## Duncan, Tyrone E.

Compute Distance To:
 Author ID: duncan.tyrone-e Published as: Duncan, T. E.; Duncan, Tyrone E.; Duncan, Tyrone more...less External Links: MGP
 Documents Indexed: 142 Publications since 1968 1 Contribution as Editor Reviewing Activity: 125 Reviews Biographic References: 6 Publications Co-Authors: 28 Co-Authors with 80 Joint Publications 1,013 Co-Co-Authors
all top 5

### Co-Authors

 63 single-authored 63 Pasik-Duncan, Bozenna 14 Maslowski, Bohdan 9 Stettner, Łukasz 7 Mandl, Petr 5 Tembine, Hamidou 4 Barreiro-Gomez, Julián 3 Boltyanskij, Vladimir Grigor’evich 3 Poznyak, Aleksandr Semënovich 3 Upmeier, Harald 2 Jakubowski, Jacek 2 Moon, Jun-Hee 1 Başar, Tamer 1 Byrnes, Christopher Ian 1 Chojnowska-Michalik, Anna 1 Čoupek, Petr 1 Fink, Holger 1 Goldys, Beniamin 1 Guo, Lei 1 Hu, Yaozhong 1 Jin, Yasong 1 Nakamura, Yoshimasa 1 Nualart, David 1 Talata, Zsolt 1 Toumi, Noureddine 1 Varaiya, Pravin Pratap 1 Yan, Peng 1 Yan, Yi 1 Zhang, Qing
all top 5

### Serials

 14 IEEE Transactions on Automatic Control 7 Applied Mathematics and Optimization 7 SIAM Journal on Control and Optimization 6 Journal of Optimization Theory and Applications 4 International Journal of Control 3 IEEE Transactions on Information Theory 3 Information and Control 3 Kybernetika 3 Stochastics and Dynamics 3 Communications in Information and Systems 2 Stochastics 2 Journal of Multivariate Analysis 2 Systems & Control Letters 2 Statistics & Probability Letters 2 International Journal of Adaptive Control and Signal Processing 2 Stochastic Processes and their Applications 2 Stochastics and Stochastics Reports 2 Mathematical Methods of Operations Research 1 Journal of the Franklin Institute 1 Letters in Mathematical Physics 1 Automatica 1 Journal of Applied Probability 1 Journal of Functional Analysis 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Pacific Journal of Mathematics 1 Transactions of the American Mathematical Society 1 Probability and Mathematical Statistics 1 Journal of Theoretical Probability 1 MCSS. Mathematics of Control, Signals, and Systems 1 Dynamic Systems and Applications 1 SIAM Journal on Applied Mathematics 1 SIAM Journal on Mathematical Analysis 1 Applicationes Mathematicae 1 Ulam Quarterly 1 Opuscula Mathematica 1 Discrete and Continuous Dynamical Systems 1 Discrete and Continuous Dynamical Systems. Series B 1 SIAM Journal on Control 1 Lecture Notes in Control and Information Sciences 1 Risk and Decision Analysis 1 Annals of Mathematical Statistics 1 Games 1 Evolution Equations and Control Theory 1 ICCM Notices 1 La Matematica
all top 5

### Fields

 92 Systems theory; control (93-XX) 85 Probability theory and stochastic processes (60-XX) 26 Calculus of variations and optimal control; optimization (49-XX) 20 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Global analysis, analysis on manifolds (58-XX) 11 Statistics (62-XX) 10 Differential geometry (53-XX) 8 Operations research, mathematical programming (90-XX) 4 Information and communication theory, circuits (94-XX) 3 Topological groups, Lie groups (22-XX) 3 Special functions (33-XX) 3 Ordinary differential equations (34-XX) 2 Nonassociative rings and algebras (17-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Operator theory (47-XX) 2 Numerical analysis (65-XX) 2 Mechanics of particles and systems (70-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Algebraic geometry (14-XX) 1 Associative rings and algebras (16-XX) 1 Measure and integration (28-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Partial differential equations (35-XX) 1 Abstract harmonic analysis (43-XX) 1 Functional analysis (46-XX) 1 Geometry (51-XX) 1 Optics, electromagnetic theory (78-XX)

