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Pasik-Duncan, Bozenna

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Author ID: pasik-duncan.bozenna Recent zbMATH articles by "Pasik-Duncan, Bozenna"
Published as: Pasik-Duncan, B.; Pasik-Duncan, Bozenna; Pasik-Duncan, Bożenna; Duncan, Bozenna Pasik; Pasik-Duncan, Boźenna; Pasik Duncan, B.

Publications by Year

Citations contained in zbMATH Open

60 Publications have been cited 662 times in 486 Documents Cited by Year
Stochastic calculus for fractional Brownian motion. I: Theory. Zbl 0947.60061
Duncan, Tyrone E.; Hu, Yaozhong; Pasik-Duncan, Bozenna
221
2000
Fractional Brownian motion and stochastic equations in Hilbert spaces. Zbl 1040.60054
Duncan, T. E.; Pasik-Duncan, B.; Maslowski, B.
97
2002
Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise. Zbl 1076.60054
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
36
2005
Semilinear stochastic equations in a Hilbert space with a fractional Brownian motion. Zbl 1247.60091
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
25
2009
Stochastic integration for fractional Brownian motion in a Hilbert space. Zbl 1095.60017
Duncan, T. E.; Jakubowski, J.; Pasik-Duncan, B.
24
2006
Adaptive continuous-time linear quadratic Gaussian control. Zbl 0963.93080
Duncan, T. E.; Guo, L.; Pasik-Duncan, B.
21
1999
A Kiefer-Wolfowitz algorithm with randomized differences. Zbl 1056.93622
Chen, H. F.; Duncan, T. E.; Pasik-Duncan, B.
20
1999
Linear stochastic equations in a Hilbert space with a fractional Brownian motion. Zbl 1133.60015
Pasik-Duncan, B.; Duncan, T. E.; Maslowski, B.
17
2006
Ergodic boundary/point control of stochastic semilinear systems. Zbl 0924.93045
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
14
1998
Adaptive boundary and point control of linear stochastic distributed parameter systems. Zbl 0802.93035
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
14
1994
Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions. Zbl 1247.60092
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
12
2012
Adaptive control of continuous-time linear stochastic systems. Zbl 0682.93057
Duncan, T. E.; Pasik-Duncan, B.
11
1990
Adaptive control of linear stochastic evolution systems. Zbl 0739.93078
Duncan, T. E.; Pasik-Duncan, B.; Goldys, B.
11
1991
Robust maximum principle for multi-model LQ-problem. Zbl 1018.49023
Poznyak, A. S.; Duncan, T. E.; Pasik-Duncan, B.; Boltyanski, V. G.
9
2002
Linear-quadratic fractional Gaussian control. Zbl 1285.49024
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
8
2013
Numerical differentiation and parameter estimation in higher-order linear stochastic systems. Zbl 0855.93078
Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Boźenna
6
1996
Linear-exponential-quadratic Gaussian control for stochastic equations in a Hilbert space. Zbl 1259.93131
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
6
2012
On the consistency of a least squares identification procedure. Zbl 0657.93072
Mandl, Petr; Duncan, Tyrone E.; Pasik-Duncan, Bożenna
5
1988
Robust stochastic maximum principle for multi-model worst case optimization. Zbl 1054.93054
Poznyak, A. S.; Duncan, T. E.; Pasik-Duncan, B.; Boltyansky, V. G.
5
2002
Stochastic adaptive control for continuous-time linear systems with quadratic cost. Zbl 0857.93106
Chen, H. F.; Duncan, T. E.; Pasik-Duncan, B.
5
1996
On ergodic control of stochastic evolution equations. Zbl 0894.60056
Duncan, T.; Pasik-Duncan, B.; Stettner, L.
5
1997
Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups. Zbl 0854.93149
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
5
1996
Adaptive control of linear delay time systems. Zbl 0647.93045
Duncan, T. E.; Pasik-Duncan, B.
4
1988
A parameter estimate associated with the adaptive control of stochastic systems. Zbl 0595.93055
Duncan, T. E.; Pasik-Duncan, B.
4
1986
A note on sampling and parameter estimation in linear stochastic systems. Zbl 1136.93443
Duncan, T. E.; Mandl, P.; Pasik-Duncan, B.
4
1999
Adaptive control for semilinear stochastic systems. Zbl 0990.93058
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
4
2000
Solvable stochastic differential games in rank one compact symmetric spaces. Zbl 1404.91021
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
4
2018
Adaptive control of a continuous time portfolio and consumption model. Zbl 0642.90015
