Steven I. Marcus

ORCID

Publication Activity (10 Years)

Years Active: 1978-2023
Publications (10 Years): 27

Top Venues

CoRR

IEEE Trans. Autom. Control.

CDC

WSC

Massachusetts Institute of Technology, Cambridge, MA, USA (PHD)

Education History

Massachusetts Institute of Technology, Cambridge, MA, USA

PHD

Publications

Xingyu Ren, Michael C. Fu, Steven I. Marcus
Sensitivity Analysis for Stopping Criteria with Application to Organ Transplantations. WSC (2023)
Xingyu Ren, Michael C. Fu, Steven I. Marcus
Stochastic control for organ donations: A review. Syst. Control. Lett. 173 (2023)
Bhaskar Ramasubramanian, M. A. Rajan, M. Girish Chandra, Rance Cleaveland, Steven I. Marcus
Resilience to denial-of-service and integrity attacks: A structured systems approach. Eur. J. Control 63 (2022)
Xingyu Ren, Michael C. Fu, Steven I. Marcus
Optimal Acceptance of Incompatible Kidneys. CoRR (2022)
Bhaskar Ramasubramanian, M. A. Rajan, M. Girish Chandra, Rance Cleaveland, Steven I. Marcus
Resilience to Denial-of-Service and Integrity Attacks: A Structured Systems Approach. CoRR (2021)
Peng Wan, Michael C. Fu, Steven I. Marcus
Sensitivity Analysis and Time-Cost Tradeoffs in Stochastic Activity Networks. WSC (2021)
Sina Miran, Alessandro Presacco, Jonathan Z. Simon, Michael C. Fu, Steven I. Marcus, Behtash Babadi
Dynamic estimation of auditory temporal response functions via state-space models with Gaussian mixture process noise. PLoS Comput. Biol. 16 (8) (2020)
Prashanth L. A., Shalabh Bhatnagar, Nirav Bhavsar, Michael C. Fu, Steven I. Marcus
Random Directions Stochastic Approximation With Deterministic Perturbations. IEEE Trans. Autom. Control. 65 (6) (2020)
Bhaskar Ramasubramanian, Rance Cleaveland, Steven I. Marcus
Notions of Centralized and Decentralized Opacity in Linear Systems. IEEE Trans. Autom. Control. 65 (4) (2020)
Sina Miran, Jonathan Z. Simon, Michael C. Fu, Steven I. Marcus, Behtash Babadi
Estimation of State-Space Models with Gaussian Mixture Process Noise. DSW (2019)
Bhaskar Ramasubramanian, Rance Cleaveland, Steven I. Marcus
Notions of Centralized and Decentralized Opacity in Linear Systems. CoRR (2019)
James Ferlez, Rance Cleaveland, Steven I. Marcus
Bisimulation in Behavioral Dynamical Systems and Generalized Synchronization Trees. CDC (2018)
Cheng Jie, Prashanth L. A., Michael C. Fu, Steven I. Marcus, Csaba Szepesvári
Stochastic Optimization in a Cumulative Prospect Theory Framework. IEEE Trans. Autom. Control. 63 (9) (2018)
Kun Lin, Cheng Jie, Steven I. Marcus
Probabilistically distorted risk-sensitive infinite-horizon dynamic programming. Autom. 97 (2018)
Prashanth L. A., Shalabh Bhatnagar, Nirav Bhavsar, Michael C. Fu, Steven I. Marcus
Random directions stochastic approximation with deterministic perturbations. CoRR (2018)
Aditya Gopalan, Prashanth L. A., Michael C. Fu, Steven I. Marcus
Weighted Bandits or: How Bandits Learn Distorted Values That Are Not Expected. AAAI (2017)
James Ferlez, Rance Cleaveland, Steven I. Marcus
Bisimulation and Hennessy-Milner Logic for Generalized Synchronization Trees. EXPRESS/SOS (2017)
Prashanth L. A., Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus
Adaptive System Optimization Using Random Directions Stochastic Approximation. IEEE Trans. Autom. Control. 62 (5) (2017)
Bhaskar Ramasubramanian, Rance Cleaveland, Steven I. Marcus