### Citations contained in zbMATH Open

98 Publications have been cited 797 times in 578 Documents Cited by Year
Stochastic calculus for fractional Brownian motion. I: Theory. Zbl 0947.60061
Duncan, Tyrone E.; Hu, Yaozhong; Pasik-Duncan, Bozenna
2000
Fractional Brownian motion and stochastic equations in Hilbert spaces. Zbl 1040.60054
Duncan, T. E.; Pasik-Duncan, B.; Maslowski, B.
2002
Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise. Zbl 1076.60054
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
2005
Semilinear stochastic equations in a Hilbert space with a fractional Brownian motion. Zbl 1247.60091
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
2009
Stochastic integration for fractional Brownian motion in a Hilbert space. Zbl 1095.60017
Duncan, T. E.; Jakubowski, J.; Pasik-Duncan, B.
2006
Adaptive continuous-time linear quadratic Gaussian control. Zbl 0963.93080
Duncan, T. E.; Guo, L.; Pasik-Duncan, B.
1999
A Kiefer-Wolfowitz algorithm with randomized differences. Zbl 1056.93622
Chen, H. F.; Duncan, T. E.; Pasik-Duncan, B.
1999
Linear stochastic equations in a Hilbert space with a fractional Brownian motion. Zbl 1133.60015
Pasik-Duncan, B.; Duncan, T. E.; Maslowski, B.
2006
Adaptive boundary and point control of linear stochastic distributed parameter systems. Zbl 0802.93035
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
1994
Ergodic boundary/point control of stochastic semilinear systems. Zbl 0924.93045
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
1998
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.
2012
Adaptive control of linear stochastic evolution systems. Zbl 0739.93078
Duncan, T. E.; Pasik-Duncan, B.; Goldys, B.
1991
Adaptive control of continuous-time linear stochastic systems. Zbl 0682.93057
Duncan, T. E.; Pasik-Duncan, B.
1990
On the calculation of mutual information. Zbl 0227.94008
Duncan, Tyrone E.
1970
Linear-quadratic mean-field-type games: jump-diffusion process with regime switching. Zbl 1482.91022
Barreiro-Gomez, Julian; Duncan, Tyrone E.; Tembine, Hamidou
2019
Linear-quadratic mean-field-type games: a direct method. Zbl 1402.91074
Duncan, Tyrone E.; Tembine, Hamidou
2018
Robust maximum principle for multi-model LQ-problem. Zbl 1018.49023
Poznyak, A. S.; Duncan, T. E.; Pasik-Duncan, B.; Boltyanski, V. G.
2002
Linear-quadratic fractional Gaussian control. Zbl 1285.49024
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2013
On the solutions of a stochastic control system. II. Zbl 0319.93047
Duncan, Tyrone; Varaiya, Pravin
1975
Linear-exponential-quadratic Gaussian control. Zbl 1369.93714
Duncan, Tyrone E.
2013
Some filtering results in riemann manifolds. Zbl 0371.60051
Duncan, T. E.
1977
On certain topological invariants arising in system theory. Zbl 0483.93049
Byrnes, Christopher I.; Duncan, Tyrone E.
1982
Linear-exponential-quadratic Gaussian control for stochastic equations in a Hilbert space. Zbl 1259.93131
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2012
Evaluation of likelihood functions. Zbl 0177.47901
Duncan, T. E.
1968
Numerical differentiation and parameter estimation in higher-order linear stochastic systems. Zbl 0855.93078
Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Boźenna
1996
Prediction for some processes related to a fractional Brownian motion. Zbl 1089.60024
Duncan, T. E.
2006
Stochastic adaptive control for continuous-time linear systems with quadratic cost. Zbl 0857.93106
Chen, H. F.; Duncan, T. E.; Pasik-Duncan, B.
1996
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.
2002
Existence of strong solutions and uniqueness in law for stochastic differential equations driven by fractional Brownian motion. Zbl 1195.60078
Duncan, Tyrone; Nualart, David
2009
Exact asymptotics for a queue with fractional Brownian input and applications in ATM networks. Zbl 1001.60042
Duncan, Tyrone E.; Yan, Yi; Yan, Peng
2001
On the consistency of a least squares identification procedure. Zbl 0657.93072
Mandl, Petr; Duncan, Tyrone E.; Pasik-Duncan, Bożenna
1988
Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups. Zbl 0854.93149
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
1996
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.
2019
Discrete-time linear-quadratic mean-field-type repeated games: perfect, incomplete, and imperfect information. Zbl 1430.91016
Barreiro-Gomez, Julian; Duncan, Tyrone E.; Tembine, Hamidou
2020
Solvable stochastic differential games in rank one compact symmetric spaces. Zbl 1404.91021
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2018
A note on sampling and parameter estimation in linear stochastic systems. Zbl 1136.93443
Duncan, T. E.; Mandl, P.; Pasik-Duncan, B.