Duncan, T. E.; Pasik-Duncan, B.
3
1989
Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion. Zbl 1325.60104
Duncan, Tyrone E.; Maslowski, B.; Pasik-Duncan, B.
3
2015
Adaptive control of discrete time Markov processes by the large deviations method. Zbl 1006.93071
Duncan, T. E.; Pasik-Duncan, B.; Stettner, Łukasz
3
2000
Robust optimal control for minimax stochastic linear quadratic problem. Zbl 1055.93076
Poznyak, A. S.; Duncan, T. E.; Pasik-Duncan, B.; Boltyansky, V. G.
3
2002
Adaptive control of a partially observed discrete time Markov process. Zbl 0897.93061
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
3
1998
Growth optimal portfolio selection under proportional transaction costs with obligatory diversification. Zbl 1231.91400
Duncan, T.; Pasik Duncan, B.; Stettner, L.
3
2011
Semiexplicit solutions to some nonlinear nonquadratic mean-field-type games: a direct method. Zbl 07256370
Barreiro-Gomez, Julian; Duncan, Tyrone E.; Pasik-Duncan, Bozenna; Tembine, Hamidou
3
2020
Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems. Zbl 1429.49039
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
3
2019
Uniform operator continuity of the stationary Riccati equation in Hilbert space. Zbl 0762.93044
Chojnowska-Michalik, A.; Duncan, T. E.; Pasik-Duncan, B.
3
1992
Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion. Zbl 1157.93034
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
3
2009
A direct approach to linear-quadratic stochastic control. Zbl 1401.93221
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
3
2017
Almost self-optimizing strategies for the adaptive control of diffusion processes. Zbl 0801.60047
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
3
1994
Adaptive control of three continuous time portfolio and consumption models. Zbl 0642.90013
Duncan, T. E.; Pasik-Duncan, B.
2
1989
Stochastic theory and control. Proceedings of the workshop, Lawrence, KS, USA, October 18–20, 2001. Zbl 1005.00048
2
2002
Stochastic linear quadratic adaptive control for continuous-time first-order systems. Zbl 0901.93076
Gao, A. J.; Pasik-Duncan, B.
2
1997
On the consistency of a least squares identification procedure in linear evolution systems. Zbl 0760.60059
Pasik-Duncan, Bozenna
2
1992
Some methods for the adaptive control of continuous time linear stochastic systems. Zbl 0811.93068
Duncan, T. E.; Pasik-Duncan, B.
2
1991
Discrete time linear quadratic control with arbitrary correlated noise. Zbl 1369.93570
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2
2013
Identification and adaptive control of some stochastic distributed parameter systems. Zbl 1010.93110
Pasik-Duncan, B.
2
2001
Risk sensitive adaptive control of discrete time Markov processes. Zbl 1030.93062
Duncan, T. E.; Pasik-Duncan, B.; Stettner, Ł.
2
2001
On exponentially discounted adaptive control. Zbl 0714.93046
Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Bożenna
1
1990
Rate of convergence for an estimator in a portfolio and consumption model. Zbl 0642.90014
Duncan, T. E.; Pasik-Duncan, B.
1
1989
Ergodic distributed control for parameter dependent stochastic semilinear systems. Zbl 0895.60062
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
1
1997
Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise. Zbl 1056.93642
Duncan, T. E.; Pasik-Duncan, B.; Zhang, Q.
1
1999
Some solvable stochastic differential games in \(\mathrm{SU}(3)\). Zbl 1346.91012
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
1
2015
A direct method for solving stochastic control problems. Zbl 1266.93165
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
1
2012
Ergodic and adaptive control of hidden Markov models. Zbl 1103.93047
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
1
2005
On least squares estimation in continuous time linear stochastic systems. Zbl 0781.93085
Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Bożenna
1
1992
On boundary control of unknown linear stochastic distributed parameter systems. Zbl 0805.93058
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
1
1992
On stochastic adaptive control. Zbl 0846.93089
Pasik-Duncan, Bozenna
1
1992
Asymptotic distribution of some quadratic functionals of linear stochastic evolution systems. Zbl 0792.93044
Pasik-Duncan, B.
1
1992
On statistical sampling for system testing. Zbl 0800.93182
