Bozenna Pasik-Duncan

Publication Activity (10 Years)

Years Active: 1988-2022
Publications (10 Years): 13

Top Topics

Linear Quadratic

User Communities

Top Venues

IEEE Trans. Autom. Control.

Commun. Inf. Syst.

SIAM Conf. on Control and its Applications

Publications

Ramalatha Marimuthu, Shally Gupta, Larry Stapleton, Dominique Duncan, Bozenna Pasik-Duncan
Challenging the Digital Divide: Factors Affecting the Availability, Adoption, and Acceptance of Future Technology in Elderly User Communities. Computer 55 (7) (2022)
Iven Mareels, Shally Gupta, Huazhen Fang, Ramneek Kaira, Bozenna Pasik-Duncan, Ralamatha Marimuthu, Tanishi Naik
Universal access to technology. ISTAS (2021)
Julian Barreiro-Gomez, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine
Semiexplicit Solutions to Some Nonlinear Nonquadratic Mean-Field-Type Games: A Direct Method. IEEE Trans. Autom. Control. 65 (6) (2020)
Tyrone E. Duncan, Bozenna Pasik-Duncan
A Scalar Linear-Quadratic Two Player Stochastic Differential Game with a Rosenblatt Process Noise. CDC (2020)
Julian Barreiro-Gomez, Boualem Djehiche, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine
Fractional Mean-Field-Type Games under Non-Quadratic Costs: A Direct Method. CDC (2019)
Petr Coupek, Tyrone E. Duncan, Bohdan Maslowski, Bozenna Pasik-Duncan
An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process. CDC (2018)
Julian Barreiro-Gomez, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine
Semi-Explicit Solutions to some Non-Linear Non-Quadratic Mean-Field-Type Games: A Direct Method. CoRR (2018)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Solvable stochastic differential games in rank one compact symmetric spaces. Int. J. Control 91 (11) (2018)
Karen A. Panetta, R. Joe Stanley, Salvatore Campione, David L. Soldan, Shi Bu, David Michael Ritter, Matthew W. Ohland, Nafeesa Mazhar, Walter W. Buchanan, Scottie Austin Wilson, Tushar Sharma, Bozenna Pasik-Duncan, Moshe Kam, George A. Bekey
2016 IEEE Educational Activities Board Awards. IEEE Trans. Educ. 60 (1) (2017)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Some stochastic differential games with state dependent noise. CDC (2015)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Some solvable stochastic differential games in $SU(3)$. Commun. Inf. Syst. 15 (4) (2015)
Tyrone E. Duncan, Jacek Jakubowski, Bozenna Pasik-Duncan
Stochastic volatility models with volatility driven by fractional Brownian motions. Commun. Inf. Syst. 15 (1) (2015)
Cody E. Clifton, Bozenna Pasik-Duncan
Parameter Estimation in a Stochastic System Model for PageRank. SIAM Conf. on Control and its Applications (2015)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Linear-quadratic control with general noise processes. CDC (2014)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Discrete Time Linear Quadratic Control With Arbitrary Correlated Noise. IEEE Trans. Autom. Control. 58 (5) (2013)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Linear-Quadratic Fractional Gaussian Control. SIAM J. Control. Optim. 51 (6) (2013)
Tyrone E. Duncan, Bozenna Pasik-Duncan
A solvable stochastic differential game in the two-sphere. CDC (2013)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Ergodic problems for linear exponential quadratic Gaussian control and linear quadratic stochastic differential games. CDC (2013)
Tyrone E. Duncan, Bozenna Pasik-Duncan
A stochastic control problem in the two-sphere. CCA (2012)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Some Models of Control with Fractional Brownian Motions. ACE (2012)
Tyrone E. Duncan, B. Maslowski, Bozenna Pasik-Duncan
Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions. SIAM J. Control. Optim. 50 (1) (2012)
Tyrone E. Duncan, Bozenna Pasik-Duncan
A direct method for solving stochastic control problems. Commun. Inf. Syst. 12 (1) (2012)
Tyrone E. Duncan, B. Maslowski, Bozenna Pasik-Duncan
Control of some linear stochastic systems in a Hilbert space with fractional Brownian motions. MMAR (2011)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Control of some partially observed linear stochastic systems with fractional Brownian motions. CDC/ECC (2011)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Stochastic linear-quadratic control for systems with a fractional Brownian motion. CDC (2010)
Tyrone E. Duncan, B. Maslowski, Bozenna Pasik-Duncan
Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion. SIAM J. Math. Anal. 40 (6) (2009)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Control of some linear stochastic systems with a fractional Brownian motion. CDC (2009)
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
