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Tyrone Duncan
Tyrone Duncan
University of Kansas
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Cited by
Cited by
Year
Stochastic calculus for fractional Brownian motion I. Theory
TE Duncan, Y Hu, B Pasik-Duncan
SIAM Journal on Control and Optimization 38 (2), 582-612, 2000
7922000
On the calculation of mutual information
TE Duncan
SIAM Journal on Applied Mathematics 19 (1), 215-220, 1970
2381970
Fractional Brownian motion and stochastic equations in Hilbert spaces
TE Duncan, B Pasik-Duncan, B Maslowski
Stochastics and Dynamics 2 (02), 225-250, 2002
2122002
A Kiefer-Wolfowitz algorithm with randomized differences
HF Chen, TE Duncan, B Pasik-Duncan
IEEE Transactions on Automatic Control 44 (3), 442-453, 1999
1481999
Adaptive continuous-time linear quadratic Gaussian control
TE Duncan, L Guo, B Pasik-Duncan
IEEE Transactions on automatic control 44 (9), 1653-1662, 1999
1141999
On the solutions of a stochastic control system
T Duncan, P Varaiya
SIAM Journal on Control 9 (3), 354-371, 1971
1071971
Adaptive control of continuous-time linear stochastic systems
TE Duncan, B Pasik-Duncan
Mathematics of Control, signals and systems 3 (1), 45-60, 1990
961990
Evaluation of likelihood functions
TE Duncan
Elsevier, 1968
951968
Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
TE Duncan, B Maslowski, B Pasik-Duncan
Stochastic Processes and their Applications 115 (8), 1357-1383, 2005
872005
Adaptive boundary and point control of linear stochastic distributed parameter systems
TE Duncan, B Maslowski, B Pasik-Duncan
SIAM Journal on Control and Optimization 32 (3), 648-672, 1994
781994
Linear-quadratic fractional Gaussian control
TE Duncan, B Pasik-Duncan
SIAM Journal on Control and Optimization 51 (6), 4504-4519, 2013
752013
Stochastic integration for fractional Brownian motion in a Hilbert space
TE Duncan, J Jakubowski, B Pasik-Duncan
Stochastics and Dynamics 6 (01), 53-75, 2006
712006
On certain topological invariants arising in system theory
CI Byrnes, TE Duncan
New Directions in Applied Mathematics: Papers Presented April 25/26, 1980 …, 1982
681982
Linear-exponential-quadratic Gaussian control
TE Duncan
IEEE Transactions on Automatic Control 58 (11), 2910-2911, 2013
672013
Probability densities for diffusion processes with applications to nonlinear filtering theory and detection theory
TE Duncan
Stanford University, 1967
651967
Linear–quadratic mean-field-type games: A direct method
TE Duncan, H Tembine
Games 9 (1), 7, 2018
592018
Semilinear stochastic equations in a Hilbert space with a fractional Brownian motion
TE Duncan, B Maslowski, B Pasik-Duncan
SIAM journal on mathematical analysis 40 (6), 2286-2315, 2009
592009
Robust maximum principle for multi-model LQ-problem
AS Poznyak, TE Duncan, B Pasik-Duncan, VG Boltyanski
International Journal of Control 75 (15), 1170-1177, 2002
562002
Some filtering results in Riemann manifolds
TE Duncan
Information and Control 35 (3), 182-195, 1977
551977
Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions
TE Duncan, B Maslowski, B Pasik-Duncan
SIAM Journal on Control and Optimization 50 (1), 507-531, 2012
502012
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