Duncan, T. E.; Mandl, P.; Pasik-Duncan, B.
1
1994
On the ergodic and the adaptive control of stochastic differential delay systems. Zbl 0801.60048
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
1
1994
Semiexplicit solutions to some nonlinear nonquadratic mean-field-type games: a direct method. Zbl 07256370
Barreiro-Gomez, Julian; Duncan, Tyrone E.; Pasik-Duncan, Bozenna; Tembine, Hamidou
3
2020
Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems. Zbl 1429.49039
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
3
2019
Solvable stochastic differential games in rank one compact symmetric spaces. Zbl 1404.91021
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
4
2018
A direct approach to linear-quadratic stochastic control. Zbl 1401.93221
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
3
2017
Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion. Zbl 1325.60104
Duncan, Tyrone E.; Maslowski, B.; Pasik-Duncan, B.
3
2015
Some solvable stochastic differential games in \(\mathrm{SU}(3)\). Zbl 1346.91012
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
1
2015
Linear-quadratic fractional Gaussian control. Zbl 1285.49024
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
8
2013
Discrete time linear quadratic control with arbitrary correlated noise. Zbl 1369.93570
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2
2013
Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions. Zbl 1247.60092
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
12
2012
Linear-exponential-quadratic Gaussian control for stochastic equations in a Hilbert space. Zbl 1259.93131
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
6
2012
A direct method for solving stochastic control problems. Zbl 1266.93165
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
1
2012
Growth optimal portfolio selection under proportional transaction costs with obligatory diversification. Zbl 1231.91400
Duncan, T.; Pasik Duncan, B.; Stettner, L.
3
2011
Semilinear stochastic equations in a Hilbert space with a fractional Brownian motion. Zbl 1247.60091
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
25
2009
Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion. Zbl 1157.93034
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
3
2009
Stochastic integration for fractional Brownian motion in a Hilbert space. Zbl 1095.60017
Duncan, T. E.; Jakubowski, J.; Pasik-Duncan, B.
24
2006
Linear stochastic equations in a Hilbert space with a fractional Brownian motion. Zbl 1133.60015
Pasik-Duncan, B.; Duncan, T. E.; Maslowski, B.
17
2006
Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise. Zbl 1076.60054
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
36
2005
Ergodic and adaptive control of hidden Markov models. Zbl 1103.93047
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
1
2005
Fractional Brownian motion and stochastic equations in Hilbert spaces. Zbl 1040.60054
Duncan, T. E.; Pasik-Duncan, B.; Maslowski, B.
97
2002
Robust maximum principle for multi-model LQ-problem. Zbl 1018.49023
Poznyak, A. S.; Duncan, T. E.; Pasik-Duncan, B.; Boltyanski, V. G.
9
2002
Robust stochastic maximum principle for multi-model worst case optimization. Zbl 1054.93054
Poznyak, A. S.; Duncan, T. E.; Pasik-Duncan, B.; Boltyansky, V. G.
5
2002
Robust optimal control for minimax stochastic linear quadratic problem. Zbl 1055.93076
Poznyak, A. S.; Duncan, T. E.; Pasik-Duncan, B.; Boltyansky, V. G.
3
2002
Stochastic theory and control. Proceedings of the workshop, Lawrence, KS, USA, October 18–20, 2001. Zbl 1005.00048
2
2002
Identification and adaptive control of some stochastic distributed parameter systems. Zbl 1010.93110
Pasik-Duncan, B.
2
2001
Risk sensitive adaptive control of discrete time Markov processes. Zbl 1030.93062
Duncan, T. E.; Pasik-Duncan, B.; Stettner, Ł.
2
2001
Stochastic calculus for fractional Brownian motion. I: Theory. Zbl 0947.60061
Duncan, Tyrone E.; Hu, Yaozhong; Pasik-Duncan, Bozenna
221
2000
Adaptive control for semilinear stochastic systems. Zbl 0990.93058
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
4
2000
Adaptive control of discrete time Markov processes by the large deviations method. Zbl 1006.93071
Duncan, T. E.; Pasik-Duncan, B.; Stettner, Łukasz
3
2000
Adaptive continuous-time linear quadratic Gaussian control. Zbl 0963.93080