1999
Adaptive control for semilinear stochastic systems. Zbl 0990.93058
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
2000
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
2020
Risk-sensitive zero-sum differential games. Zbl 1482.91032
Moon, Jun; Duncan, Tyrone E.; Başar, Tamer
2019
A parameter estimate associated with the adaptive control of stochastic systems. Zbl 0595.93055
Duncan, T. E.; Pasik-Duncan, B.
1986
Stochastic systems in Riemannian manifolds. Zbl 0377.93072
Duncan, T. E.
1979
Adaptive control of linear delay time systems. Zbl 0647.93045
Duncan, T. E.; Pasik-Duncan, B.
1988
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.
2015
Linear exponential quadratic stochastic differential games. Zbl 1359.91014
Duncan, Tyrone E.
2016
A direct approach to linear-quadratic stochastic control. Zbl 1401.93221
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2017
Almost self-optimizing strategies for the adaptive control of diffusion processes. Zbl 0801.60047
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
1994
Adaptive control of discrete time Markov processes by the large deviations method. Zbl 1006.93071
Duncan, T. E.; Pasik-Duncan, B.; Stettner, Łukasz
2000
Uniform operator continuity of the stationary Riccati equation in Hilbert space. Zbl 0762.93044
Chojnowska-Michalik, A.; Duncan, T. E.; Pasik-Duncan, B.
1992
Robust optimal control for minimax stochastic linear quadratic problem. Zbl 1055.93076
Poznyak, A. S.; Duncan, T. E.; Pasik-Duncan, B.; Boltyansky, V. G.
2002
Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions. Zbl 1341.49048
Duncan, Tyrone E.
2015
Adaptive control of a continuous time portfolio and consumption model. Zbl 0642.90015
Duncan, T. E.; Pasik-Duncan, B.
1989
Adaptive control of a partially observed discrete time Markov process. Zbl 0897.93061
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
1998
Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion. Zbl 1157.93034
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
2009
Maximum queue length of a fluid model with an aggregated fractional Brownian input. Zbl 1167.60358
Duncan, Tyrone E.; Jin, Yasong
2008
Some solvable stochastic control problems in noncompact symmetric spaces of rank one. Zbl 0728.60081
Duncan, T. E.
1991
Linear-quadratic stochastic differential games with general noise processes. Zbl 1296.91035
Duncan, Tyrone E.
2014
Some methods for the adaptive control of continuous time linear stochastic systems. Zbl 0811.93068
Duncan, T. E.; Pasik-Duncan, B.
1991
Some applications of fractional Brownian motion to linear systems. Zbl 0974.93061
Duncan, Tyrone E.
2000
Some stochastic systems on manifolds. Zbl 0313.60005
Duncan, T. E.
1975
Absolute continuity for abstract Wiener spaces. Zbl 0314.28003
Duncan, T. E.
1974
Mutual information for stochastic differential equations. Zbl 0233.60052
Duncan, Tyrone E.
1971
Risk sensitive adaptive control of discrete time Markov processes. Zbl 1030.93062
Duncan, T. E.; Pasik-Duncan, B.; Stettner, Ł.
2001
On the absolute continuity of measures. Zbl 0191.46705
Duncan, T. E.
1970
An estimation problem in compact Lie groups. Zbl 0648.93053
Duncan, T. E.
1988
Adaptive control of three continuous time portfolio and consumption models. Zbl 0642.90013
Duncan, T. E.; Pasik-Duncan, B.
1989
Dynamic programming optimality criteria for stochastic systems in Riemannian manifolds. Zbl 0403.49025
Duncan, T. E.
1977
Discrete time linear quadratic control with arbitrary correlated noise. Zbl 1369.93570
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2013
Some linear-quadratic stochastic differential games driven by state dependent Gauss-Volterra processes. Zbl 1427.91023
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2019
On boundary control of unknown linear stochastic distributed parameter systems. Zbl 0805.93058
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
1992
On statistical sampling for system testing. Zbl 0800.93182
Duncan, T. E.; Mandl, P.; Pasik-Duncan, B.
1994
On the ergodic and the adaptive control of stochastic differential delay systems. Zbl 0801.60048
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
1994
Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise. Zbl 1056.93642
Duncan, T. E.; Pasik-Duncan, B.; Zhang, Q.
1999
On least squares estimation in continuous time linear stochastic systems. Zbl 0781.93085
Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Bożenna
1992
Stochastic control problems and spherical functions on symmetric spaces. Zbl 0839.93077
Duncan, T. E.; Upmeier, H.
1995
A note on some laws of the iterated logarithm. Zbl 0319.60020
Duncan, T. E.
1975