Growth optimal portfolio under proportional transaction costs with obligatory diversification. CDC (2008)
Bozenna Pasik-Duncan, Tyrone E. Duncan, Petr Mandl
A linear control system model for risk reserves. ACC (2008)
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
Parameter continuity of the ergodic cost for a growth optimal portfolio with proportional transaction costs. CDC (2008)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Estimation and mutual information. CDC (2007)
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
Remarks on risk sensitive adaptive control of Markov processes. CDC (2006)
Tyrone E. Duncan, Bohdan Maslowski, Bozenna Pasik-Duncan
Some Solutions of Semilinear Stochastic Equations in a Hilbert Space With a Fractional Brownian Motion. CDC (2006)
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
Ergodic and adaptive control of hidden Markov models. Math. Methods Oper. Res. 62 (2) (2005)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Sampling and Parameter Estimation for a Second Order Linear System with a Fractional Brownian Motion. CDC/ECC (2005)
Bozenna Pasik-Duncan, Robert Elliott, Mark Davis
Guest Editorial Special Issue on Stochastic Control Methods in Financial Engineering. IEEE Trans. Autom. Control. 49 (3) (2004)
Shane M. Haas, Mark G. Frei, Ivan Osorio, Bozenna Pasik-Duncan, Jeff Radel
EEG ocular artifact removal through ARMAX model system identification using extended least squares. Commun. Inf. Syst. 3 (1) (2003)
Bozenna Pasik-Duncan, Tyrone E. Duncan
Research experiences at all levels: from K-12 through Ph.D. and beyond. CDC (2003)
Bozenna Pasik-Duncan, Tyrone E. Duncan
KU stochastic adaptive control undergraduate success stories. ACC (2002)
Bozenna Pasik-Duncan
approach: Jie Chen and Guoxiang Gu; Wiley, New York, 2000, ISBN 0471-32048-X. Autom. 38 (10) (2002)
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
Some results on ergodic and adaptive control of hidden Markov models. CDC (2002)
Bozenna Pasik-Duncan, Dominique Duncan
Undergraduate's partnership with K-12. ACC (2002)
Tyrone E. Duncan, Bohdan Maslowski, Bozenna Pasik-Duncan
Some properties of linear stochastic distributed parameter systems with fractional Brownian motion. CDC (2001)
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
Average cost per unit time control of stochastic manufacturing systems: Revisited. Math. Methods Oper. Res. 54 (2) (2001)
Bozenna Pasik-Duncan, Tyrone E. Duncan
Stochastic controls: Hamiltonian systems and HJB equations [Book Reviews]. IEEE Trans. Autom. Control. 46 (11) (2001)
Tyrone E. Duncan, B. Maslowski, Bozenna Pasik-Duncan
Adaptive Control for Semilinear Stochastic Systems. SIAM J. Control. Optim. 38 (6) (2000)
Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan
Stochastic calculus for fractional Brownian motion. I. Theory. CDC (2000)
Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan
Stochastic Calculus for Fractional Brownian Motion I. Theory. SIAM J. Control. Optim. 38 (2) (2000)
Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan
A note on sampling and parameter estimation in linear stochastic systems. IEEE Trans. Autom. Control. 44 (11) (1999)
Tyrone E. Duncan, Lei Guo, Bozenna Pasik-Duncan
Adaptive continuous-time linear quadratic Gaussian control. IEEE Trans. Autom. Control. 44 (9) (1999)
Han-Fu Chen, Tyrone E. Duncan, Bozenna Pasik-Duncan
A Kiefer-Wolfowitz algorithm with randomized differences. IEEE Trans. Autom. Control. 44 (3) (1999)
Tyrone E. Duncan, Bozenna Pasik-Duncan, Qing Zhang
Adaptive control of stochastic manufacturing systems with hidden Markovian demands and small noise. IEEE Trans. Autom. Control. 44 (2) (1999)
Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan
Numerical differentiation and parameter estimation in higher-order linear stochastic systems. IEEE Trans. Autom. Control. 41 (4) (1996)
Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan
Control theory methods for consistency in some least squares identification problems. IEEE Trans. Autom. Control. 38 (8) (1993)
Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan
On least squares estimation in continuous time linear stochastic systems. Kybernetika 28 (3) (1992)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Adaptive control of continuous-time linear stochastic systems. Math. Control. Signals Syst. 3 (1) (1990)
Tyrone E. Duncan, Petr Mandl, Bozenna Pasik-Duncan
On exponentially discounted adaptive control. Kybernetika 26 (5) (1990)
Petr Mandl, Tyrone E. Duncan, Bozenna Pasik-Duncan
On the consistency of a least squares identification procedure. Kybernetika 24 (5) (1988)