Steven I. Marcus

110 papers A* 5B 2C 3Misc 10Journal 69Unranked 20
YearRankTypeTitle / Venue / Authors
2025 J jnl
On Structural Properties of Risk-Averse Optimal Stopping Problems.
CoRR
Xingyu Ren, Michael C. Fu, Steven I. Marcus
2025 J jnl
Optimal acceptance of incompatible kidneys.
J. Oper. Res. Soc.
Xingyu Ren, Michael C. Fu, Steven I. Marcus
2023 Misc conf
Sensitivity Analysis for Stopping Criteria with Application to Organ Transplantations.
WSC
Xingyu Ren, Michael C. Fu, Steven I. Marcus
2023 J jnl
Stochastic control for organ donations: A review.
Syst. Control. Lett.
Xingyu Ren, Michael C. Fu, Steven I. Marcus
2022 J jnl
Optimal Acceptance of Incompatible Kidneys.
CoRR
Xingyu Ren, Michael C. Fu, Steven I. Marcus
2022 J jnl
Resilience to denial-of-service and integrity attacks: A structured systems approach.
Eur. J. Control
Bhaskar Ramasubramanian, M. A. Rajan, M. Girish Chandra, Rance Cleaveland, Steven I. Marcus
2021 J jnl
Resilience to Denial-of-Service and Integrity Attacks: A Structured Systems Approach.
CoRR
Bhaskar Ramasubramanian, M. A. Rajan, M. Girish Chandra, Rance Cleaveland, Steven I. Marcus
2021 Misc conf
Sensitivity Analysis and Time-Cost Tradeoffs in Stochastic Activity Networks.
WSC
Peng Wan, Michael C. Fu, Steven I. Marcus
2020 J jnl
Dynamic estimation of auditory temporal response functions via state-space models with Gaussian mixture process noise.
PLoS Comput. Biol.
Sina Miran, Alessandro Presacco, Jonathan Z. Simon, Michael C. Fu, Steven I. Marcus, Behtash Babadi
2020 J jnl
Notions of Centralized and Decentralized Opacity in Linear Systems.
IEEE Trans. Autom. Control.
Bhaskar Ramasubramanian, Rance Cleaveland, Steven I. Marcus
2020 J jnl
Random Directions Stochastic Approximation With Deterministic Perturbations.
IEEE Trans. Autom. Control.
Prashanth L. A., Shalabh Bhatnagar, Nirav Bhavsar, Michael C. Fu, Steven I. Marcus
2019 — conf
Estimation of State-Space Models with Gaussian Mixture Process Noise.
DSW
Sina Miran, Jonathan Z. Simon, Michael C. Fu, Steven I. Marcus, Behtash Babadi
2019 J jnl
Notions of Centralized and Decentralized Opacity in Linear Systems.
CoRR
Bhaskar Ramasubramanian, Rance Cleaveland, Steven I. Marcus
2018 — conf
Bisimulation in Behavioral Dynamical Systems and Generalized Synchronization Trees.
CDC
James Ferlez, Rance Cleaveland, Steven I. Marcus
2018 J jnl
Probabilistically distorted risk-sensitive infinite-horizon dynamic programming.
Autom.
Kun Lin, Cheng Jie, Steven I. Marcus
2018 J jnl
Random directions stochastic approximation with deterministic perturbations.
CoRR
Prashanth L. A., Shalabh Bhatnagar, Nirav Bhavsar, Michael C. Fu, Steven I. Marcus
2018 J jnl
Stochastic Optimization in a Cumulative Prospect Theory Framework.
IEEE Trans. Autom. Control.
Cheng Jie, Prashanth L. A., Michael C. Fu, Steven I. Marcus, Csaba Szepesvári
2017 J jnl
Adaptive System Optimization Using Random Directions Stochastic Approximation.
IEEE Trans. Autom. Control.
Prashanth L. A., Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus
2017 — conf
Bisimulation and Hennessy-Milner Logic for Generalized Synchronization Trees.
EXPRESS/SOS
James Ferlez, Rance Cleaveland, Steven I. Marcus
2017 — conf
Opacity for switched linear systems: Notions and characterization.
CDC
Bhaskar Ramasubramanian, Rance Cleaveland, Steven I. Marcus
2017 A* conf
Weighted Bandits or: How Bandits Learn Distorted Values That Are Not Expected.
AAAI
Aditya Gopalan, Prashanth L. A., Michael C. Fu, Steven I. Marcus
2016 — conf
A framework for decentralized opacity in linear systems.
Allerton
Bhaskar Ramasubramanian, Rance Cleaveland, Steven I. Marcus
2016 C conf
A framework for opacity in linear systems.
ACC
Bhaskar Ramasubramanian, Rance Cleaveland, Steven I. Marcus
2016 A* conf
Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control.
