Tyrone E. Duncan

87 papers B 1C 9Misc 1Journal 51Unranked 24
YearRankTypeTitle / Venue / Authors
2025 — conf
Discrete-Time Mean-Field-Type Control Problems with Higher-Order Costs.
CDC
Julian Barreiro-Gomez, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine
2025 J jnl
Linear Prediction for Some Rosenblatt and Rosenblatt-Volterra Processes.
J. Syst. Sci. Complex.
Tyrone E. Duncan, Bozenna Pasik-Duncan
2025 J jnl
Mean-Field-Type Game Theory with Rosenblatt Noise.
CoRR
Hamidou Tembine, Tyrone E. Duncan, Bozenna Pasik-Duncan
2025 J jnl
Semi-Explicit Solution of Some Discrete-Time Mean-Field-Type Games with Higher-Order Costs.
CoRR
Julian Barreiro-Gomez, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine
2025 C conf
The Need for Non-Gaussian Noise in Control System Models. Why Non-Gaussian Noise Matters?
CoDIT
Pawel D. Domanski, Tyrone E. Duncan, Bozenna Pasik-Duncan
2024 C conf
Mean-Field-Type Games driven by Rosenblatt Processes.
CoDIT
Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine
2024 — conf
Multi-Layer Mean-Field-Type Games Driven by Five Noises.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine
2024 C conf
Prediction and Related Topics for a Scalar Linear Stochastic Equation with a Rosenblatt Process Noise.
CoDIT
Tyrone E. Duncan, Bozenna Pasik-Duncan
2020 — conf
A Scalar Linear-Quadratic Two Player Stochastic Differential Game with a Rosenblatt Process Noise.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan
2020 J jnl
A Simple Proof of Indefinite Linear-Quadratic Stochastic Optimal Control With Random Coefficients.
IEEE Trans. Autom. Control.
Jun Moon, Tyrone E. Duncan
2020 J jnl
Berge equilibrium in linear-quadratic mean-field-type games.
J. Frankl. Inst.
Noureddine Toumi, Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
2020 J jnl
Co-Opetitive Linear-Quadratic Mean-Field-Type Games.
IEEE Trans. Cybern.
Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
2020 J jnl
Discrete-time linear-quadratic mean-field-type repeated games: Perfect, incomplete, and imperfect information.
Autom.
Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
2020 J jnl
Semiexplicit Solutions to Some Nonlinear Nonquadratic Mean-Field-Type Games: A Direct Method.
IEEE Trans. Autom. Control.
Julian Barreiro-Gomez, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine
2019 — conf
Fractional Mean-Field-Type Games under Non-Quadratic Costs: A Direct Method.
CDC
Julian Barreiro-Gomez, Boualem Djehiche, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine
2019 J jnl
Linear-Quadratic Mean-Field-Type Games With Multiple Input Constraints.
IEEE Control. Syst. Lett.
Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
2019 C conf
Linear-Quadratic Mean-Field-Type Games-Based Stochastic Model Predictive Control: A Microgrid Energy Storage Application.
ACC
J. Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
2019 J jnl
Linear-Quadratic Mean-Field-Type Games: Jump-Diffusion Process With Regime Switching.
IEEE Trans. Autom. Control.
Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
2019 J jnl
Matrix-Valued Mean-Field-Type Games: Risk-Sensitive, Adversarial, and Risk-Neutral Linear-Quadratic Case.
CoRR
Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
2019 J jnl
Risk-Sensitive Zero-Sum Differential Games.
IEEE Trans. Autom. Control.
Jun Moon, Tyrone E. Duncan, Tamer Basar
2018 — conf
An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process.
CDC
Petr Coupek, Tyrone E. Duncan, Bohdan Maslowski, Bozenna Pasik-Duncan
2018 J jnl
Linear-Quadratic Mean-Field-Type Games: A Direct Method.
Games
Tyrone E. Duncan, Hamidou Tembine
2018 J jnl
Semi-Explicit Solutions to some Non-Linear Non-Quadratic Mean-Field-Type Games: A Direct Method.
CoRR
Julian Barreiro-Gomez, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine
2018 J jnl
Solvable stochastic differential games in rank one compact symmetric spaces.
Int. J. Control
Tyrone E. Duncan, Bozenna Pasik-Duncan
2016 J jnl
Linear Exponential Quadratic Stochastic Differential Games.
IEEE Trans. Autom. Control.
