| Publication | Date of Publication | Type |
|---|
| Analyzing a class of stochastic SIRS models under imperfect vaccination | 2024-03-12 | Paper |
| Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games | 2024-02-08 | Paper |
| Joint Estimation of Continuous and Discrete States in Randomly Switched Linear Systems With Unobservable Subsystems | 2024-01-25 | Paper |
| Limit theorems of additive functionals for regime-switching diffusions with infinite delay | 2024-01-09 | Paper |
| Sequences of random matrices modulated by a discrete-time Markov chain* | 2023-11-23 | Paper |
| A hybrid deep learning method for finite-horizon mean-field game problems | 2023-10-29 | Paper |
| On Detectability of a Class of Hybrid Systems | 2023-10-09 | Paper |
| Deep Filtering With Adaptive Learning Rates | 2023-10-02 | Paper |
| Adaptive Regulation of Block-Oriented Nonlinear Systems Using Binary Sensors With Applications to Automotive Engine Control | 2023-09-28 | Paper |
| Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching | 2023-09-21 | Paper |
| Stochastic Observability and Convergent Analog State Estimation of Randomly Switched Linear Systems With Unobservable Subsystems | 2023-09-06 | Paper |
| Mean-square convergent continuous state estimation of randomly switched linear systems with unobservable subsystems and stochastic output noises | 2023-08-28 | Paper |
| Distributed optimal frequency control under communication packet loss in multi-agent electric energy systems | 2023-07-24 | Paper |
| Hybrid stochastic epidemic SIR models with hidden states | 2023-07-18 | Paper |
| Exponential stability of stochastic functional differential equations with impulsive perturbations and Markovian switching | 2023-06-26 | Paper |
| Stochastic approximation with discontinuous dynamics, differential inclusions, and applications | 2023-06-05 | Paper |
| Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables | 2023-04-12 | Paper |
| Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching | 2023-03-29 | Paper |
| Stability in distribution and stabilization of switching jump diffusions | 2022-12-08 | Paper |
| Harvesting of a stochastic population under a mixed regular-singular control formulation | 2022-11-17 | Paper |
| Stochastic consensus control of multi-agent systems under general noises and delays | 2022-11-16 | Paper |
| Correction to: Stochastic Analysis, Filtering, and Stochastic Optimization | 2022-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5097105 | 2022-08-19 | Paper |
| Stochastic Kolmogorov systems driven by wideband noises | 2022-08-08 | Paper |
| Multikernel Passive Stochastic Gradient Algorithms and Transfer Learning | 2022-07-28 | Paper |
| Solving a Class of Mean-Field LQG Problems | 2022-07-21 | Paper |
| On an ergodic two-sided singular control problem | 2022-07-18 | Paper |
| Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay | 2022-07-08 | Paper |
| Filtering with degenerate observation noise: a stochastic approximation approach | 2022-07-05 | Paper |
| A class of generalized Ginzburg-Landau equations with random switching | 2022-06-29 | Paper |
| A survey of numerical solutions for stochastic control problems: some recent progress | 2022-06-09 | Paper |
| Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps | 2022-05-16 | Paper |
| Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality | 2022-05-16 | Paper |
| Fast-slow-coupled stochastic functional differential equations | 2022-04-11 | Paper |
| Stochastic Adaptive Optimization With Dithers | 2022-02-24 | Paper |
| Adaptive step size selection in distributed optimization with observation noise and unknown stochastic target variation | 2021-12-14 | Paper |
| Optimal control and numerical methods for hybrid stochastic SIS models | 2021-11-19 | Paper |
| Stochastic functional Kolmogorov equations. I: Persistence | 2021-11-03 | Paper |
| A general stochastic maximum principle for mean-field controls with regime switching | 2021-10-19 | Paper |
| Large deviation principles for Langevin equations in random environment and applications | 2021-09-06 | Paper |
| Deep filtering | 2021-08-06 | Paper |
| Dynamical systems under random perturbations with fast switching and slow diffusion: hyperbolic equilibria and stable limit cycles | 2021-08-06 | Paper |
| Stochastic functional Kolmogorov equations. II: Extinction | 2021-08-06 | Paper |
| A General Framework for Nonparametric Identification of Nonlinear Stochastic Systems | 2021-07-26 | Paper |
| Delay Tolerance for Stable Stochastic Systems and Extensions | 2021-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4999096 | 2021-07-09 | Paper |
