram Jaefari; Marcus, Steven I.; Shayman, Mark
7
2003
Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization. Zbl 1364.90257
He, Ying; Fu, Michael C.; Marcus, Steven I.
5
2003
Two-person zero-sum Markov games: receding horizon approach. Zbl 1364.91008
Chang, Hyeong Soo; Marcus, Steven I.
2
2003
A time aggregation approach to Markov decision processes. Zbl 1026.93054
Cao, Xiren; Ren, Zhiyuan; Bhatnagar, Shalabh; Fu, Michael; Marcus, Steven
11
2002
Estimation of hidden Markov models: risk-sensitive filter banks and qualitative analysis of their sample paths. Zbl 1364.93780
Ramezani, Vahid Reza; Marcus, Steven I.
2
2002
Mixed risk-neutral/minimax control of discrete-time, finite-state Markov decision processes. Zbl 0978.93084
Coraluppi, Stefano P.; Marcus, Steven I.
7
2000
Harnack’s inequality for cooperative weakly coupled elliptic systems. Zbl 0934.35039
Arapostathis, Ari; Ghosh, Mrinal K.; Marcus, Steven I.
21
1999
Existence of risk-sensitive optimal stationary policies for controlled Markov processes. Zbl 0937.90115
Hernández-Hernández, D.; Marcus, S. I.
21
1999
Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes. Zbl 0936.93052
Coraluppi, Stefano P.; Marcus, Steven I.
6
1999
A probabilistic language formalism for stochastic discrete-event systems. Zbl 0957.68055
Garg, Vijay K.; Kumar, Ratnesh; Marcus, Steven I.
5
1999
Analysis of a risk-sensitive control problem for hidden Markov chains. Zbl 0955.93059
Hernández-Hernández, Daniel; Marcus, Steven I.; Fard, Pedram J.
2
1999
Stochastic differential games with multiple modes. Zbl 0895.90193
Ghosh, Mrinal K.; Marcus, Steven I.
4
1998
Extension based limited lookahead supervision of discrete event systems. Zbl 0938.93045
Kumar, Ratnesh; Cheung, Hok M.; Marcus, Steven I.
4
1998
Ergodic control of switching diffusions. Zbl 0891.93081
Ghosh, Mrinal K.; Arapostathis, Aristotle; Marcus, Steven I.
60
1997
A discrete event systems approach for protocol conversion. Zbl 0960.93034
Kumar, Ratnesh; Nelvalgal, Sudhir; Marcus, Steven I.
10
1997
Risk-sensitive optimal control of hidden Markov models: Structural results. Zbl 0891.93087
Fernández-Gaucherand, Emmanuel; Marcus, Steven I.
4
1997
Risk sensitive Markov decision processes. Zbl 1065.90543
Marcus, S. I.; Fernández-Gaucherand, E.; Hernández-Hernández, D.; Coraluppi, S.; Frad, P.
4
1997
Risk sensitive control of Markov processes in countable state space. Zbl 0866.93101
Hernández-Hernández, Daniel; Marcus, Steven I.
32
1996
A note on an LQG regulator with Markovian switching and pathwise average cost. Zbl 0843.93090
Ghosh, Mrinal K.; Arapostathis, Aristotle; Mrcus, Steven I.
3
1995
Finite buffer realization of input-output discrete-event systems. Zbl 0830.93014
Kumar, Ratnesh; Garg, Vijay K.; Marcus, Steven I.
1
1995
Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria. Zbl 0809.90128
Fernández-Gaucherand, Emmanuel; Ghosh, Mrinal K.; Marcus, Steven I.
3
1994
Discrete-time controlled Markov processes with average cost criterion: A survey. Zbl 0770.93064
Arapostathis, Aristotle; Borkar, Vivek S.; Fernández-Gaucherand, Emmanuel; Ghosh, Mrinal K.; Marcus, Steven I.
102
1993
Optimal control of switching diffusione with application to flexible manufacturing systems. Zbl 0785.93092
Ghosh, Mrinal K.; Arapostathis, Aristotle; Marcus, Steven I.
61
1993
Predicates and predicate transformers for supervisory control of discrete event dynamical systems. Zbl 0774.93003
Kumar, Ratnesh; Garg, Vijay; Marcus, Steven I.
23
1993
Language stability and stabilizability of discrete event dynamical systems. Zbl 0785.93006
Kumar, Ratnesh; Garg, Vijay; Marcus, Steven I.
