검색결과 : 25건
| No. | Article |
|---|---|
| 1 |
Semiexplicit Solutions to Some Nonlinear Nonquadratic Mean-Field-Type Games: A Direct Method Barreiro-Gomez J, Duncan TE, Pasik-Duncan B, Tembine H IEEE Transactions on Automatic Control, 65(6), 2582, 2020 |
| 2 |
Linear Stochastic Differential Equations Driven by Gauss-Volterra Processes and Related Linear-Quadratic Control Problems Duncan TE, Maslowski B, Pasik-Duncan B Applied Mathematics and Optimization, 80(2), 369, 2019 |
| 3 |
Risk-Sensitive Zero-Sum Differential Games Moon J, Duncan TE, Basar T IEEE Transactions on Automatic Control, 64(4), 1503, 2019 |
| 4 |
Linear-Quadratic Mean-Field-Type Games: Jump-Diffusion Process With Regime Switching Barreiro-Gomez J, Duncan TE, Tembine H IEEE Transactions on Automatic Control, 64(10), 4329, 2019 |
| 5 |
Solvable stochastic differential games in rank one compact symmetric spaces Duncan TE, Pasik-Duncan B International Journal of Control, 91(11), 2445, 2018 |
| 6 |
Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise Duncan TE, Pasik-Duncan B IEEE Transactions on Automatic Control, 58(5), 1290, 2013 |
| 7 |
Linear-Exponential-Quadratic Gaussian Control Duncan TE IEEE Transactions on Automatic Control, 58(11), 2910, 2013 |
| 8 |
LINEAR-QUADRATIC FRACTIONAL GAUSSIAN CONTROL Duncan TE, Pasik-Duncan B SIAM Journal on Control and Optimization, 51(6), 4504, 2013 |
| 9 |
LINEAR-QUADRATIC CONTROL FOR STOCHASTIC EQUATIONS IN A HILBERT SPACE WITH FRACTIONAL BROWNIAN MOTIONS Duncan TE, Maslowski B, Pasik-Duncan B SIAM Journal on Control and Optimization, 50(1), 507, 2012 |
| 10 |
Robust stochastic maximum principle for multi-model worst case optimization Poznyak AS, Duncan TE, Pasik-Duncan B, Boltyansky VG International Journal of Control, 75(13), 1032, 2002 |