Frechet-valued martingales and stochastic integrals. Zbl 0319.60030
Duncan, T. E.
1975
Stochastic system theory and affine Lie algebras. Zbl 0607.93046
Duncan, T. E.
1984
Some topological properties of electrical machines. Zbl 0499.93027
Duncan, T. E.
1982
Some stochastic semilinear equations in Hilbert space with fractional Brownian motion. Zbl 1054.60510
Duncan, T. E.
2001
Ergodic distributed control for parameter dependent stochastic semilinear systems. Zbl 0895.60062
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
1997
The heat equation, the Kac formula and some index formulas. Zbl 0426.58024
Duncan, T. E.
1979
Adaptive control of some partially observed linear stochastic systems. Zbl 0688.93060
Duncan, T. E.
1989
Brownian motion and affine Lie algebras. Zbl 0689.17013
Duncan, T. E.
1989
Stochastic linear-quadratic control revisited. Zbl 1283.93311
Duncan, Tyrone E.
2012
A direct method for solving stochastic control problems. Zbl 1266.93165
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2012
Nonlinear filtering and fractional Brownian motion. Zbl 1251.60037
Duncan, T. E.
2011
Corrigendum to “Prediction for some processes related to a fractional Brownian motion”. Zbl 1221.60052
Duncan, Tyrone E.; Fink, Holger
2011
Some solvable stochastic differential games in $$\mathrm{SU}(3)$$. Zbl 1346.91012
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2015
Ergodic and adaptive control of hidden Markov models. Zbl 1103.93047
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
2005
A solvable stochastic control problem in hyperbolic three space. Zbl 0624.93077
Duncan, T. E.
1987
Explicit solutions for an estimation problem in manifolds associated with Lie groups. Zbl 0637.58032
Duncan, T. E.
1987
Rate of convergence for an estimator in a portfolio and consumption model. Zbl 0642.90014
Duncan, T. E.; Pasik-Duncan, B.
1989
Mutual information for stochastic signals and fractional Brownian motion. Zbl 1322.94060
Duncan, Tyrone E.
2008
A geometric approach to linear control and estimation. Zbl 0414.93064
Duncan, T. E.
1979
On exponentially discounted adaptive control. Zbl 0714.93046
Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Bożenna
1990
Remarks on the moduli space of SU(2) monopoles and Toda flow. Zbl 0723.58009
Nakamura, Yoshimasa; Duncan, Tyrone E.
1990
Stochastic control problems in symmetric cones and spherical functions. Zbl 0725.93086
Duncan, T. E.; Upmeier, H.
1990
A stochastic calculus for Rosenblatt processes. Zbl 1494.60058
Čoupek, Petr; Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2022
A stochastic calculus for Rosenblatt processes. Zbl 1494.60058
Čoupek, Petr; Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2022
Discrete-time linear-quadratic mean-field-type repeated games: perfect, incomplete, and imperfect information. Zbl 1430.91016
Barreiro-Gomez, Julian; Duncan, Tyrone E.; Tembine, Hamidou
2020
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
2020
Linear-quadratic mean-field-type games: jump-diffusion process with regime switching. Zbl 1482.91022
Barreiro-Gomez, Julian; Duncan, Tyrone E.; Tembine, Hamidou
2019
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.
2019
Risk-sensitive zero-sum differential games. Zbl 1482.91032
Moon, Jun; Duncan, Tyrone E.; Başar, Tamer
2019
Some linear-quadratic stochastic differential games driven by state dependent Gauss-Volterra processes. Zbl 1427.91023
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2019
Linear-quadratic mean-field-type games: a direct method. Zbl 1402.91074
Duncan, Tyrone E.; Tembine, Hamidou
2018
Solvable stochastic differential games in rank one compact symmetric spaces. Zbl 1404.91021
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2018
A direct approach to linear-quadratic stochastic control. Zbl 1401.93221
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2017
Linear exponential quadratic stochastic differential games. Zbl 1359.91014
Duncan, Tyrone E.
2016
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.
2015
Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions. Zbl 1341.49048
Duncan, Tyrone E.
2015
Some solvable stochastic differential games in $$\mathrm{SU}(3)$$. Zbl 1346.91012
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2015
Linear-quadratic stochastic differential games with general noise processes. Zbl 1296.91035
Duncan, Tyrone E.
2014
Linear-quadratic fractional Gaussian control. Zbl 1285.49024
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2013
Linear-exponential-quadratic Gaussian control. Zbl 1369.93714
Duncan, Tyrone E.
2013
Discrete time linear quadratic control with arbitrary correlated noise. Zbl 1369.93570