15
1993
Analysis of an adaptive control scheme for a partially observed controlled Markov chain. Zbl 0786.93089
Fernández-Gaucherand, Emmanuel; Arapostathis, Aristotle; Marcus, Steven I.
7
1993
On supervisory control of sequential behaviors. Zbl 0788.93029
Kumar, Ratnesh; Garg, Vijay; Marcus, Steven I.
6
1992
On strong average optimality of Markov decision processes with unbounded costs. Zbl 0768.90085
Ghosh, Mrinal K.; Marcus, Steven I.
5
1992
Optimal control of switching diffusions modelling a flexible manufacturing system. Zbl 0788.90034
Ghosh, Mrinal K.; Arapostathis, Aristotle; Marcus, Steven I.
1
1992
On controllability and normality of discrete event dynamical systems. Zbl 0759.93013
Kumar, Ratnesh; Garg, Vijay; Marcus, Steven I.
11
1991
On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes. Zbl 0717.90094
Fernández-Gaucherand, Emmanuel; Arapostathis, Aristotle; Marcus, Steven I.
6
1991
Optimal cost and policy for a Markovian replacement problem. Zbl 0793.90026
Sernik, E. L.; Marcus, S. I.
1
1991
On the computation of the optimal cost function for discrete time Markov models with partial observations. Zbl 0717.90095
Sernik, Enrique L.; Marcus, Steven I.
1
1991
Formulas for calculating supremal controllable and normal sublanguages. Zbl 0715.93044
Brandt, R. D.; Garg, V.; Kumar, R.; Lin, F.; Marcus, S. I.; Wonham, W. M.
26
1990
Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes. Zbl 0742.93079
Fernández-Gaucherand, Emmanuel; Arapostathis, Aristotle; Marcus, Steven I.
9
1990
Analysis of an identification algorithm arising in the adaptive estimation of Markov chains. Zbl 0685.93063
Arapostathis, Aristotle; Marcus, Steven I.
7
1990
On supremal languages of classes of sublanguages that arise in supervisor synthesis problems with partial observation. Zbl 0654.93046
Cho, Hangju; Marcus, Steven I.
16
1989
The effect of sampling on linear equivalence and feedback linearization. Zbl 0697.93039
Arapostathis, A.; Jakubczyk, B.; Lee, H.-G.; Marcus, S. I.; Sontag, E. D.
14
1989
Supremal and maximal sublanguages arising in supervisor synthesis problems with partial observations. Zbl 0683.68062
Cho, Hangju; Marcus, Steven I.
9
1989
Discretization procedures for adaptive Markov control processes. Zbl 0677.93073
Hernández-Lerma, Onésimo; Marcus, Steven I.
3
1989
Distribution of dynamic loads for multiple cooperating robot manipulators. Zbl 0662.70003
Walker, Ian D.; Marcus, Steven I.; Freeman, Robert A.
2
1989
Nonparametric adaptive control of discrete-time partially observable stochastic systems. Zbl 0675.93055
Hernández-Lerma, Onésimo; Marcus, Steven I.
2
1989
On the adaptive control of a partially observable binary Markov decision process. Zbl 0712.93063
Fernández-Gaucherand, Emmanuel; Arapostathis, Aristotle; Marcus, Steven I.
1
1989
Immersion and immersion by nonsingular feedback of a discrete-time nonlinear system into a linear system. Zbl 0643.93031
Lee, Honggi; Marcus, Steven I.
2
1988
Linearization of discrete-time systems. Zbl 0625.93032
Lee, H. G.; Arapostathis, A.; Marcus, S. I.
27
1987
Adaptive policies for discrete-time stochastic control systems with unknown disturbance distribution. Zbl 0637.93075
Hernández-Lerma, Onésimo; Marcus, Steven I.
11
1987
Adaptive control of Markov processes with incomplete state information and unknown parameters. Zbl 0585.90090
Hernandez-Lerma, O.; Marcus, S. I.
5
1987
On input-output linearization of discrete-time nonlinear systems. Zbl 0634.93040
Lee, Hong-Gi; Marcus, Steven I.
5
1987
On adaptive control of stochastic bilinear systems. Zbl 0635.93044
Cho, H.; Marcus, S. I.
1
1987
Approximate and local linearizability of non-linear discrete-time systems. Zbl 0605.93031
Lee, Hong-Gi; Marcus, Steven I.
19
1986
The structure of nonlinear control systems possessing symmetries. Zbl 0562.93041
Grizzle, Jessy W.; Marcus, Steven I.
