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2020 – today
- 2020
[j46]Julian Barreiro-Gomez
, Tyrone E. Duncan, Hamidou Tembine:
Discrete-time linear-quadratic mean-field-type repeated games: Perfect, incomplete, and imperfect information. Autom. 112 (2020)- [j45]Noureddine Toumi, Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine:
Berge equilibrium in linear-quadratic mean-field-type games. J. Frankl. Inst. 357(15): 10861-10885 (2020) - [j44]Julian Barreiro-Gomez, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine:
Semiexplicit Solutions to Some Nonlinear Nonquadratic Mean-Field-Type Games: A Direct Method. IEEE Trans. Autom. Control. 65(6): 2582-2597 (2020) - [j43]Jun Moon, Tyrone E. Duncan:
A Simple Proof of Indefinite Linear-Quadratic Stochastic Optimal Control With Random Coefficients. IEEE Trans. Autom. Control. 65(12): 5422-5428 (2020) - [j42]Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine:
Co-Opetitive Linear-Quadratic Mean-Field-Type Games. IEEE Trans. Cybern. 50(12): 5089-5098 (2020) - [c30]Tyrone E. Duncan, Bozenna Pasik-Duncan:
A Scalar Linear-Quadratic Two Player Stochastic Differential Game with a Rosenblatt Process Noise. CDC 2020: 343-347
2010 – 2019
- 2019
- [j41]Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine:
Linear-Quadratic Mean-Field-Type Games With Multiple Input Constraints. IEEE Control. Syst. Lett. 3(3): 511-516 (2019) - [j40]Jun Moon, Tyrone E. Duncan, Tamer Basar:
Risk-Sensitive Zero-Sum Differential Games. IEEE Trans. Autom. Control. 64(4): 1503-1518 (2019) - [j39]Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine:
Linear-Quadratic Mean-Field-Type Games: Jump-Diffusion Process With Regime Switching. IEEE Trans. Autom. Control. 64(10): 4329-4336 (2019) - [c29]J. Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine:
Linear-Quadratic Mean-Field-Type Games-Based Stochastic Model Predictive Control: A Microgrid Energy Storage Application. ACC 2019: 3224-3229 - [c28]Julian Barreiro-Gomez, Boualem Djehiche, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine:
Fractional Mean-Field-Type Games under Non-Quadratic Costs: A Direct Method. CDC 2019: 293-298 - [i2]Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine:
Matrix-Valued Mean-Field-Type Games: Risk-Sensitive, Adversarial, and Risk-Neutral Linear-Quadratic Case. CoRR abs/1904.11346 (2019) - 2018
- [j38]Tyrone E. Duncan, Hamidou Tembine:
Linear-Quadratic Mean-Field-Type Games: A Direct Method. Games 9(1): 7 (2018) - [j37]Tyrone E. Duncan, Bozenna Pasik-Duncan:
Solvable stochastic differential games in rank one compact symmetric spaces. Int. J. Control 91(11): 2445-2450 (2018) - [c27]Petr Coupek, Tyrone E. Duncan, Bohdan Maslowski, Bozenna Pasik-Duncan:
An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process. CDC 2018: 4973-4977 - [i1]Julian Barreiro-Gomez, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine:
Semi-Explicit Solutions to some Non-Linear Non-Quadratic Mean-Field-Type Games: A Direct Method. CoRR abs/1812.06695 (2018) - 2016
- [j36]Tyrone E. Duncan:
Linear Exponential Quadratic Stochastic Differential Games. IEEE Trans. Autom. Control. 61(9): 2550-2552 (2016) - 2015
- [j35]Tyrone E. Duncan, Jacek Jakubowski, Bozenna Pasik-Duncan:
Stochastic volatility models with volatility driven by fractional Brownian motions. Commun. Inf. Syst. 15(1): 47-55 (2015) - [j34]Tyrone E. Duncan, Bozenna Pasik-Duncan:
Some solvable stochastic differential games in $SU(3)$. Commun. Inf. Syst. 15(4): 477-487 (2015) - [c26]Tyrone E. Duncan, Bozenna Pasik-Duncan:
Some stochastic differential games with state dependent noise. CDC 2015: 3773-3777 - [r1]Tyrone E. Duncan:
Stochastic Adaptive Control. Encyclopedia of Systems and Control 2015 - 2014
- [c25]Tyrone E. Duncan, Bozenna Pasik-Duncan:
Linear-quadratic control with general noise processes. CDC 2014: 364-369 - 2013
- [j33]Tyrone E. Duncan, Bozenna Pasik-Duncan:
Linear-Quadratic Fractional Gaussian Control. SIAM J. Control. Optim. 51(6): 4504-4519 (2013) - [j32]Tyrone E. Duncan, Bozenna Pasik-Duncan:
Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise. IEEE Trans. Autom. Control. 58(5): 1290-1293 (2013) - [j31]Tyrone E. Duncan:
Linear-Exponential-Quadratic Gaussian Control. IEEE Trans. Autom. Control. 58(11): 2910-2911 (2013) - [c24]Tyrone E. Duncan, Bozenna Pasik-Duncan:
