Bozenna Pasik-Duncan

发表

Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise

Tyrone E. Duncan, Bozenna Pasik-Duncan, B. Pasik-Duncan, 2013, IEEE Transactions on Automatic Control.

A Scalar Linear-Quadratic Two Player Stochastic Differential Game with a Rosenblatt Process Noise

Bozenna Pasik-Duncan, Tyrone E. Duncan, 2020, 2020 59th IEEE Conference on Decision and Control (CDC).

On the consistency of a least squares identification procedure

Petr Mandl, Tyrone E. Duncan, Bozenna Pasik-Duncan, 1992, Kybernetika.

Studies in the Control of Stochastic Systems

Bozenna Pasik-Duncan, T. E. Duncan, 2017 .

Some Models of Control with Fractional Brownian Motions

Tyrone E. Duncan, Bozenna Pasik-Duncan, 2012, ACE.

Ergodic problems for linear exponential quadratic Gaussian control and linear quadratic stochastic differential games

Tyrone E. Duncan, Bozenna Pasik-Duncan, 2013, 52nd IEEE Conference on Decision and Control.

Growth optimal portfolio under proportional transaction costs with obligatory diversification

Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner, 2008, 2008 47th IEEE Conference on Decision and Control.

A note on sampling and parameter estimation in linear stochastic systems

Petr Mandl, Tyrone E. Duncan, Bozenna Pasik-Duncan, 1999, IEEE Trans. Autom. Control..

Ergodic and adaptive control of hidden Markov models

Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner, 2005, Math. Methods Oper. Res..

Preparing tomorrow's scientists and engineers for the challenges of the 21 st century

Fahmida N. Chowdhury, Bozenna Pasik-Duncan, 2009 .

Stochastic linear-quadratic control for systems with a fractional Brownian motion

Tyrone E. Duncan, Bozenna Pasik-Duncan, 2010, 49th IEEE Conference on Decision and Control (CDC).

Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion

Tyrone E. Duncan, Bozenna Pasik-Duncan, B. Maslowski, 2009, SIAM J. Math. Anal..

Adaptive Control for Semilinear Stochastic Systems

Tyrone E. Duncan, Bozenna Pasik-Duncan, B. Maslowski, 2000, SIAM J. Control. Optim..

A Kiefer-Wolfowitz algorithm with randomized differences

Han-Fu Chen, Tyrone E. Duncan, Bozenna Pasik-Duncan, 1999, IEEE Trans. Autom. Control..

A solvable stochastic differential game in the two-sphere

Tyrone E. Duncan, Bozenna Pasik-Duncan, 2013, 52nd IEEE Conference on Decision and Control.

On boundary control of unknown linear stochastic distributed parameter systems

Tyrone E. Duncan, Bozenna Pasik-Duncan, Bohdan Maslowski, 1992 .

Linear-quadratic control with general noise processes

Tyrone E. Duncan, Bozenna Pasik-Duncan, B. Pasik-Duncan, 2014, 53rd IEEE Conference on Decision and Control.

Solvable stochastic differential games in rank one compact symmetric spaces1

Tyrone E. Duncan, Bozenna Pasik-Duncan, 2018, Int. J. Control.

On exponentially discounted adaptive control

Petr Mandl, Tyrone E. Duncan, Bozenna Pasik-Duncan, 1990, Kybernetika.

Estimation and mutual information

Bozenna Pasik-Duncan, Tyrone E. Duncan, 2007, 2007 46th IEEE Conference on Decision and Control.

Control of some partially observed linear stochastic systems with fractional Brownian motions

Tyrone E. Duncan, Bozenna Pasik-Duncan, 2011, IEEE Conference on Decision and Control and European Control Conference.

Linear-Quadratic Fractional Gaussian Control

Tyrone E. Duncan, Bozenna Pasik-Duncan, B. Pasik-Duncan, 2013, SIAM J. Control. Optim..

Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs

Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner, 2008, 2008 47th IEEE Conference on Decision and Control.

Stochastic Theory and Adaptive Control

Bozenna Pasik-Duncan, T. E. Duncan, B. Pasik-Duncan, 1992 .

Adaptive continuous-time linear quadratic Gaussian control

Lei Guo, Tyrone E. Duncan, Bozenna Pasik-Duncan, 1999, IEEE Trans. Autom. Control..

Fractional Mean-Field-Type Games under Non-Quadratic Costs: A Direct Method

Hamidou Tembine, Bozenna Pasik-Duncan, Boualem Djehiche, 2019, 2019 IEEE 58th Conference on Decision and Control (CDC).

Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise

Qing Zhang, Tyrone E. Duncan, Bozenna Pasik-Duncan, 1999, IEEE Trans. Autom. Control..

An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process

Tyrone E. Duncan, Bozenna Pasik-Duncan, Petr Coupek, 2018, 2018 IEEE Conference on Decision and Control (CDC).

Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions

Tyrone E. Duncan, Bozenna Pasik-Duncan, B. Maslowski, 2012, SIAM J. Control. Optim..