21
1985
Adaptive control of discounted Markov decision chains. Zbl 0543.90093
Hernández-Lerma, O.; Marcus, S. I.
19
1985
Algebraic and geometric methods in nonlinear filtering. Zbl 0548.93073
Marcus, Steven I.
22
1984
Optimal control of systems possessing symmetries. Zbl 0552.93041
Grizzle, J. W.; Marcus, S. I.
8
1984
Optimal adaptive control of priority assignment in queueing systems. Zbl 0529.90045
Hernandez-Lerma, Onesimo; Marcus, Steven I.
7
1984
Nonexistence of finite dimensional filters for conditional statistics of the cubic sensor problem. Zbl 0538.93061
Hazewinkel, M.; Marcus, S. I.; Sussmann, H. J.
5
1984
Optimization of systems possessing symmetries. Zbl 0556.93030
Grizzle, J. W.; Marcus, S. I.
1
1984
Identification and approximation of queueing systems. Zbl 0544.93070
Hernández-Lerma, Onésimo; Marcus, Steven I.
1
1984
Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem. Zbl 0539.93077
Hazewinkel, M.; Marcus, S. I.; Sussmann, H. J.
12
1983
Adaptive control of service in queueing systems. Zbl 0534.90037
Hernández-Lerma, Onésimo; Marcus, Steven I.
9
1983
Asymptotic expansions and Lie algebras for some nonlinear filtering problems. Zbl 0538.93058
Blankenship, Gilmer L.; Liu, Chang-Huan; Marcus, Steven I.
7
1983
Current algebras and the identification problem. Zbl 0541.93070
Krishnaprasad, P. S.; Marcus, Steven I.; Hazewinkel, Michiel
4
1983
On Lie algebras and finite dimensional filtering. Zbl 0509.93058
Hazewinkel, Michiel; Marcus, Steven I.
17
1982
Static team problems. I: Sufficient conditions and the exponential cost criterion. Zbl 0493.93056
Krainak, Joseph C.; Speyer, Jason L.; Marcus, Steven I.
10
1982
Decentralized control of finite state Markov processes. Zbl 0492.93071
Hsu, Kai; Marcus, Steven I.
4
1982
Explicit filters for diffusions with certain nonlinear drifts. Zbl 0493.93052
Ocone, D. L.; Baras, J. S.; Marcus, S. I.
4
1982
Static team problems. II: Affine control laws, projections, algorithms, and the LEGT problem. Zbl 0493.93057
Krainak, Joseph C.; Speyer, Jason L.; Marcus, Steven I.
4
1982
The dynamic linear exponential Gaussian team problem. Zbl 0493.93058
Krainak, Joseph C.; Machell, Fredrick W.; Marcus, Steven I.; Speyer, Jason L.
2
1982
On the Lie algebra of the identification problem. Zbl 0541.93068
Krishnaprasad, P. S.; Marcus, S. I.
1
1982
Modeling and approximation of stochastic differential equations driven by semimartingales. Zbl 0456.60064
Marcus, Steven I.
45
1981
An introduction to nonlinear filtering. Zbl 0491.93060
Davis, M. H. A.; Marcus, Steven I.
16
1981
Some nonlinear filtering problems arising in recursive identification. Zbl 0489.93060
Krishnaprasad, P. S.; Marcus, Steven I.
2
1981
Filtering and smoothing equations for the filtering problem of Benes. Zbl 0506.93059
Ocone, D. L.; Baras, J. S.; Marcus, S. I.
1
1981
Some results and speculations on the role of Lie algebras in filtering. Zbl 0511.93064
Hazewinkel, M.; Marcus, S. I.
1
1981
Finite-dimensional nonlinear estimation for a class of systems in continuous and discrete time. Zbl 0475.93063
Marcus, S. I.; Mitter, S. K.; Ocone, D.
5
1980
A decentralized team decision problem with an exponential cost criterion. Zbl 0445.49029
Speyer, Jason L.; Marcus, Steven; Krainak, Joseph
2
1980
Optimal nonlinear estimation for a class of discrete-time stochastic systems. Zbl 0403.93045
Marcus, Steven I.
3
1979
Stochastic stability for a class of systems with multiplicative state noise. Zbl 0403.93051
Wise, Gary L.; Marcus, Steven I.
3
1979
A general Martingale approach to discrete-time stochastic control and estimation. Zbl 0422.93086
Hsu, Kai; Marcus, Steven I.