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
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.
2012
Linear-exponential-quadratic Gaussian control for stochastic equations in a Hilbert space. Zbl 1259.93131
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2012
Stochastic linear-quadratic control revisited. Zbl 1283.93311
Duncan, Tyrone E.
2012
A direct method for solving stochastic control problems. Zbl 1266.93165
Duncan, Tyrone E.; Pasik-Duncan, Bozenna
2012
Nonlinear filtering and fractional Brownian motion. Zbl 1251.60037
Duncan, T. E.
2011
Corrigendum to “Prediction for some processes related to a fractional Brownian motion”. Zbl 1221.60052
Duncan, Tyrone E.; Fink, Holger
2011
Semilinear stochastic equations in a Hilbert space with a fractional Brownian motion. Zbl 1247.60091
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
2009
Existence of strong solutions and uniqueness in law for stochastic differential equations driven by fractional Brownian motion. Zbl 1195.60078
Duncan, Tyrone; Nualart, David
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.
2009
Maximum queue length of a fluid model with an aggregated fractional Brownian input. Zbl 1167.60358
Duncan, Tyrone E.; Jin, Yasong
2008
Mutual information for stochastic signals and fractional Brownian motion. Zbl 1322.94060
Duncan, Tyrone E.
2008
Stochastic integration for fractional Brownian motion in a Hilbert space. Zbl 1095.60017
Duncan, T. E.; Jakubowski, J.; Pasik-Duncan, B.
2006
Linear stochastic equations in a Hilbert space with a fractional Brownian motion. Zbl 1133.60015
Pasik-Duncan, B.; Duncan, T. E.; Maslowski, B.
2006
Prediction for some processes related to a fractional Brownian motion. Zbl 1089.60024
Duncan, T. E.
2006
Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise. Zbl 1076.60054
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
2005
Ergodic and adaptive control of hidden Markov models. Zbl 1103.93047
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
2005
Fractional Brownian motion and stochastic equations in Hilbert spaces. Zbl 1040.60054
Duncan, T. E.; Pasik-Duncan, B.; Maslowski, B.
2002
Robust maximum principle for multi-model LQ-problem. Zbl 1018.49023
Poznyak, A. S.; Duncan, T. E.; Pasik-Duncan, B.; Boltyanski, V. G.
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.
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.
2002
Exact asymptotics for a queue with fractional Brownian input and applications in ATM networks. Zbl 1001.60042
Duncan, Tyrone E.; Yan, Yi; Yan, Peng
2001
Risk sensitive adaptive control of discrete time Markov processes. Zbl 1030.93062
Duncan, T. E.; Pasik-Duncan, B.; Stettner, Ł.
2001
Some stochastic semilinear equations in Hilbert space with fractional Brownian motion. Zbl 1054.60510
Duncan, T. E.
2001
Stochastic calculus for fractional Brownian motion. I: Theory. Zbl 0947.60061
Duncan, Tyrone E.; Hu, Yaozhong; Pasik-Duncan, Bozenna
2000
Adaptive control for semilinear stochastic systems. Zbl 0990.93058
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
2000
Adaptive control of discrete time Markov processes by the large deviations method. Zbl 1006.93071
Duncan, T. E.; Pasik-Duncan, B.; Stettner, Łukasz
2000
Some applications of fractional Brownian motion to linear systems. Zbl 0974.93061
Duncan, Tyrone E.
2000
Adaptive continuous-time linear quadratic Gaussian control. Zbl 0963.93080
Duncan, T. E.; Guo, L.; Pasik-Duncan, B.
1999
A Kiefer-Wolfowitz algorithm with randomized differences. Zbl 1056.93622
Chen, H. F.; Duncan, T. E.; Pasik-Duncan, B.
1999
A note on sampling and parameter estimation in linear stochastic systems. Zbl 1136.93443
Duncan, T. E.; Mandl, P.; Pasik-Duncan, B.
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.
1999
Ergodic boundary/point control of stochastic semilinear systems. Zbl 0924.93045
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
1998
Adaptive control of a partially observed discrete time Markov process. Zbl 0897.93061
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
1998
Ergodic distributed control for parameter dependent stochastic semilinear systems. Zbl 0895.60062
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
1997
Numerical differentiation and parameter estimation in higher-order linear stochastic systems. Zbl 0855.93078
Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Boźenna
1996
Stochastic adaptive control for continuous-time linear systems with quadratic cost. Zbl 0857.93106
Chen, H. F.; Duncan, T. E.; Pasik-Duncan, B.
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.
1996
Stochastic control problems and spherical functions on symmetric spaces. Zbl 0839.93077