| Controlled Markov chains with non-exponential discounting and distribution-dependent costs | 2021-07-07 | Paper |
| Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems | 2021-05-20 | Paper |
| Stability of stochastic functional differential equations with random switching and applications | 2021-04-20 | Paper |
| Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability | 2021-03-16 | Paper |
| Stochastic Lotka-Volterra competitive reaction-diffusion systems perturbed by space-time white noise: modeling and analysis | 2021-03-11 | Paper |
| Approximation of a class of functional differential equations with wideband noise perturbations | 2021-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149092 | 2021-02-06 | Paper |
| A class of Langevin equations with Markov switching involving strong damping and fast switching | 2020-11-25 | Paper |
| A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems | 2020-10-16 | Paper |
| Dual Averaging Push for Distributed Convex Optimization Over Time-Varying Directed Graph | 2020-10-07 | Paper |
| Sparse system identification for stochastic systems with general observation sequences | 2020-10-05 | Paper |
| Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model | 2020-07-22 | Paper |
| Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula | 2020-07-02 | Paper |
| General nonlinear stochastic systems motivated by chemostat models: complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment | 2020-06-09 | Paper |
| Distributed continuous-time algorithm for nonsmooth optimal consensus without sharing local decision variables | 2020-05-19 | Paper |
| Asymptotic properties of multi-species Lotka-Volterra models with regime switching involving weak and strong interactions | 2020-04-17 | Paper |
| Sustainable harvesting policies under long-run average criteria: near optimality | 2020-04-14 | Paper |
| An averaging principle for two-time-scale stochastic functional differential equations | 2020-04-08 | Paper |
| Long-Term Analysis of a Stochastic SIRS Model with General Incidence Rates | 2020-04-01 | Paper |
| Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate | 2020-03-23 | Paper |
| Fractional differential equation approach for convex optimization with convergence rate analysis | 2020-02-27 | Paper |
| Distributed Smooth Convex Optimization With Coupled Constraints | 2020-01-28 | Paper |
| On laws of large numbers for systems with mean-field interactions and Markovian switching | 2020-01-24 | Paper |
| Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity | 2019-12-19 | Paper |
| Stochastic partial differential equation models for spatially dependent predator-prey equations | 2019-12-05 | Paper |
| Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties | 2019-11-20 | Paper |
| Recurrence and ergodicity for A class of regime-switching jump diffusions | 2019-11-20 | Paper |
| Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models | 2019-10-15 | Paper |
| Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains | 2019-10-14 | Paper |
| Solving A Class of Mean-Field LQG Problems | 2019-10-11 | Paper |
| Time-Inconsistent Problems for Controlled Markov Chains with Distribution-Dependent Costs: Equilibrium Solutions | 2019-09-25 | Paper |
| Single-cell stochastic gene expression kinetics with coupled positive-plus-negative feedback | 2019-08-30 | Paper |
| Pollution control for switching diffusion models: approximation methods and numerical results | 2019-08-28 | Paper |
| Asymptotic behavior of gene expression with complete memory and two-time scales based on the chemical Langevin equations | 2019-08-28 | Paper |
| Harvesting of interacting stochastic populations | 2019-07-25 | Paper |
| Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model | 2019-07-23 | Paper |
| Recurrence for switching diffusion with past dependent switching and countable state space | 2019-07-03 | Paper |
| Network robustness depth and topology management of networked dynamic systems | 2019-05-23 | Paper |
| Hybrid competitive Lotka–Volterra ecosystems: countable switching states and two-time-scale models | 2019-05-15 | Paper |
| Properties of switching jump diffusions: maximum principles and Harnack inequalities | 2019-04-30 | Paper |
| Distributed quasi-monotone subgradient algorithm for nonsmooth convex optimization over directed graphs | 2019-04-24 | Paper |
| Tamed-Euler method for hybrid stochastic differential equations with Markovian switching | 2019-03-06 | Paper |
| Dynamical systems with fast switching and slow diffusion: Hyperbolic equilibria and stable limit cycles | 2019-02-05 | Paper |
| Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set | 2018-10-29 | Paper |
| Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes | 2018-08-29 | Paper |
| Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations | 2018-07-17 | Paper |
| Critical Connectivity and Fastest Convergence Rates of Distributed Consensus With Switching Topologies and Additive Noises | 2018-06-27 | Paper |
| Stochastic Consentability of Linear Systems With Time Delays and Multiplicative Noises | 2018-06-27 | Paper |
| Decentralized Adaptive Filtering Algorithms for Sensor Activation in an Unattended Ground Sensor Network | 2018-06-27 | Paper |
| Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications | 2018-06-14 | Paper |
| Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space | 2018-05-23 | Paper |
| Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods | 2018-02-13 | Paper |
| Stochastic population growth in spatially heterogeneous environments: the density-dependent case | 2018-02-12 | Paper |
| Ergodicity and strong limit results for two-time-scale functional stochastic differential equations | 2018-01-25 | Paper |
| Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes | 2018-01-19 | Paper |
| Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems | 2018-01-12 | Paper |
| Infinite-Horizon Optimal Control Problems for Hybrid Switching Diffusions | 2017-11-22 | Paper |
| Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications | 2017-11-16 | Paper |
| Book review of: P.R. Kumar and P. Varaiya, Stochastic systems: estimation, identification, and adaptive control | 2017-10-11 | Paper |
| Long-Run Average Sustainable Harvesting Policies: Near Optimality | 2017-10-08 | Paper |
| Recursive Identification of Hammerstein Systems: Convergence Rate and Asymptotic Normality | 2017-09-21 | Paper |
| Continuous-time tracking algorithms involving two-time-scale Markov chains | 2017-09-20 | Paper |
| Certain properties related to well posedness of switching diffusions | 2017-09-11 | Paper |
| Distributed Tracking of Correlated Equilibria in Regime Switching Noncooperative Games | 2017-09-08 | Paper |
| Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations | 2017-08-03 | Paper |
| Decision-Based System Identification and Adaptive Resource Allocation | 2017-07-27 | Paper |
| Limit Cycles of Dynamic Systems under Random Perturbations with Rapid Switching and Slow Diffusion: A Multi-Scale Approach | 2017-07-19 | Paper |
| Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching | 2017-05-24 | Paper |
| Tracking a Markov-Modulated Stationary Degree Distribution of a Dynamic Random Graph | 2017-05-16 | Paper |
| Analyzing Convergence and Rates of Convergence of Particle Swarm Optimization Algorithms Using Stochastic Approximation Methods | 2017-05-16 | Paper |
| Adaptive Search Algorithms for Discrete Stochastic Optimization: A Smooth Best-Response Approach | 2017-05-03 | Paper |
| Characterization of stochastic control with optimal stopping in a Sobolev space | 2017-04-19 | Paper |
| Stationary distributions for retarded stochastic differential equations without dissipativity | 2017-04-11 | Paper |
| Switching diffusion logistic models involving singularly perturbed Markov chains: Weak convergence and stochastic permanence | 2017-04-06 | Paper |
| Identification of Wiener systems with quantized inputs and binary-valued output observations | 2017-03-28 | Paper |
| REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING | 2017-03-13 | Paper |
| Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles | 2017-01-11 | Paper |
| Coexistence and exclusion of stochastic competitive Lotka-Volterra models | 2016-12-22 | Paper |
| Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity | 2016-12-22 | Paper |
| Permanence and ergodicity of stochastic Gilpin-Ayala population model with regime switching | 2016-12-21 | Paper |
| Kolmogorov-type systems with regime-switching jump diffusion perturbations | 2016-09-30 | Paper |
| Asymptotic Analysis for Functional Stochastic Differential Equations | 2016-09-28 | Paper |
| Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space | 2016-09-23 | Paper |
| Properties for a class of multi-type mean-field models | 2016-09-16 | Paper |
| Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations | 2016-09-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2814504 | 2016-06-22 | Paper |
| Logistic models with regime switching: permanence and ergodicity | 2016-05-04 | Paper |
| Numerical solutions of regime-switching jump diffusions | 2016-05-02 | Paper |
| Feynman–Kac formulas for regime-switching jump diffusions and their applications | 2016-04-27 | Paper |
| Weighted and Constrained Consensus for Distributed Power Dispatch of Scalable Microgrids | 2016-03-17 | Paper |