Tyrone E. Duncan
2015 J jnl
Some solvable stochastic differential games in $SU(3)$.
Commun. Inf. Syst.
Tyrone E. Duncan, Bozenna Pasik-Duncan
2015 — conf
Some stochastic differential games with state dependent noise.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan
2015 — ch.
Stochastic Adaptive Control.
Encyclopedia of Systems and Control
Tyrone E. Duncan
2015 J jnl
Stochastic volatility models with volatility driven by fractional Brownian motions.
Commun. Inf. Syst.
Tyrone E. Duncan, Jacek Jakubowski, Bozenna Pasik-Duncan
2014 — conf
Linear-quadratic control with general noise processes.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan
2013 — conf
A solvable stochastic differential game in the two-sphere.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan
2013 J jnl
Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise.
IEEE Trans. Autom. Control.
Tyrone E. Duncan, Bozenna Pasik-Duncan
2013 — conf
Ergodic problems for linear exponential quadratic Gaussian control and linear quadratic stochastic differential games.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan
2013 J jnl
Linear-Exponential-Quadratic Gaussian Control.
IEEE Trans. Autom. Control.
Tyrone E. Duncan
2013 J jnl
Linear-Quadratic Fractional Gaussian Control.
SIAM J. Control. Optim.
Tyrone E. Duncan, Bozenna Pasik-Duncan
2012 J jnl
A direct method for solving stochastic control problems.
Commun. Inf. Syst.
Tyrone E. Duncan, Bozenna Pasik-Duncan
2012 C conf
A stochastic control problem in the two-sphere.
CCA
Tyrone E. Duncan, Bozenna Pasik-Duncan
2012 J jnl
Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions.
SIAM J. Control. Optim.
Tyrone E. Duncan, B. Maslowski, Bozenna Pasik-Duncan
2012 C conf
Some Models of Control with Fractional Brownian Motions.
ACE
Tyrone E. Duncan, Bozenna Pasik-Duncan
2011 J jnl
BIC Context Tree Estimation for Stationary Ergodic Processes.
IEEE Trans. Inf. Theory
Zsolt Talata, Tyrone E. Duncan
2011 Misc conf
Control of some linear stochastic systems in a Hilbert space with fractional Brownian motions.
MMAR
Tyrone E. Duncan, B. Maslowski, Bozenna Pasik-Duncan
2011 — conf
Control of some partially observed linear stochastic systems with fractional Brownian motions.
CDC/ECC
Tyrone E. Duncan, Bozenna Pasik-Duncan
2010 J jnl
Mutual information for stochastic signals and Lévy processes.
IEEE Trans. Inf. Theory
Tyrone E. Duncan
2010 — conf
Stochastic linear-quadratic control for systems with a fractional Brownian motion.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan
2009 — conf
Control of some linear stochastic systems with a fractional Brownian motion.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan
2009 J jnl
Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion.
SIAM J. Math. Anal.
Tyrone E. Duncan, B. Maslowski, Bozenna Pasik-Duncan
2009 J jnl
Some topics in fractional Brownian motion.
Risk Decis. Anal.
Tyrone E. Duncan
2009 B conf
Unrestricted BIC context tree estimation for not necessarily finite memory processes.
ISIT
Zsolt Talata, Tyrone E. Duncan
2008 C conf
A linear control system model for risk reserves.
ACC
Bozenna Pasik-Duncan, Tyrone E. Duncan, Petr Mandl
2008 — conf
Growth optimal portfolio under proportional transaction costs with obligatory diversification.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
2008 J jnl
Mutual Information for Stochastic Signals and Fractional Brownian Motion.
IEEE Trans. Inf. Theory
Tyrone E. Duncan
2008 — conf
Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
2007 — conf
Estimation and mutual information.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan
2007 J jnl
Predicting properties of congestion events for a queueing system with fBm traffic.
IEEE/ACM Trans. Netw.
Yasong Jin, Soshant Bali, Tyrone E. Duncan, Victor S. Frost
2007 C conf
Some Stochastic Systems with a Fractional Brownian Motion and Applications to Control.
ACC
Tyrone E. Duncan
2006 — conf
Remarks on risk sensitive adaptive control of Markov processes.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
2006 — conf
Some Solutions of Semilinear Stochastic Equations in a Hilbert Space With a Fractional Brownian Motion.
CDC
Tyrone E. Duncan, Bohdan Maslowski, Bozenna Pasik-Duncan
2005 J jnl
Characterizing user-perceived impairment events using end-to-end measurements.