Duncan, T. E.; Guo, L.; Pasik-Duncan, B.
21
1999
A Kiefer-Wolfowitz algorithm with randomized differences. Zbl 1056.93622
Chen, H. F.; Duncan, T. E.; Pasik-Duncan, B.
20
1999
A note on sampling and parameter estimation in linear stochastic systems. Zbl 1136.93443
Duncan, T. E.; Mandl, P.; Pasik-Duncan, B.
4
1999
Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise. Zbl 1056.93642
Duncan, T. E.; Pasik-Duncan, B.; Zhang, Q.
1
1999
Ergodic boundary/point control of stochastic semilinear systems. Zbl 0924.93045
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
14
1998
Adaptive control of a partially observed discrete time Markov process. Zbl 0897.93061
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
3
1998
On ergodic control of stochastic evolution equations. Zbl 0894.60056
Duncan, T.; Pasik-Duncan, B.; Stettner, L.
5
1997
Stochastic linear quadratic adaptive control for continuous-time first-order systems. Zbl 0901.93076
Gao, A. J.; Pasik-Duncan, B.
2
1997
Ergodic distributed control for parameter dependent stochastic semilinear systems. Zbl 0895.60062
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
1
1997
Numerical differentiation and parameter estimation in higher-order linear stochastic systems. Zbl 0855.93078
Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Boźenna
6
1996
Stochastic adaptive control for continuous-time linear systems with quadratic cost. Zbl 0857.93106
Chen, H. F.; Duncan, T. E.; Pasik-Duncan, B.
5
1996
Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups. Zbl 0854.93149
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
5
1996
Adaptive boundary and point control of linear stochastic distributed parameter systems. Zbl 0802.93035
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
14
1994
Almost self-optimizing strategies for the adaptive control of diffusion processes. Zbl 0801.60047
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
3
1994
On statistical sampling for system testing. Zbl 0800.93182
Duncan, T. E.; Mandl, P.; Pasik-Duncan, B.
1
1994
On the ergodic and the adaptive control of stochastic differential delay systems. Zbl 0801.60048
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
1
1994
Uniform operator continuity of the stationary Riccati equation in Hilbert space. Zbl 0762.93044
Chojnowska-Michalik, A.; Duncan, T. E.; Pasik-Duncan, B.
3
1992
On the consistency of a least squares identification procedure in linear evolution systems. Zbl 0760.60059
Pasik-Duncan, Bozenna
2
1992
On least squares estimation in continuous time linear stochastic systems. Zbl 0781.93085
Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Bożenna
1
1992
On boundary control of unknown linear stochastic distributed parameter systems. Zbl 0805.93058
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
1
1992
On stochastic adaptive control. Zbl 0846.93089
Pasik-Duncan, Bozenna
1
1992
Asymptotic distribution of some quadratic functionals of linear stochastic evolution systems. Zbl 0792.93044
Pasik-Duncan, B.
1
1992
Adaptive control of linear stochastic evolution systems. Zbl 0739.93078
Duncan, T. E.; Pasik-Duncan, B.; Goldys, B.
11
1991
Some methods for the adaptive control of continuous time linear stochastic systems. Zbl 0811.93068
Duncan, T. E.; Pasik-Duncan, B.
2
1991
Adaptive control of continuous-time linear stochastic systems. Zbl 0682.93057
Duncan, T. E.; Pasik-Duncan, B.
11
1990
On exponentially discounted adaptive control. Zbl 0714.93046
Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Bożenna
1
1990
Adaptive control of a continuous time portfolio and consumption model. Zbl 0642.90015
Duncan, T. E.; Pasik-Duncan, B.
3
1989
Adaptive control of three continuous time portfolio and consumption models. Zbl 0642.90013
Duncan, T. E.; Pasik-Duncan, B.
2
1989
Rate of convergence for an estimator in a portfolio and consumption model. Zbl 0642.90014
Duncan, T. E.; Pasik-Duncan, B.
1
1989
On the consistency of a least squares identification procedure. Zbl 0657.93072
Mandl, Petr; Duncan, Tyrone E.; Pasik-Duncan, Bożenna
5
1988
Adaptive control of linear delay time systems. Zbl 0647.93045
Duncan, T. E.; Pasik-Duncan, B.
4
1988
A parameter estimate associated with the adaptive control of stochastic systems. Zbl 0595.93055
Duncan, T. E.; Pasik-Duncan, B.
4
1986
all top 5