ICML
Prashanth L. A., Cheng Jie, Michael C. Fu, Steven I. Marcus, Csaba Szepesvári
2016 J jnl
Cumulative weighting optimization.
J. Glob. Optim.
Kun Lin, Steven I. Marcus
2016 J jnl
Reconfiguration of survivable IP over WDM networks.
Opt. Switch. Netw.
Yufeng Xin, Mark A. Shayman, Richard J. La, Steven I. Marcus
2016 J jnl
Weighted bandits or: How bandits learn distorted values that are not expected.
CoRR
Aditya Gopalan, Prashanth L. A., Michael C. Fu, Steven I. Marcus
2015 J jnl
Cumulative Prospect Theory Meets Reinforcement Learning: Estimation and Control.
CoRR
Prashanth L. A., Cheng Jie, Michael C. Fu, Steven I. Marcus
2015 — conf
Simulation-based work load and job release control for semiconductor manufacturing.
CDC
Keiichiro Urayama, Michael C. Fu, Steven I. Marcus
2014 B conf
Generalized Synchronization Trees.
FoSSaCS
James Ferlez, Rance Cleaveland, Steven I. Marcus
2014 J jnl
Particle Filtering Framework for a Class of Randomized Optimization Algorithms.
IEEE Trans. Autom. Control.
Enlu Zhou, Michael C. Fu, Steven I. Marcus
2013 Misc conf
Cumulative weighting optimization: The discrete case.
WSC
Kin Lin, Steven I. Marcus
2013 C conf
Dynamic programming with non-convex risk-sensitive measures.
ACC
Kun Lin, Steven I. Marcus
2012 J jnl
A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives.
Oper. Res.
Yongqiang Wang, Michael C. Fu, Steven I. Marcus
2011 J jnl
Dynamic sample budget allocation in model-based optimization.
J. Glob. Optim.
Jiaqiao Hu, Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus
2010 J jnl
Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games.
IEEE Trans. Autom. Control.
Hyeong Soo Chang, Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
2010 Misc conf
Model-based Evolutionary Optimization.
WSC
Yongqiang Wang, Michael C. Fu, Steven I. Marcus
2010 J jnl
Solving Continuous-State POMDPs via Density Projection.
IEEE Trans. Autom. Control.
Enlu Zhou, Michael C. Fu, Steven I. Marcus
2009 Misc conf
A Numerical Method for Financial Decision Problems under Stochastic Volatility.
WSC
Enlu Zhou, Lin Kun, Michael C. Fu, Steven I. Marcus
2009 — conf
A new stochastic gradient estimator for American option pricing.
ECC
Yongqiang Wang, Michael C. Fu, Steven I. Marcus
2009 — conf
Dynamic pricing with continuous stochastic demand.
CDC
Yongqiang Wang, Michael C. Fu, Steven I. Marcus
2009 Misc conf
Sensitivity Analysis for Barrier Options.
WSC
Yongqiang Wang, Michael C. Fu, Steven I. Marcus
2008 J jnl
A Model Reference Adaptive Search Method for Stochastic Global Optimization.
Commun. Inf. Syst.
Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
2008 — conf
A density projection approach to dimension reduction for continuous-state POMDPs.
CDC
Enlu Zhou, Michael C. Fu, Steven I. Marcus
2008 Misc conf
A particle filtering framework for randomized optimization algorithms.
WSC
Enlu Zhou, Michael C. Fu, Steven I. Marcus
2008 C conf
Minimum wavelength assignment for multicast traffic in all-optical WDM tree networks.
BROADNETS
Anuj Rawat, Mark A. Shayman, Richard J. La, Steven I. Marcus
2008 J jnl
Necessary and Sufficient Conditions for State Equivalence to a Nonlinear Discrete-Time Observer Canonical Form.
IEEE Trans. Autom. Control.
Hong-Gi Lee, Ari Arapostathis, Steven I. Marcus
2007 J jnl
A Model Reference Adaptive Search Method for Global Optimization.
Oper. Res.
Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
2007 — conf
A model reference adaptive search method for stochastic optimization with applications to Markov decision processes.
CDC
Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
2007 J jnl
A survey of some simulation-based algorithms for Markov decision processes.
Commun. Inf. Syst.
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
2007 — conf
Adversarial multi-armed bandit approach to two-person zero-sum Markov games.
CDC
Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus
2007 J jnl
An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming.
IEEE Trans. Autom. Control.
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
2007 J jnl
An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes.
INFORMS J. Comput.
Jiaqiao Hu, Michael C. Fu, Vahid Reza Ramezani, Steven I. Marcus
2007 J jnl
Grooming multicast traffic in unidirectional SONET/WDM rings.
IEEE J. Sel. Areas Commun.