Int. J. Commun. Syst.
Soshant Bali, Yasong Jin, Victor S. Frost, Tyrone E. Duncan
2005 J jnl
Ergodic and adaptive control of hidden Markov models.
Math. Methods Oper. Res.
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
2005 — conf
Sampling and Parameter Estimation for a Second Order Linear System with a Fractional Brownian Motion.
CDC/ECC
Tyrone E. Duncan, Bozenna Pasik-Duncan
2005 — conf
Some Martingales from a Fractional Brownian Motion and Applications.
CDC/ECC
Tyrone E. Duncan
2003 — conf
Research experiences at all levels: from K-12 through Ph.D. and beyond.
CDC
Bozenna Pasik-Duncan, Tyrone E. Duncan
2002 C conf
KU stochastic adaptive control undergraduate success stories.
ACC
Bozenna Pasik-Duncan, Tyrone E. Duncan
2002 — conf
Some results on ergodic and adaptive control of hidden Markov models.
CDC
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
2001 J jnl
Average cost per unit time control of stochastic manufacturing systems: Revisited.
Math. Methods Oper. Res.
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
2001 — conf
Some properties of linear stochastic distributed parameter systems with fractional Brownian motion.
CDC
Tyrone E. Duncan, Bohdan Maslowski, Bozenna Pasik-Duncan
2001 J jnl
Stochastic controls: Hamiltonian systems and HJB equations [Book Reviews].
IEEE Trans. Autom. Control.
Bozenna Pasik-Duncan, Tyrone E. Duncan
2000 J jnl
Adaptive Control for Semilinear Stochastic Systems.
SIAM J. Control. Optim.
Tyrone E. Duncan, B. Maslowski, Bozenna Pasik-Duncan
2000 J jnl
Stochastic Calculus for Fractional Brownian Motion I. Theory.
SIAM J. Control. Optim.
Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan
2000 — conf
Stochastic calculus for fractional Brownian motion. I. Theory.
CDC
Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan
1999 J jnl
A Kiefer-Wolfowitz algorithm with randomized differences.
IEEE Trans. Autom. Control.
Han-Fu Chen, Tyrone E. Duncan, Bozenna Pasik-Duncan
1999 J jnl
A note on sampling and parameter estimation in linear stochastic systems.
IEEE Trans. Autom. Control.
Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan
1999 J jnl
Adaptive continuous-time linear quadratic Gaussian control.
IEEE Trans. Autom. Control.
Tyrone E. Duncan, Lei Guo, Bozenna Pasik-Duncan
1999 J jnl
Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise.
IEEE Trans. Autom. Control.
Tyrone E. Duncan, Bozenna Pasik-Duncan, Qing Zhang
1998 — conf
Some Approaches to Ergodic and Adaptive Control of Stochastic Semilinear Systems.
Control of Distributed Parameter and Stochastic Systems
Tyrone E. Duncan
1996 J jnl
Numerical differentiation and parameter estimation in higher-order linear stochastic systems.
IEEE Trans. Autom. Control.
Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan
1994 J jnl
Numerical Methods for Stochastic Control Problems in Continuous Time (Harold J. Kushner and Paul G. Dupuis).
SIAM Rev.
Tyrone E. Duncan
1994 J jnl
On statistical sampling for system testing.
IEEE Trans. Autom. Control.
Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan
1993 J jnl
Control theory methods for consistency in some least squares identification problems.
IEEE Trans. Autom. Control.
Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan
1992 J jnl
On least squares estimation in continuous time linear stochastic systems.
Kybernetika
Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan
1990 J jnl
Adaptive control of continuous-time linear stochastic systems.
Math. Control. Signals Syst.
Tyrone E. Duncan, Bozenna Pasik-Duncan
1990 J jnl
On exponentially discounted adaptive control.
Kybernetika
Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan
1988 J jnl
On the consistency of a least squares identification procedure.
Kybernetika
Petr Mandl, Tyrone E. Duncan, Bozenna Pasik-Duncan
1977 J jnl
Some Filtering Results in Riemann Manifolds
Inf. Control.
Tyrone E. Duncan
1971 J jnl
Mutual Information for Stochastic Differential Equations
Inf. Control.
Tyrone E. Duncan
1970 J jnl
Likelihood Functions for Stochastic Signals in White Noise
Inf. Control.
Tyrone E. Duncan
1968 J jnl
Evaluation of Likelihood Functions
Inf. Control.
Tyrone E. Duncan