William M. McEneaney

Available identifiers

zbMath Open mceneaney.william-mac-mMaRDI QIDQ203916

List of research outcomes

Publication	Date of Publication	Type
A game representation for a finite horizon state constrained continuous time linear regulator problem	2023-04-27	Paper
Staticization and Iterated Staticization	2022-07-08	Paper
Exploiting characteristics in stationary action problems	2021-11-02	Paper
Verifying fundamental solution groups for lossless wave equations via stationary action and optimal control	2021-10-08	Paper
A stochastic control verification theorem for the dequantized Schrödinger equation not requiring a duration restriction	2019-06-19	Paper
Diffusion process representations for a scalar-field Schrödinger equation solution in rotating coordinates	2019-06-13	Paper
Game representations for state constrained continuous time linear regulator problems	2019-04-11	Paper
Fundamental solutions for two-point boundary value problems in orbital mechanics	2018-03-14	Paper
Optimization formulation and monotonic solution method for the Witsenhausen problem	2018-01-12	Paper
Static duality and a stationary-action application	2017-11-16	Paper
Staticization, its dynamic program and solution propagation	2017-10-11	Paper
Solving Two-Point Boundary Value Problems for a Wave Equation via the Principle of Stationary Action and Optimal Control	2017-07-13	Paper
Reduced-complexity nonlinear H/sup /spl infin// control of discrete-time systems	2017-07-12	Paper
Max-plus eigenvector representations for solution of nonlinear H/sub ∞/ problems: Basic concepts	2017-06-20	Paper
An idempotent algorithm for a class of network-disruption games	2017-01-13	Paper
Idempotent Expansions for Continuous-Time Stochastic Control	2016-01-15	Paper
The Principle of Least Action and Fundamental Solutions of Mass-Spring and N-Body Two-Point Boundary Value Problems	2015-09-14	Paper
A Max-plus Dual Space Fundamental Solution for a Class of Operator Differential Riccati Equations	2015-06-02	Paper
A reduced complexity MIN-plus solution method to the optimal control of closed quantum systems	2014-12-12	Paper
A new fundamental solution for differential Riccati equations arising in control	2014-03-19	Paper
Payoff Suboptimality and Errors in Value Induced by Approximation of the Hamiltonian	2014-01-27	Paper
Deterministic filtering and dimensionality reduction for optimal attitude estimation on SO(3)	2012-11-07	Paper
min-max spaces and complexity reduction in min-max expansions	2012-08-01	Paper
Min-Plus Techniques for Set-Valued State Estimation	2012-03-13	Paper
Distributed dynamic programming for discrete-time stochastic control, and idempotent algorithms	2011-04-19	Paper
Convergence Rate for a Curse-of-Dimensionality-Free Method for a Class of HJB PDEs	2010-10-20	Paper
Convergence Rate for a Curse-of-dimensionality-Free Method for Hamilton–Jacobi–Bellman PDEs Represented as Maxima of Quadratic Forms	2010-08-16	Paper
https://portal.mardi4nfdi.de/entity/Q3181769	2009-10-12	Paper
A Curse-of-Dimensionality-Free Numerical Method for Solution of Certain HJB PDEs	2008-08-01	Paper
Max-plus summation of Fenchel-transformed semigroups for solution of nonlinear Bellman equations	2007-04-11	Paper
Max-plus methods for nonlinear control and estimation.	2006-03-31	Paper
https://portal.mardi4nfdi.de/entity/Q5701768	2005-11-04	Paper
https://portal.mardi4nfdi.de/entity/Q5702475	2005-11-01	Paper
Max-Plus Eigenvector Methods for Nonlinear H$_\infty$ Problems: Error Analysis	2005-02-28	Paper
Some classes of imperfect information finite state-space stochastic games with finite-dimensional solutions	2004-11-05	Paper
Robust limits of risk sensitive nonlinear filters	2002-10-17	Paper
Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a Quadratic Growth Assumption	2002-06-23	Paper
https://portal.mardi4nfdi.de/entity/Q4438215	2002-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q2704383	2001-07-04	Paper
A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering	2000-03-19	Paper
A uniqueness result for the Isaacs equation corresponding to nonlinear \(H_\infty\) control	1999-09-05	Paper
Robust/\(H_{\infty}\) filtering for nonlinear systems	1998-08-13	Paper
Risk-Sensitive and Robust Escape Criteria	1998-02-09	Paper
A Robust Control Framework for Option Pricing	1997-06-09	Paper
Robust control and differential games on a finite time horizon	1996-11-07	Paper
Risk-Sensitive Control on an Infinite Time Horizon	1996-02-08	Paper
Uniqueness for Viscosity Solutions of Nonstationary Hamilton–Jacobi–Bellman Equations under Some a Priori Conditions (with Applications)	1996-02-01	Paper
https://portal.mardi4nfdi.de/entity/Q3140691	1993-11-28	Paper

Research outcomes over time

Doctoral students

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