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Adaptive control of some continuous time portfolio and consumption models

PROCEEDINGS ARTICLE published December 1987 in 26th IEEE Conference on Decision and Control

Authors: T. Duncan | B. Pasik-Duncan

The existence of optimal strategies and saddle points in stochastic differential games

BOOK CHAPTER published in Differential Games and Applications

Authors: Robert J. Elliott

Optimal stochastic control with state constraints

BOOK CHAPTER published in Lecture Notes in Control and Information Sciences

Authors: P. L. Lions

Advances in Noise Modeling for Stochastic Systems in Optimal Control

JOURNAL ARTICLE published 26 April 2022 in La Matematica

Research funded by AFOSR (AFOSR grant FA9550-20-1-0336.)

Authors: Tyrone E. Duncan | Bozenna Pasik-Duncan

Differential games

BOOK CHAPTER published in Lecture Notes in Control and Information Sciences

Adaptive boundary control and uniform convergence of Riccati operators arising in hyperbolic systems

PROCEEDINGS ARTICLE published in [1992] Proceedings of the 31st IEEE Conference on Decision and Control

Authors: T.E. Duncan | I. Lasiecka | B. Pasik-Duncan

Some solvable stochastic control problems in symmetric spaces of type IV

BOOK CHAPTER published in Stochastic Systems and Optimization

Authors: T. E. Duncan

3 Stochastic control systems with long-range dependent noise

BOOK CHAPTER published 7 March 2022 in Outliers in Control Engineering

Authors: Tyrone E. Duncan | Bozenna Pasik-Duncan

An Optimal Consumption-Investment Problem for Factor-Dependent Models

BOOK CHAPTER published in Stochastic Theory and Control

Authors: Wendell H. Fleming | Daniel Hernández-Hernández

Some aspects of robustness in stochastic and adaptive control

BOOK CHAPTER published in Stochastic Theory and Adaptive Control

Authors: Wolfgang J. Runggaldier

Adaptive Boundary and Point Control of Linear Stochastic Distributed Parameter Systems

JOURNAL ARTICLE published May 1994 in SIAM Journal on Control and Optimization

Authors: T. E. Duncan | B. Maslowski | B. Pasik-Duncan

Identification and adaptive control of some stochastic distributed parameter systems

JOURNAL ARTICLE published September 2001 in International Journal of Adaptive Control and Signal Processing

Authors: B. Pasik‐Duncan

Some aspects of the adaptive boundary and point control of linear distributed parameter systems

PROCEEDINGS ARTICLE published in [1992] Proceedings of the 31st IEEE Conference on Decision and Control

Authors: T.E. Duncan | B. Pasik-Duncan | B. Maslowski

Some Linear-Quadratic Stochastic Differential Games Driven by State Dependent Gauss-Volterra Processes

BOOK CHAPTER published 2019 in Modeling, Stochastic Control, Optimization, and Applications

Authors: Tyrone E. Duncan | Bozenna Pasik-Duncan

Differential games and totally risk-averse optimal control of systems with small disturbances

BOOK CHAPTER published in Differential Games — Developments in Modelling and Computation

Authors: Martino Bardi | Caterina Sartori

Certainty equivalence with uncertainty adjustments in stochastic adaptive control

BOOK CHAPTER published in Stochastic Theory and Adaptive Control

Authors: Tze Leung Lai

Robust optimal control for minimax stochastic linear quadratic problem

JOURNAL ARTICLE published January 2002 in International Journal of Control

Authors: A. S. Poznyak | T. E. Duncan | B. Pasik-Duncan | V. G. Boltyansky

Solution of the limited risk problem without rank conditions

BOOK CHAPTER published in Stochastic Control Theory and Stochastic Differential Systems

Authors: N. Christopeit

Stochastic Lagrangian Adaptive LQG Control

BOOK CHAPTER published in Stochastic Theory and Control

Authors: David Levanony | Peter E. Caines

Optimal control and replacement with state-dependent failure rate

BOOK CHAPTER published in Stochastic Theory and Adaptive Control

Authors: Arthur C. Heinricher | Richard H. Stockbridge