Anuj Rawat, Richard J. La, Steven I. Marcus, Mark A. Shayman
2007 J jnl
Recursive Learning Automata Approach to Markov Decision Processes.
IEEE Trans. Autom. Control.
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
2006 — conf
Adversarial Multi-Armed Bandit Approach to Stochastic Optimization.
CDC
Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus
2006 J jnl
Pricing American-Style Derivatives with European Call Options.
Manag. Sci.
Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim, Huiju Zhang
2006 B conf
Reconfiguration of Survivable MPLS/WDM Networks.
GLOBECOM
Yufeng Xin, Mark A. Shayman, Richard J. La, Steven I. Marcus
2005 — conf
A Two-Timescale Simulation-Based Gradient Algorithm for Weighted Cost Markov Decision Processes.
CDC/ECC
Ying He, Michael C. Fu, Steven I. Marcus
2005 J jnl
An Adaptive Sampling Algorithm for Solving Markov Decision Processes.
Oper. Res.
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
2005 J jnl
Evolutionary policy iteration for solving Markov decision processes.
IEEE Trans. Autom. Control.
Hyeong Soo Chang, Hong-Gi Lee, Michael C. Fu, Steven I. Marcus
2005 — conf
Recursive Learning Automata for Control of Partially Observable Markov Decision Processes.
CDC/ECC
Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus
2005 J jnl
Risk-sensitive probability for Markov chains.
Syst. Control. Lett.
Vahid Reza Ramezani, Steven I. Marcus
2005 Misc conf
Stochastic optimization using model reference adaptive search.
WSC
Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
2004 Misc conf
Risk and Information in the Estimation of Hidden Markov Models.
WSC
Vahid Reza Ramezani, Steven I. Marcus, Michael C. Fu
2004 — conf
Structured risk-sensitivity for partially observed Markov chains.
CDC
Vahid Reza Ramezani, Steven I. Marcus, Michael C. Fu
2003 — conf
An algorithm for linearization of discrete-time systems via restricted dynamic feedback.
CDC
Hong-Gi Lee, Ari Arapostathis, Steven I. Marcus
2003 — conf
An asymptotically efficient algorithm for finite horizon stochastic dynamic programming problems.
CDC
Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus
2003 J jnl
Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization.
IEEE Trans. Autom. Control.
Ying He, Michael C. Fu, Steven I. Marcus
2003 J jnl
Linearization of discrete-time systems via restricted dynamic feedback.
IEEE Trans. Autom. Control.
Hong-Gi Lee, Ari Arapostathis, Steven I. Marcus
2003 J jnl
Multitime scale Markov decision processes.
IEEE Trans. Autom. Control.
Hyeong Soo Chang, Pedram Jaefari Fard, Steven I. Marcus, Mark A. Shayman
2003 J jnl
Two-person zero-sum Markov games: receding horizon approach.
IEEE Trans. Autom. Control.
Hyeong Soo Chang, Steven I. Marcus
2003 J jnl
Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences.
ACM Trans. Model. Comput. Simul.
Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus, I-Jeng Wang
2002 — conf
A model for multi-time scaled sequential decision making processes.
CDC
Hyeong Soo Chang, Pedram Jaefari Fard, Steven I. Marcus, Mark A. Shayman
2002 J jnl
A time aggregation approach to Markov decision processes.
Autom.
Xi-Ren Cao, Zhiyuan Ren, Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus
2002 J jnl
Estimation of hidden markov models: risk-sensitive filter banks and qualitative analysis of their sample paths.
IEEE Trans. Autom. Control.
Vahid Reza Ramezani, Steven I. Marcus
2002 J jnl
Jointly optimized bit-rate/delay control policy for wireless packet networks with fading channels.
IEEE Trans. Commun.
Javad Razavilar, K. J. Ray Liu, Steven I. Marcus
2002 — conf
Receding horizon approach to Markov games for infinite horizon discounted cost.
CDC
Hyeong Soo Chang, Steven I. Marcus
2001 Misc conf
A new approach to pricing American-style derivatives.
WSC
Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim
2001 J jnl
Optimal structured feedback policies for ABR flow control using two-timescale SPSA.
IEEE/ACM Trans. Netw.
Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus, Pedram Jaefari Fard
2000 J jnl
Mixed risk-neutral/minimax control of discrete-time, finite-state Markov decision processes.
IEEE Trans. Autom. Control.
Stefano P. Coraluppi, Steven I. Marcus
2000 J jnl
Monotone Optimal Policies for a Transient Queueing Staffing Problem.
Oper. Res.
Michael C. Fu, Steven I. Marcus, I-Jeng Wang
1999 J jnl
A probabilistic language formalism for stochastic discrete-event systems.
IEEE Trans. Autom. Control.
Vijay Kumar Garg, Ratnesh Kumar, Steven I. Marcus
1999 J jnl
Analysis of a risk-sensitive control problem for hidden Markov chains.