Cited by 579 Authors

27 Duncan, Tyrone E.
27 Pasik-Duncan, Bozenna
22 Maslowski, Bohdan
17 Yan, Litan
16 Hu, Yaozhong
15 Jumarie, Guy M.
14 Nualart, David
9 Stettner, Łukasz
8 Levanony, David
8 Li, Zhi
8 Tudor, Ciprian A.
7 Mokkadem, Abdelkader
7 Øksendal, Bernt Karsten
7 Pelletier, Mariane
7 Poznyak, Aleksandr Semënovich
7 Ren, Yong
7 Sakthivel, Rathinasamy
6 Alpay, Daniel Aron
6 McKibben, Mark Anthony
6 Yang, Qigui
6 Zeng, Caibin
5 Čoupek, Petr
5 Pei, Bin
5 Tudor, Constantin
5 Xia, Dengfeng
5 Xu, Liping
5 Xu, Yong
4 Basin, Michael V.
4 Bielecki, Tomasz R.
4 Boltyanskij, Vladimir Grigor’evich
4 Caithamer, Peter
4 Chen, Hanfu
4 Chen, Yangquan
4 Duan, Jinqiao
4 Garrido-Atienza, María José
4 Grecksch, Wilfried
4 Jolis, Maria
4 Le Breton, Alain
4 Tembine, Hamidou
4 Tindel, Samy
4 Tsai, Henghsiu
4 Webster, Micah D.
4 Xiao, Wei-Lin
4 Zimbidis, Alexandros A.
3 Amirdjanova, Anna
3 Anh, Vo V.
3 Bender, Christian
3 Biagini, Francesca
3 Goldys, Beniamin
3 Guo, Feng
3 Huang, Zhiyuan
3 Jańczak-Borkowska, Katarzyna
3 Jiang, Zhong-Ping
3 Jimenez-Lizarraga, Manuel
3 Kim, Jeong-Hoon
3 Kleptsyna, Marina L.
3 León, Jorge A.
3 Lü, Xuebin
3 Luo, Jiaowan
3 Mahmudov, Nazim Idrisoglu
3 Mandl, Petr
3 Mena, Hermann
3 Olivera, Christian
3 Shen, Guangjun
3 Šnupárková, Jana
3 Sun, Xiaoxia
3 Viot, Michel
3 Wang, Guolian
3 Wang, Yongjin
3 Yang, Xiaoyuan
3 Yu, Xianye
3 Zhang, Weiguo
3 Zhang, Xili
3 Zhang, Yinghan
2 Alòs, Elisa
2 Attia, Haim
2 Avazzadeh, Zakieh
2 Balan, Raluca M.
2 Balasubramaniam, Pagavathigounder
2 Barreiro-Gomez, Julián
2 Bayraktar, Erhan
2 Belinsky, Boris P.
2 Bian, Tao
2 Blömker, Dirk
2 Bock, Wolfgang
2 Bonaccorsi, Stefano
2 Borkowski, Dariusz
2 Brzeźniak, Zdzisław
2 Caines, Peter Edwin
2 Chan, Kung-Sik
2 Chen, Tao
2 Cheng, Xing
2 Chivoret, Sébastien
2 Chojnowska-Michalik, Anna
2 Cialenco, Igor
2 da Silva, José Luís
2 Deng, Feiqi
2 Di Masi, Giovanni B.
2 Diop, Mamadou Abdoul
2 Duan, Pengju
...and 479 more Authors
all top 5