Duncan, T. E.; Upmeier, H.
1995
Adaptive boundary and point control of linear stochastic distributed parameter systems. Zbl 0802.93035
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
1994
Almost self-optimizing strategies for the adaptive control of diffusion processes. Zbl 0801.60047
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
1994
On statistical sampling for system testing. Zbl 0800.93182
Duncan, T. E.; Mandl, P.; Pasik-Duncan, B.
1994
On the ergodic and the adaptive control of stochastic differential delay systems. Zbl 0801.60048
Duncan, T. E.; Pasik-Duncan, B.; Stettner, L.
1994
Uniform operator continuity of the stationary Riccati equation in Hilbert space. Zbl 0762.93044
Chojnowska-Michalik, A.; Duncan, T. E.; Pasik-Duncan, B.
1992
On boundary control of unknown linear stochastic distributed parameter systems. Zbl 0805.93058
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
1992
On least squares estimation in continuous time linear stochastic systems. Zbl 0781.93085
Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Bożenna
1992
Adaptive control of linear stochastic evolution systems. Zbl 0739.93078
Duncan, T. E.; Pasik-Duncan, B.; Goldys, B.
1991
Some solvable stochastic control problems in noncompact symmetric spaces of rank one. Zbl 0728.60081
Duncan, T. E.
1991
Some methods for the adaptive control of continuous time linear stochastic systems. Zbl 0811.93068
Duncan, T. E.; Pasik-Duncan, B.
1991
Adaptive control of continuous-time linear stochastic systems. Zbl 0682.93057
Duncan, T. E.; Pasik-Duncan, B.
1990
On exponentially discounted adaptive control. Zbl 0714.93046
Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Bożenna
1990
Remarks on the moduli space of SU(2) monopoles and Toda flow. Zbl 0723.58009
Nakamura, Yoshimasa; Duncan, Tyrone E.
1990
Stochastic control problems in symmetric cones and spherical functions. Zbl 0725.93086
Duncan, T. E.; Upmeier, H.
1990
Adaptive control of a continuous time portfolio and consumption model. Zbl 0642.90015
Duncan, T. E.; Pasik-Duncan, B.
1989
Adaptive control of three continuous time portfolio and consumption models. Zbl 0642.90013
Duncan, T. E.; Pasik-Duncan, B.
1989
Adaptive control of some partially observed linear stochastic systems. Zbl 0688.93060
Duncan, T. E.
1989
Brownian motion and affine Lie algebras. Zbl 0689.17013
Duncan, T. E.
1989
Rate of convergence for an estimator in a portfolio and consumption model. Zbl 0642.90014
Duncan, T. E.; Pasik-Duncan, B.
1989
On the consistency of a least squares identification procedure. Zbl 0657.93072
Mandl, Petr; Duncan, Tyrone E.; Pasik-Duncan, Bożenna
1988
Adaptive control of linear delay time systems. Zbl 0647.93045
Duncan, T. E.; Pasik-Duncan, B.
1988
An estimation problem in compact Lie groups. Zbl 0648.93053
Duncan, T. E.
1988
A solvable stochastic control problem in hyperbolic three space. Zbl 0624.93077
Duncan, T. E.
1987
Explicit solutions for an estimation problem in manifolds associated with Lie groups. Zbl 0637.58032
Duncan, T. E.
1987
A parameter estimate associated with the adaptive control of stochastic systems. Zbl 0595.93055
Duncan, T. E.; Pasik-Duncan, B.
1986
Stochastic system theory and affine Lie algebras. Zbl 0607.93046
Duncan, T. E.
1984
On certain topological invariants arising in system theory. Zbl 0483.93049
Byrnes, Christopher I.; Duncan, Tyrone E.
1982
Some topological properties of electrical machines. Zbl 0499.93027
Duncan, T. E.
1982
Stochastic systems in Riemannian manifolds. Zbl 0377.93072
Duncan, T. E.
1979
The heat equation, the Kac formula and some index formulas. Zbl 0426.58024
Duncan, T. E.
1979
A geometric approach to linear control and estimation. Zbl 0414.93064
Duncan, T. E.
1979
Some filtering results in riemann manifolds. Zbl 0371.60051
Duncan, T. E.
1977
Dynamic programming optimality criteria for stochastic systems in Riemannian manifolds. Zbl 0403.49025
Duncan, T. E.
1977
On the solutions of a stochastic control system. II. Zbl 0319.93047
Duncan, Tyrone; Varaiya, Pravin
1975
Some stochastic systems on manifolds. Zbl 0313.60005
Duncan, T. E.
1975
A note on some laws of the iterated logarithm. Zbl 0319.60020
Duncan, T. E.
1975
Frechet-valued martingales and stochastic integrals. Zbl 0319.60030
Duncan, T. E.
1975
Absolute continuity for abstract Wiener spaces. Zbl 0314.28003
Duncan, T. E.
1974
Mutual information for stochastic differential equations. Zbl 0233.60052
Duncan, Tyrone E.
1971
On the calculation of mutual information. Zbl 0227.94008
Duncan, Tyrone E.
1970
On the absolute continuity of measures. Zbl 0191.46705
Duncan, T. E.
1970
Evaluation of likelihood functions. Zbl 0177.47901
Duncan, T. E.
1968
all top 5