IEEE Trans. Autom. Control.
Daniel Hernández-Hernández, Steven I. Marcus, Pedram Jaefari Fard
1999 J jnl
Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes.
Autom.
Stefano P. Coraluppi, Steven I. Marcus
1998 J jnl
Extension based Limited Lookahead Supervision of Discrete Event Systems.
Autom.
Ratnesh Kumar, Hok M. Cheung, Steven I. Marcus
1997 J jnl
A Discrete Event Systems Approach for Protocol Conversion.
Discret. Event Dyn. Syst.
Ratnesh Kumar, Sudhir Nelvagal, Steven I. Marcus
1997 J jnl
Risk-sensitive optimal control of hidden Markov models: structural results.
IEEE Trans. Autom. Control.
Emmanuel Fernández-Gaucherand, Steven I. Marcus
1996 J jnl
Corrections to "Finite buffer realization of input-output discrete event systems".
IEEE Trans. Autom. Control.
Ratnesh Kumar, Vijay K. Garg, Steven I. Marcus
1995 J jnl
A note on an LQG regulator with Markovian switching and pathwise average cost.
IEEE Trans. Autom. Control.
Mohendro Kumar Ghosh, Ari Arapostathis, Steven I. Marcus
1995 — conf
Controlled Switching Diffusions as Hybrid Processes.
Hybrid Systems
Mrinal K. Ghosh, Steven I. Marcus, Aristotle Arapostathis
1995 J jnl
Finite buffer realization of input-output discrete-event systems.
IEEE Trans. Autom. Control.
Ratnesh Kumar, Vijay K. Garg, Steven I. Marcus
1994 J jnl
Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria.
Math. Methods Oper. Res.
Emmanuel Fernández-Gaucherand, Mrinal K. Ghosh, Steven I. Marcus
1993 J jnl
Analysis of an adaptive control scheme for a partially observed controlled Markov chain.
IEEE Trans. Autom. Control.
Emmanuel Fernández-Gaucherand, Aristotle Arapostathis, Steven I. Marcus
1993 J jnl
Predicates and predicate transformers for supervisory control of discrete event dynamical systems.
IEEE Trans. Autom. Control.
Ratnesh Kumar, Vijay K. Garg, Steven I. Marcus
1992 J jnl
On strong average optimality of markov decision processes with unbounded costs.
Oper. Res. Lett.
Mrinal K. Ghosh, Steven I. Marcus
1991 J jnl
Analysis of Motion and Internal Loading of Objects Grasped by Multiple Cooperating Manipulators.
Int. J. Robotics Res.
Ian D. Walker, Robert A. Freeman, Steven I. Marcus
1991 J jnl
On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes.
Ann. Oper. Res.
Emmanuel Fernández-Gaucherand, Aristotle Arapostathis, Steven I. Marcus
1991 J jnl
On the computation of the optimal cost function for discrete time Markov models with partial observations.
Ann. Oper. Res.
Enrique L. Sernik, Steven I. Marcus
1990 J jnl
Analysis of an identification algorithm arising in the adaptive estimation of Markov chains.
Math. Control. Signals Syst.
Aristotle Arapostathis, Steven I. Marcus
1989 J jnl
Distribution of dynamic loads for multiple cooperating robot manipulators.
J. Field Robotics
Ian D. Walker, Steven I. Marcus, Robert A. Freeman
1989 A* conf
Internal object loading for multiple cooperating robot manipulators.
ICRA
Ian D. Walker, Robert A. Freeman, Steven I. Marcus
1989 J jnl
On supremal languages of classes of sublanguages that arise in supervisor synthesis problems with partial observation.
Math. Control. Signals Syst.
Hangju Cho, Steven I. Marcus
1989 J jnl
Supremal and Maximal Sublanguages Arising in Supervisor Synthesis Problems with Partial Observations.
Math. Syst. Theory
Hangju Cho, Steven I. Marcus
1988 A* conf
Dynamic task distribution for multiple cooperating robot manipulators.
ICRA
Ian D. Walker, Robert A. Freeman, Steven I. Marcus
1988 J jnl
Subtask performance by redundancy resolution for redundant robot manipulators.
IEEE J. Robotics Autom.
Ian D. Walker, Steven I. Marcus
1983 A* conf
Lookahead network priority protocols.
SIGCOMM
Steven I. Marcus, G. Jack Lipovski
1978 J jnl
Fourier series and estimation: An application to optical phase tracking (Corresp.).
IEEE Trans. Inf. Theory
Steven I. Marcus, K. Kohanbash
1978 J jnl
Modeling and analysis of stochastic differential equations driven by point processes.
IEEE Trans. Inf. Theory
Steven I. Marcus
1975 — —
Estimation and analysis of nonlinear stochastic systems.
Steven I. Marcus