| Sign-error adaptive filtering algorithms involving Markovian parameters | 2016-03-09 | Paper |
| Mean-variance type controls involving a hidden Markov chain: models and numerical approximation | 2016-01-22 | Paper |
| Controllability and adaptation of linear time-invariant systems under irregular and Markovian sampling | 2015-12-23 | Paper |
| Identification of linear continuous-time systems under irregular and random output sampling | 2015-12-21 | Paper |
| Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs | 2015-11-26 | Paper |
| Feedback controls to ensure global solutions and asymptotic stability of Markovian switching diffusion systems | 2015-11-02 | Paper |
| A Strong Limit Theorem for Two-Time-Scale Fucntional Stochastic Differential Equations | 2015-08-28 | Paper |
| Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation | 2015-08-20 | Paper |
| Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management | 2015-08-04 | Paper |
| Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching | 2015-07-30 | Paper |
| Strong invariance for switching diffusions | 2015-07-01 | Paper |
| Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching | 2015-05-27 | Paper |
| Characterization and Identification of Matrix Fraction Descriptions for LTI Systems | 2015-03-27 | Paper |
| Gene regulatory networks driven by intrinsic noise with two-time scales: a stochastic averaging approach | 2015-02-27 | Paper |
| Exponential ergodicity for retarded stochastic differential equations | 2014-12-10 | Paper |
| Almost Sure and $p$th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems | 2014-11-21 | Paper |
| Almost sure convergence rates for system identification using binary, quantized, and regular sensors | 2014-10-24 | Paper |
| AN OPTIMAL DIVIDEND POLICY WITH DELAYED CAPITAL INJECTIONS | 2014-09-24 | Paper |
| Robust noise attenuation under stochastic noises and worst-case unmodelled dynamics | 2014-07-03 | Paper |
| Enhanced feedback robustness against communication channel multiplicative uncertainties via scaled dithers | 2014-06-13 | Paper |
| Sign-error adaptive filtering algorithms involving Markovian parameters | 2014-05-15 | Paper |
| Near-optimal mean–variance controls under two-time-scale formulations and applications | 2014-04-17 | Paper |
| Ergodicity for functional stochastic differential equations and applications | 2014-03-11 | Paper |
| Mean Exit Times and the Multilevel Monte Carlo Method | 2014-02-25 | Paper |
| Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals | 2014-01-27 | Paper |
| Persistent tracking and identification of regime-switching systems with structural uncertainties: unmodeled dynamics, observation bias, and nonlinear model mismatch | 2013-11-04 | Paper |
| UAV Circumnavigation of an Unknown Target Without Location Information Using Noisy Range-based Measurements | 2013-09-23 | Paper |
| The strong Feller property of switching jump-diffusion processes | 2013-05-13 | Paper |
| Discrete-time approximation of Wonham filters | 2013-04-10 | Paper |
| A mean-variance optimization problem for discounted Markov decision processes | 2012-12-29 | Paper |
| Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems | 2011-11-10 | Paper |
| Numerical methods for dividend optimization using regime-switching jump-diffusion models | 2011-07-11 | Paper |
| Stability of Regime-Switching Jump Diffusions | 2011-03-21 | Paper |
| Consensus Formation in a Two-Time-Scale Markovian System | 2009-12-21 | Paper |
| Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays | 2009-05-05 | Paper |
| Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model | 2009-01-16 | Paper |
| Spreading Code Optimization and Adaptation in CDMA Via Discrete Stochastic Approximation | 2008-12-21 | Paper |
| Singularly perturbed Markov chains: limit results and applications | 2008-01-18 | Paper |
| Regularity and recurrence of switching diffusions | 2007-11-27 | Paper |
| A Two-Time-Scale Approach for Production Planning in Discrete Time | 2007-10-24 | Paper |
| An Epsilon-uniform Finite Element Method for Singularly Perturbed Boundary Value Problems | 2006-02-28 | Paper |
| Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime | 2002-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263631 | 1999-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4209557 | 1999-01-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4209474 | 1998-11-10 | Paper |
| Budget-Dependent Convergence Rate of Stochastic Approximation | 1998-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871539 | 1996-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3832449 | 1989-01-01 | Paper |