Guest Editorial Special Issue on Stochastic Control Methods in Financial Engineering

Mark Davis, Bozenna Pasik-Duncan, Robert Elliott, 2004, IEEE Trans. Autom. Control..

On least squares estimation in continuous time linear stochastic systems

Petr Mandl, Tyrone E. Duncan, Bozenna Pasik-Duncan, 1992, Kybernetika.

IEEE Women in Engineering: Achieving a Global Impact [Member Activities]

Bozenna Pasik-Duncan, Linda Bushnell, 2019 .

Some stochastic differential games with state dependent noise

Tyrone E. Duncan, Bozenna Pasik-Duncan, B. Pasik-Duncan, 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

Stochastic controls: Hamiltonian systems and HJB equations [Book Reviews]

Tyrone E. Duncan, Bozenna Pasik-Duncan, B. Pasik-Duncan, 2001, IEEE Transactions on Automatic Control.

Parameter Estimation in a Stochastic System Model for PageRank

Bozenna Pasik-Duncan, Cody E. Clifton, 2015, SIAM Conf. on Control and its Applications.

EEG ocular artifact removal through ARMAX model system identification using extended least squares

Bozenna Pasik-Duncan, Ivan Osorio, Mark G. Frei, 2003, Commun. Inf. Syst..

Average cost per unit time control of stochastic manufacturing systems: Revisited

Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner, 2001, Math. Methods Oper. Res..

Stochastic volatility models with volatility driven by fractional Brownian motions

Jacek Jakubowski, Tyrone E. Duncan, Bozenna Pasik-Duncan, 2015, Commun. Inf. Syst..

Semiexplicit Solutions to Some Nonlinear Nonquadratic Mean-Field-Type Games: A Direct Method

Hamidou Tembine, Tyrone E. Duncan, Bozenna Pasik-Duncan, 2020, IEEE Transactions on Automatic Control.

Some solvable stochastic differential games in $SU(3)$

Tyrone E. Duncan, Bozenna Pasik-Duncan, B. Pasik-Duncan, 2015, Commun. Inf. Syst..

A stochastic control problem in the two-sphere

Tyrone E. Duncan, Bozenna Pasik-Duncan, 2012, 2012 IEEE International Conference on Control Applications.

Adaptive control of continuous-time linear stochastic systems

Tyrone E. Duncan, Bozenna Pasik-Duncan, 1990, Math. Control. Signals Syst..

Control of some linear stochastic systems in a Hilbert space with fractional Brownian motions

Tyrone E. Duncan, Bozenna Pasik-Duncan, B. Maslowski, 2011, 2011 16th International Conference on Methods & Models in Automation & Robotics.

A direct method for solving stochastic control problems

Tyrone E. Duncan, Bozenna Pasik-Duncan, B. Pasik-Duncan, 2012, Commun. Inf. Syst..

Control of some linear stochastic systems with a fractional Brownian motion

Tyrone E. Duncan, Bozenna Pasik-Duncan, 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE

Jacek Jakubowski, Tyrone E. Duncan, Bozenna Pasik-Duncan, 2006 .

Stochastic Theory and Control

Bozenna Pasik-Duncan, Mihaela T. Matache, Valentin Matache, 2006 .

Adaptive control of linear delay time systems

Tyrone E. Duncan, Bozenna Pasik-Duncan, 1988 .

On ergodic control of stochastic evolution equations

Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner, 1997 .

Control-oriented system identification: An Hinfinity approach: Jie Chen and Guoxiang Gu; Wiley, New York, 2000, ISBN 0471-32048-X

Bozenna Pasik-Duncan, Bozenna Pasik-Duncan, B. Pasik-Duncan, 2002, Autom..

Adaptive control of continuous time stochastic systems

Tyrone E. Duncan, Bozenna Pasik-Duncan, 2002 .

Adaptive Boundary and Point Control of Linear Stochastic Distributed Parameter Systems

Tyrone E. Duncan, Bozenna Pasik-Duncan, Bohdan Maslowski, 1994 .

Adaptive Control of a Scalar Linear Stochastic System with a Fractional Brownian Motion

Tyrone E. Duncan, Bozenna Pasik-Duncan, 2008 .

Ergodic Boundary/Point Control of Stochastic Semilinear Systems

Tyrone E. Duncan, Bozenna Pasik-Duncan, Bohdan Maslowski, 1998 .

Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion

Tyrone E. Duncan, Bozenna Pasik-Duncan, Bohdan Maslowski, 2015 .

Adaptive control of linear stochastic evolution systems

Tyrone E. Duncan, Bozenna Pasik-Duncan, Beniamin Gołdys, 1991 .

Numerical differentiation and parameter estimation in higher-order linear stochastic systems

Petr Mandl, Tyrone E. Duncan, Bozenna Pasik-Duncan, 1996, IEEE Trans. Autom. Control..

Adaptive control of discrete time Markov processes by the large deviations method

Łukasz Stettner, Bozenna Pasik-Duncan, T. E. Duncan, 2000 .

Explicit strategies for some linear and nonlinear stochastic differential games

Tyrone E. Duncan, Bozenna Pasik-Duncan, 2016 .