Cited in 164 Serials

22 Statistics & Probability Letters
21 Stochastic Processes and their Applications
20 Stochastic Analysis and Applications
19 Stochastics and Dynamics
18 Stochastics
13 International Journal of Control
13 Applied Mathematics and Optimization
13 Automatica
10 Journal of Mathematical Analysis and Applications
10 Systems & Control Letters
9 Journal of Optimization Theory and Applications
9 Advances in Difference Equations
8 SIAM Journal on Control and Optimization
8 Frontiers of Mathematics in China
7 Chaos, Solitons and Fractals
7 Journal of Theoretical Probability
7 Infinite Dimensional Analysis, Quantum Probability and Related Topics
6 Physica A
6 Discrete and Continuous Dynamical Systems. Series B
5 Applied Mathematics and Computation
5 Journal of Functional Analysis
5 Kybernetika
5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
5 International Journal of Adaptive Control and Signal Processing
5 Bernoulli
5 Mathematical Problems in Engineering
5 Abstract and Applied Analysis
5 International Journal of Theoretical and Applied Finance
4 Computers & Mathematics with Applications
4 The Annals of Probability
4 Journal of Computational and Applied Mathematics
4 Journal of Differential Equations
4 Optimal Control Applications & Methods
4 Journal of Systems Science and Complexity
4 Journal of Applied Mathematics and Computing
4 International Journal of Systems Science. Principles and Applications of Systems and Integration
3 Journal of the Franklin Institute
3 The Annals of Statistics
3 Journal of Statistical Planning and Inference
3 Probability Theory and Related Fields
3 The Annals of Applied Probability
3 Numerical Algorithms
3 Potential Analysis
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Nonlinear Dynamics
3 Communications in Nonlinear Science and Numerical Simulation
3 Brazilian Journal of Probability and Statistics
3 Quantitative Finance
3 Acta Mathematica Scientia. Series B. (English Edition)
3 Boundary Value Problems
3 Dynamic Games and Applications
2 Applicable Analysis
2 Mathematical Methods in the Applied Sciences
2 Czechoslovak Mathematical Journal
2 Bulletin of the Korean Mathematical Society
2 Acta Mathematicae Applicatae Sinica. English Series
2 Communications in Statistics. Theory and Methods
2 Opuscula Mathematica
2 Discrete and Continuous Dynamical Systems
2 Chaos
2 Fractional Calculus & Applied Analysis
2 Econometric Theory
2 Scandinavian Actuarial Journal
2 Nonlinear Analysis. Real World Applications
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Mediterranean Journal of Mathematics
2 Science in China. Series F
2 Journal of the Korean Statistical Society
2 Science China. Mathematics
2 International Journal of Stochastic Analysis
2 Games
2 Asian Journal of Control
2 Analysis and Mathematical Physics
1 Communications in Mathematical Physics
1 International Journal of Systems Science
1 Journal of Mathematical Physics
1 Journal of Statistical Physics
1 Letters in Mathematical Physics
1 Metrika
1 Reports on Mathematical Physics
1 Scandinavian Journal of Statistics
1 Stochastics
1 Transport Theory and Statistical Physics
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 Theory of Probability and its Applications
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV
1 BIT
1 Journal of Applied Probability
1 Journal of Mathematical Psychology
1 Journal of Multivariate Analysis
1 Kybernetes
1 Osaka Journal of Mathematics
1 Quarterly of Applied Mathematics
1 Theoretical Computer Science
1 Zeitschrift für Analysis und ihre Anwendungen
1 Insurance Mathematics & Economics
1 Journal of Time Series Analysis
1 Applied Mathematics and Mechanics. (English Edition)
1 Chinese Annals of Mathematics. Series B
...and 64 more Serials
all top 5

Cited in 35 Fields

351 Probability theory and stochastic processes (60-XX)
147 Systems theory; control (93-XX)
62 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
59 Partial differential equations (35-XX)
50 Calculus of variations and optimal control; optimization (49-XX)
43 Statistics (62-XX)
38 Ordinary differential equations (34-XX)
28 Numerical analysis (65-XX)
20 Real functions (26-XX)
20 Operations research, mathematical programming (90-XX)
19 Operator theory (47-XX)
11 Dynamical systems and ergodic theory (37-XX)
10 Integral equations (45-XX)
9 Fluid mechanics (76-XX)
8 Statistical mechanics, structure of matter (82-XX)
7 Computer science (68-XX)
7 Biology and other natural sciences (92-XX)
5 Measure and integration (28-XX)
4 Information and communication theory, circuits (94-XX)
3 Functional analysis (46-XX)
3 Mechanics of particles and systems (70-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 Functions of a complex variable (30-XX)
2 Special functions (33-XX)
2 Difference and functional equations (39-XX)
2 Approximations and expansions (41-XX)
2 Harmonic analysis on Euclidean spaces (42-XX)
2 Mechanics of deformable solids (74-XX)
2 Quantum theory (81-XX)
1 Combinatorics (05-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Sequences, series, summability (40-XX)
1 Integral transforms, operational calculus (44-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Geophysics (86-XX)

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