1
1979
...and 5 more Documents
all top 5

Cited by 1,059 Authors

29 Cavazos-Cadena, Rolando
29 Marcus, Steven I.
23 Hernández-Lerma, Onésimo
15 Arapostathis, Aristotle
14 Ghosh, Mrinal Kanti
12 Chang, Hyeong Soo
11 Guo, Xianping
10 Takai, Shigemasa
9 Bhatnagar, Shalabh
9 Zhu, Quanxin
8 Borkar, Vivek Shripad
8 Dufour, François
8 Escobedo-Trujillo, Beatris Adriana
8 Hernández-Hernández, Daniel
8 Lafortune, Stéphane
8 Prieto-Rumeau, Tomás
8 Wonham, W. Murray
8 Yau, Stephen Shing-Toung
7 Jasso-Fuentes, Héctor
7 van Schuppen, Jan H.
7 Yin, Gang George
6 Charalambous, Charalambos D.
6 Fragoso, Marcelo Dutra
6 Hu, Jiaqiao
6 Komenda, Jan
6 Lin, Feng
6 Monaco, Salvatore
6 Normand-Cyrot, Dorothée
6 Sethi, Suresh P.
6 Ushio, Toshimitsu
6 Zhou, Enlu
5 Biswas, Anup
5 Brzeźniak, Zdzisław
5 Duan, Jinqiao
5 Fernández-Gaucherand, Emmanuel
5 Fu, Michael C.
5 Hammer, Jacob
5 Kumar, Ratnesh R.
5 Kyriakidis, Epaminondas G.
5 López-Barrientos, José Daniel
5 Manna, Utpal
5 Mao, Xuerong
5 Minjárez-Sosa, J. Adolfo
5 Montes-de-Oca, Raúl
5 Qian, Linyi
5 Stettner, Łukasz
5 Xi, Fubao
5 Zhang, Qing
4 Basu, Arnab K.
4 Cruz Suárez, Hugo Adán
4 Garcia, Alfredo Daniel
4 Giua, Alessandro
4 Jaśkiewicz, Anna
4 Lygeros, John
4 Ocone, Daniel L.
4 Rudie, Karen
4 Rybakov, Konstantin Aleksandrovich
4 Wang, Wei
4 Yin, George Gang
4 Yuan, Chenggui
4 Zhang, Tianran
4 Zhu, Chao
3 Abate, Alessandro
3 Arruda, Edilson F.
3 Baras, John S.
3 Basak, Gopal Krishna
3 Basin, Michael V.
3 Cai, Kai
3 Cao, Xi-Ren
3 Chen, Zengqiang
3 De Vecchi, Francesco C.
3 Fabian, Martin
3 Fliess, Michel
3 Florchinger, Patrick
3 Garg, Vijay K.
3 Gordienko, Evgueni I.
3 Grüne, Lars
3 Guardabassi, Guido O.
3 Ha, Injoong
3 Han, Xiaoguang
3 Han, Zhengzhi
3 Hazewinkel, Michiel
3 Huang, Youqiang
3 Hunt, Louis R.
3 Jin, Zhuo
3 Karamatsoukis, Constantinos C.
3 Kogan, Konstantin
3 Kurano, Masami
3 Lévine, Jean
3 Marchand, Hervé
3 Masopust, Tomáš
3 Morando, Paola
3 Nijmeijer, Henk
3 Özekici, Süleyman
3 Peng, Yijie
3 Powell, Warren Buckler
3 Rodin, Ervin Y.
3 Ruszczyński, Andrzej
3 Savaresi, Sergio M.
3 Sennott, Linn I.
...and 959 more Authors
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Cited in 192 Serials

84 Systems & Control Letters
65 Automatica
40 International Journal of Control
36 Discrete Event Dynamic Systems
29 Journal of Mathematical Analysis and Applications
22 Journal of Optimization Theory and Applications
21 SIAM Journal on Control and Optimization
19 European Journal of Operational Research
17 Stochastic Analysis and Applications
15 Journal of Global Optimization
14 Mathematical Methods of Operations Research
12 Kybernetika
12 MCSS. Mathematics of Control, Signals, and Systems
12 Stochastic Processes and their Applications
11 Stochastics
11 Annals of Operations Research
10 Operations Research
9 Applied Mathematics and Optimization
9 Operations Research Letters
9 European Journal of Control
8 Acta Mathematicae Applicatae Sinica. English Series
8 INFORMS Journal on Computing
7 Journal of the Franklin Institute
7 Journal of Applied Probability
6 International Journal of Systems Science
6 Applied Mathematics and Computation
6 Mathematics of Operations Research
5 Theoretical Computer Science
5 Probability Theory and Related Fields
5 ZOR. Zeitschrift für Operations Research
5 Journal of Mathematical Sciences (New York)
5 Mathematical Problems in Engineering
5 Quantitative Finance
5 Journal of Dynamics and Games
4 Information Sciences
4 Journal of Differential Equations
4 Naval Research Logistics
4 Acta Applicandae Mathematicae
4 Computers & Operations Research
4 Automation and Remote Control
4 Stochastics and Dynamics
4 Stochastics
3 Advances in Applied Probability
3 International Journal of General Systems
3 Reports on Mathematical Physics
3 Journal of Economic Theory