### Cited by 706 Authors

 38 Duncan, Tyrone E. 28 Pasik-Duncan, Bozenna 22 Maslowski, Bohdan 17 Hu, Yaozhong 17 Yan, Litan 15 Jumarie, Guy M. 15 Nualart, David 8 Levanony, David 8 Li, Zhi 8 Tembine, Hamidou 8 Tudor, Ciprian A. 7 Alpay, Daniel Aron 7 Mokkadem, Abdelkader 7 Øksendal, Bernt Karsten 7 Pelletier, Mariane 7 Poznyak, Aleksandr Semënovich 7 Ren, Yong 7 Sakthivel, Rathinasamy 6 Barreiro-Gomez, Julián 6 McKibben, Mark Anthony 6 Stettner, Łukasz 6 Yang, Qigui 6 Zeng, Caibin 5 Čoupek, Petr 5 Pei, Bin 5 Tindel, Samy 5 Tudor, Constantin 5 Xia, Dengfeng 5 Xiao, Wei-Lin 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 Kleptsyna, Marina L. 4 Le Breton, Alain 4 León, Jorge A. 4 Sun, Xiaoxia 4 Tsai, Henghsiu 4 Webster, Micah D. 4 Zimbidis, Alexandros A. 3 Amirdjanova, Anna 3 Anh, Vo V. 3 Bender, Christian 3 Biagini, Francesca 3 Choutri, Salah Eddine 3 Es-Sebaiy, Khalifa 3 Fink, Holger 3 Goldys, Beniamin 3 Guo, Feng 3 Han, Yuecai 3 Huang, Zhiyuan 3 Jańczak-Borkowska, Katarzyna 3 Jiang, Zhong-Ping 3 Jimenez-Lizarraga, Manuel 3 Kim, Jeong-Hoon 3 Lü, Xuebin 3 Luo, Jiaowan 3 Mahmudov, Nazim Idrisoglu 3 Mandl, Petr 3 Mena, Hermann 3 Moon, Jun-Hee 3 Newton, Nigel J. 3 Olivera, Christian 3 Ouknine, Youssef 3 Shen, Guangjun 3 Šnupárková, Jana 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 Başar, Tamer 2 Bayraktar, Erhan 2 Belinsky, Boris P. 2 Bian, Tao 2 Blömker, Dirk 2 Bock, Wolfgang 2 Bogachev, Vladimir Igorevich 2 Bonaccorsi, Stefano 2 Borkowski, Dariusz 2 Brzeźniak, Zdzisław 2 Caines, Peter Edwin 2 Chan, Kung-Sik 2 Chen, Tao ...and 606 more Authors
all top 5