Ergodic problems for linear exponential quadratic Gaussian control and linear quadratic stochastic differential games. CDC 2013: 2488-2492 - [c23]Tyrone E. Duncan, Bozenna Pasik-Duncan:
A solvable stochastic differential game in the two-sphere. CDC 2013: 7833-7837 - 2012
- [j30]Tyrone E. Duncan, Bozenna Pasik-Duncan:
A direct method for solving stochastic control problems. Commun. Inf. Syst. 12(1): 1-14 (2012) - [j29]Tyrone E. Duncan, B. Maslowski, Bozenna Pasik-Duncan:
Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions. SIAM J. Control. Optim. 50(1): 507-531 (2012) - [c22]Tyrone E. Duncan, Bozenna Pasik-Duncan:
A stochastic control problem in the two-sphere. CCA 2012: 1441-1444 - [c21]Tyrone E. Duncan, Bozenna Pasik-Duncan:
Some Models of Control with Fractional Brownian Motions. ACE 2012: 57-59 - 2011
- [j28]Zsolt Talata, Tyrone E. Duncan:
BIC Context Tree Estimation for Stationary Ergodic Processes. IEEE Trans. Inf. Theory 57(6): 3877-3886 (2011) - [c20]Tyrone E. Duncan, Bozenna Pasik-Duncan:
Control of some partially observed linear stochastic systems with fractional Brownian motions. CDC/ECC 2011: 5035-5040 - [c19]Tyrone E. Duncan, B. Maslowski, Bozenna Pasik-Duncan:
Control of some linear stochastic systems in a Hilbert space with fractional Brownian motions. MMAR 2011: 107-110 - 2010
- [j27]Tyrone E. Duncan:
Mutual information for stochastic signals and Lévy processes. IEEE Trans. Inf. Theory 56(1): 18-24 (2010) - [c18]Tyrone E. Duncan, Bozenna Pasik-Duncan:
Stochastic linear-quadratic control for systems with a fractional Brownian motion. CDC 2010: 6163-6168
2000 – 2009
- 2009
- [j26]Tyrone E. Duncan:
Some topics in fractional Brownian motion. Risk Decis. Anal. 1(3): 145-153 (2009) - [j25]Tyrone E. Duncan, B. Maslowski, Bozenna Pasik-Duncan:
Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion. SIAM J. Math. Anal. 40(6): 2286-2315 (2009) - [c17]Tyrone E. Duncan, Bozenna Pasik-Duncan:
Control of some linear stochastic systems with a fractional Brownian motion. CDC 2009: 8518-8522 - [c16]Zsolt Talata, Tyrone E. Duncan:
Unrestricted BIC context tree estimation for not necessarily finite memory processes. ISIT 2009: 724-728 - 2008
- [j24]Tyrone E. Duncan:
Mutual Information for Stochastic Signals and Fractional Brownian Motion. IEEE Trans. Inf. Theory 54(10): 4432-4438 (2008) - [c15]Bozenna Pasik-Duncan, Tyrone E. Duncan, Petr Mandl:
A linear control system model for risk reserves. ACC 2008: 331-335 - [c14]Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs. CDC 2008: 4275-4279 - [c13]Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Growth optimal portfolio under proportional transaction costs with obligatory diversification. CDC 2008: 5582-5589 - 2007
- [j23]Yasong Jin, Soshant Bali, Tyrone E. Duncan, Victor S. Frost:
Predicting properties of congestion events for a queueing system with fBm traffic. IEEE/ACM Trans. Netw. 15(5): 1098-1108 (2007) - [c12]Tyrone E. Duncan:
Some Stochastic Systems with a Fractional Brownian Motion and Applications to Control. ACC 2007: 1110-1114 - [c11]Tyrone E. Duncan, Bozenna Pasik-Duncan:
Estimation and mutual information. CDC 2007: 324-327 - 2006
- [c10]Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Remarks on risk sensitive adaptive control of Markov processes. CDC 2006: 2861-2865 - [c9]Tyrone E. Duncan, Bohdan Maslowski, Bozenna Pasik-Duncan:
Some Solutions of Semilinear Stochastic Equations in a Hilbert Space With a Fractional Brownian Motion. CDC 2006: 3077-3082 - 2005
- [j22]Soshant Bali, Yasong Jin, Victor S. Frost, Tyrone E. Duncan:
Characterizing user-perceived impairment events using end-to-end measurements. Int. J. Commun. Syst. 18(10): 935-960 (2005) - [j21]Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Ergodic and adaptive control of hidden Markov models. Math. Methods Oper. Res. 62(2): 297-318 (2005) - [c8]Tyrone E. Duncan:
Some Martingales from a Fractional Brownian Motion and Applications. CDC/ECC 2005: 1753-1755 - [c7]Tyrone E. Duncan, Bozenna Pasik-Duncan:
Sampling and Parameter Estimation for a Second Order Linear System with a Fractional Brownian Motion. CDC/ECC 2005: 3135-3139 - 2003
- [c6]Bozenna Pasik-Duncan, Tyrone E. Duncan:
Research experiences at all levels: from K-12 through Ph.D. and beyond. CDC 2003: 3036-3038 - 2002
- [c5]Bozenna Pasik-Duncan, Tyrone E. Duncan:
KU stochastic adaptive control undergraduate success stories. ACC 2002: 1082-1085 - [c4]Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Some results on ergodic and adaptive control of hidden Markov models. CDC 2002: 1369-1374 - 2001
- [j20]Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Average cost per unit time control of stochastic manufacturing systems: Revisited. Math. Methods Oper. Res. 54(2): 259-278 (2001) - [j19]Bozenna Pasik-Duncan, Tyrone E. Duncan:
Stochastic controls: Hamiltonian systems and HJB equations [Book Reviews]. IEEE Trans. Autom. Control. 46(11): 1846 (2001) - [c3]Tyrone E. Duncan, Bohdan Maslowski, Bozenna Pasik-Duncan:
Some properties of linear stochastic distributed parameter systems with fractional Brownian motion. CDC 2001: 808-812 - 2000
- [j18]Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan:
Stochastic Calculus for Fractional Brownian Motion I. Theory. SIAM J. Control. Optim. 38(2): 582-612 (2000) - [j17]Tyrone E. Duncan, B. Maslowski, Bozenna Pasik-Duncan:
Adaptive Control for Semilinear Stochastic Systems. SIAM J. Control. Optim. 38(6): 1683-1706 (2000) - [c2]Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan:
Stochastic calculus for fractional Brownian motion. I. Theory. CDC 2000: 212-216
1990 – 1999
- 1999
- [j16]Tyrone E. Duncan, Bozenna Pasik-Duncan, Qing Zhang:
Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise. IEEE Trans. Autom. Control. 44(2): 427-430 (1999) - [j15]Han-Fu Chen, Tyrone E. Duncan, Bozenna Pasik-Duncan:
A Kiefer-Wolfowitz algorithm with randomized differences. IEEE Trans. Autom. Control. 44(3): 442-453 (1999) - [j14]Tyrone E. Duncan, Lei Guo, Bozenna Pasik-Duncan:
Adaptive continuous-time linear quadratic Gaussian control. IEEE Trans. Autom. Control. 44(9): 1653-1662 (1999) - [j13]Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan:
A note on sampling and parameter estimation in linear stochastic systems. IEEE Trans. Autom. Control. 44(11): 2120-2125 (1999) - 1998
- [c1]Tyrone E. Duncan:
Some Approaches to Ergodic and Adaptive Control of Stochastic Semilinear Systems. Control of Distributed Parameter and Stochastic Systems 1998: 199-206 - 1996
- [j12]Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan:
Numerical differentiation and parameter estimation in higher-order linear stochastic systems. IEEE Trans. Autom. Control. 41(4): 522-532 (1996) - 1994
- [j11]Tyrone E. Duncan:
Numerical Methods for Stochastic Control Problems in Continuous Time (Harold J. Kushner and Paul G. Dupuis). SIAM Rev. 36(4): 668-669 (1994) - [j10]Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan:
On statistical sampling for system testing. IEEE Trans. Autom. Control. 39(1): 118-122 (1994) - 1993
- [j9]Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan:
Control theory methods for consistency in some least squares identification problems. IEEE Trans. Autom. Control. 38(8): 1289-1292 (1993) - 1992
- [j8]Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan:
On least squares estimation in continuous time linear stochastic systems. Kybernetika 28(3): 169-180 (1992) - 1990
- [j7]Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan:
On exponentially discounted adaptive control. Kybernetika 26(5): 361-372 (1990) - [j6]Tyrone E. Duncan, Bozenna Pasik-Duncan:
Adaptive control of continuous-time linear stochastic systems. Math. Control. Signals Syst. 3(1): 45-60 (1990)
1980 – 1989
- 1988
- [j5]Petr Mandl, Tyrone E. Duncan, Bozenna Pasik-Duncan:
On the consistency of a least squares identification procedure. Kybernetika 24(5): 340-346 (1988)
1970 – 1979
- 1977
- [j4]Tyrone E. Duncan:
Some Filtering Results in Riemann Manifolds. Inf. Control. 35(3): 182-195 (1977) - 1971
- [j3]Tyrone E. Duncan:
Mutual Information for Stochastic Differential Equations. Inf. Control. 19(3): 265-271 (1971) - 1970
- [j2]Tyrone E. Duncan:
Likelihood Functions for Stochastic Signals in White Noise. Inf. Control. 16(4): 303-310 (1970)
1960 – 1969
- 1968
- [j1]Tyrone E. Duncan:
Evaluation of Likelihood Functions. Inf. Control. 13(1): 62-74 (1968)
Coauthor Index
aka: J. Barreiro-Gomez
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