3 Circuits, Systems, and Signal Processing
3 Optimization
3 Asia-Pacific Journal of Operational Research
3 Machine Learning
3 Communications in Statistics. Theory and Methods
3 International Journal of Robust and Nonlinear Control
3 Bernoulli
3 Methodology and Computing in Applied Probability
3 Journal of Systems Science and Complexity
3 Sādhanā
3 Nonlinear Analysis. Hybrid Systems
3 Science China. Mathematics
3 Asian Journal of Control
2 Computers & Mathematics with Applications
2 Journal of Statistical Physics
2 The Annals of Probability
2 Journal of Computational and Applied Mathematics
2 Journal of Functional Analysis
2 Journal of Multivariate Analysis
2 Mathematical Systems Theory
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Transactions of the American Mathematical Society
2 Journal of Information & Optimization Sciences
2 Physica D
2 Mathematical and Computer Modelling
2 AI Communications
2 The Annals of Applied Probability
2 Communications in Partial Differential Equations
2 Stochastics and Stochastics Reports
2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
2 Top
2 Russian Journal of Numerical Analysis and Mathematical Modelling
2 Annals of Mathematics and Artificial Intelligence
2 Nonlinear Dynamics
2 Statistical Inference for Stochastic Processes
2 Journal of Dynamical and Control Systems
2 Probability in the Engineering and Informational Sciences
2 Nonlinear Analysis. Real World Applications
2 Discrete and Continuous Dynamical Systems. Series B
2 Stochastic Models
2 Journal of Machine Learning Research (JMLR)
2 Multiscale Modeling & Simulation
2 4OR
2 Journal of Control Theory and Applications
2 Frontiers of Mathematics in China
2 Optimization Letters
2 Journal of the Operations Research Society of China
2 Nonlinear Analysis. Theory, Methods & Applications
2 International Journal of Systems Science. Principles and Applications of Systems and Integration
1 Acta Mechanica
1 Communications in Mathematical Physics
1 Computer Methods in Applied Mechanics and Engineering
1 Indian Journal of Pure & Applied Mathematics
1 Journal of Mathematical Physics
...and 92 more Serials
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Cited in 40 Fields

461 Systems theory; control (93-XX)
260 Probability theory and stochastic processes (60-XX)
240 Operations research, mathematical programming (90-XX)
88 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
68 Calculus of variations and optimal control; optimization (49-XX)
54 Computer science (68-XX)
49 Statistics (62-XX)
43 Partial differential equations (35-XX)
36 Numerical analysis (65-XX)
23 Dynamical systems and ergodic theory (37-XX)
19 Ordinary differential equations (34-XX)
15 Nonassociative rings and algebras (17-XX)
15 Biology and other natural sciences (92-XX)
11 Global analysis, analysis on manifolds (58-XX)
9 Mechanics of particles and systems (70-XX)
5 Quantum theory (81-XX)
5 Statistical mechanics, structure of matter (82-XX)
4 Operator theory (47-XX)
4 Differential geometry (53-XX)
4 Manifolds and cell complexes (57-XX)
4 Fluid mechanics (76-XX)
3 Mathematical logic and foundations (03-XX)
3 Approximations and expansions (41-XX)
3 Information and communication theory, circuits (94-XX)
2 History and biography (01-XX)
2 Combinatorics (05-XX)
2 Commutative algebra (13-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 Real functions (26-XX)
2 Difference and functional equations (39-XX)
2 Integral equations (45-XX)
1 Algebraic geometry (14-XX)
1 Group theory and generalizations (20-XX)
1 Topological groups, Lie groups (22-XX)
1 Measure and integration (28-XX)
1 Special functions (33-XX)
1 Functional analysis (46-XX)
1 Algebraic topology (55-XX)
1 Mechanics of deformable solids (74-XX)
1 Geophysics (86-XX)

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