### Cited in 189 Serials

 24 Statistics & Probability Letters 24 Stochastic Processes and their Applications 23 Stochastic Analysis and Applications 21 Stochastics and Dynamics 18 Automatica 18 Stochastics 16 Applied Mathematics and Optimization 14 International Journal of Control 12 Systems & Control Letters 10 Journal of Mathematical Analysis and Applications 10 Journal of Optimization Theory and Applications 10 Advances in Difference Equations 9 Journal of Theoretical Probability 8 Physica A 8 Infinite Dimensional Analysis, Quantum Probability and Related Topics 8 Frontiers of Mathematics in China 7 Chaos, Solitons and Fractals 7 SIAM Journal on Control and Optimization 6 Journal of Functional Analysis 6 Kybernetika 6 Discrete and Continuous Dynamical Systems. Series B 6 Journal of Systems Science and Complexity 6 Dynamic Games and Applications 5 Applied Mathematics and Computation 5 Journal of Applied Probability 5 Journal of Computational and Applied Mathematics 5 Journal of Differential Equations 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 Journal of the Franklin Institute 4 The Annals of Probability 4 Information Sciences 4 Journal of Statistical Planning and Inference 4 Optimal Control Applications & Methods 4 The Annals of Applied Probability 4 Journal of Mathematical Sciences (New York) 4 Journal of Applied Mathematics and Computing 4 Games 4 International Journal of Systems Science. Principles and Applications of Systems and Integration 3 Journal of Statistical Physics 3 The Annals of Statistics 3 Journal of Multivariate Analysis 3 Probability Theory and Related Fields 3 Numerical Algorithms 3 Potential Analysis 3 Bulletin des Sciences Mathématiques 3 Opuscula Mathematica 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 2 Applicable Analysis 2 Journal of Mathematical Physics 2 Letters in Mathematical Physics 2 Mathematical Methods in the Applied Sciences 2 Stochastics 2 Czechoslovak Mathematical Journal 2 Bulletin of the Korean Mathematical Society 2 Acta Applicandae Mathematicae 2 Acta Mathematicae Applicatae Sinica. English Series 2 Communications in Statistics. Theory and Methods 2 Random Operators and Stochastic Equations 2 Discrete and Continuous Dynamical Systems 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Soft Computing 2 Chaos 2 Fractional Calculus & Applied Analysis 2 Econometric Theory 2 Scandinavian Actuarial Journal 2 Nonlinear Analysis. Real World Applications 2 Stochastic Models 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 Asian Journal of Control 2 Analysis and Mathematical Physics 1 Advances in Applied Probability 1 The Canadian Journal of Statistics 1 Communications in Mathematical Physics 1 International Journal of Systems Science 1 Metrika 1 Periodica Mathematica Hungarica 1 Physics Letters. A 1 Reports on Mathematical Physics 1 Scandinavian Journal of Statistics 1 Transport Theory and Statistical Physics 1 ZAMP. Zeitschrift für angewandte Mathematik und Physik 1 Theory of Probability and its Applications 1 Advances in Mathematics ...and 89 more Serials
all top 5

### Cited in 42 Fields

 409 Probability theory and stochastic processes (60-XX) 176 Systems theory; control (93-XX) 83 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 61 Partial differential equations (35-XX) 59 Calculus of variations and optimal control; optimization (49-XX) 53 Statistics (62-XX) 42 Ordinary differential equations (34-XX) 29 Numerical analysis (65-XX) 23 Real functions (26-XX) 21 Operations research, mathematical programming (90-XX) 20 Operator theory (47-XX) 13 Dynamical systems and ergodic theory (37-XX) 13 Statistical mechanics, structure of matter (82-XX) 13 Information and communication theory, circuits (94-XX) 11 Global analysis, analysis on manifolds (58-XX) 11 Biology and other natural sciences (92-XX) 10 Integral equations (45-XX) 9 Measure and integration (28-XX) 9 Computer science (68-XX) 9 Fluid mechanics (76-XX) 7 Functional analysis (46-XX) 5 Differential geometry (53-XX) 4 Mechanics of particles and systems (70-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Topological groups, Lie groups (22-XX) 3 Special functions (33-XX) 3 Algebraic topology (55-XX) 3 Quantum theory (81-XX) 2 Algebraic geometry (14-XX) 2 Functions of a complex variable (30-XX) 2 Difference and functional equations (39-XX) 2 Approximations and expansions (41-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Abstract harmonic analysis (43-XX) 2 Mechanics of deformable solids (74-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Field theory and polynomials (12-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Sequences, series, summability (40-XX) 1 Integral transforms, operational calculus (44-XX) 1 Geophysics (86-XX)