Opacity for switched linear systems: Notions and characterization. CDC (2017)
Prashanth L. A., Cheng Jie, Michael C. Fu, Steven I. Marcus, Csaba Szepesvári
Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control. ICML (2016)
Bhaskar Ramasubramanian, Rance Cleaveland, Steven I. Marcus
A framework for opacity in linear systems. ACC (2016)
Bhaskar Ramasubramanian, Rance Cleaveland, Steven I. Marcus
A framework for decentralized opacity in linear systems. Allerton (2016)
Yufeng Xin, Mark A. Shayman, Richard J. La, Steven I. Marcus
Reconfiguration of survivable IP over WDM networks. Opt. Switch. Netw. 21 (2016)
Aditya Gopalan, Prashanth L. A., Michael C. Fu, Steven I. Marcus
Weighted bandits or: How bandits learn distorted values that are not expected. CoRR (2016)
Kun Lin, Steven I. Marcus
Cumulative weighting optimization. J. Glob. Optim. 65 (3) (2016)
Prashanth L. A., Cheng Jie, Michael C. Fu, Steven I. Marcus
Cumulative Prospect Theory Meets Reinforcement Learning: Estimation and Control. CoRR (2015)
Keiichiro Urayama, Michael C. Fu, Steven I. Marcus
Simulation-based work load and job release control for semiconductor manufacturing. CDC (2015)
Enlu Zhou, Michael C. Fu, Steven I. Marcus
Particle Filtering Framework for a Class of Randomized Optimization Algorithms. IEEE Trans. Autom. Control. 59 (4) (2014)
James Ferlez, Rance Cleaveland, Steven I. Marcus
Generalized Synchronization Trees. FoSSaCS (2014)
Kun Lin, Steven I. Marcus
Dynamic programming with non-convex risk-sensitive measures. ACC (2013)
Kin Lin, Steven I. Marcus
Cumulative weighting optimization: The discrete case. WSC (2013)
Yongqiang Wang, Michael C. Fu, Steven I. Marcus
A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives. Oper. Res. 60 (2) (2012)
Jiaqiao Hu, Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus
Dynamic sample budget allocation in model-based optimization. J. Glob. Optim. 50 (4) (2011)
Yongqiang Wang, Michael C. Fu, Steven I. Marcus
Model-based Evolutionary Optimization. WSC (2010)
Enlu Zhou, Michael C. Fu, Steven I. Marcus
Solving Continuous-State POMDPs via Density Projection. IEEE Trans. Autom. Control. 55 (5) (2010)
Hyeong Soo Chang, Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games. IEEE Trans. Autom. Control. 55 (2) (2010)
Yongqiang Wang, Michael C. Fu, Steven I. Marcus
Dynamic pricing with continuous stochastic demand. CDC (2009)
Yongqiang Wang, Michael C. Fu, Steven I. Marcus
A new stochastic gradient estimator for American option pricing. ECC (2009)
Enlu Zhou, Lin Kun, Michael C. Fu, Steven I. Marcus
A Numerical Method for Financial Decision Problems under Stochastic Volatility. WSC (2009)
Yongqiang Wang, Michael C. Fu, Steven I. Marcus
Sensitivity Analysis for Barrier Options. WSC (2009)
Enlu Zhou, Michael C. Fu, Steven I. Marcus
A particle filtering framework for randomized optimization algorithms. WSC (2008)
Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
A Model Reference Adaptive Search Method for Stochastic Global Optimization. Commun. Inf. Syst. 8 (3) (2008)
Hong-Gi Lee, Ari Arapostathis, Steven I. Marcus
Necessary and Sufficient Conditions for State Equivalence to a Nonlinear Discrete-Time Observer Canonical Form. IEEE Trans. Autom. Control. 53 (11) (2008)
Enlu Zhou, Michael C. Fu, Steven I. Marcus
A density projection approach to dimension reduction for continuous-state POMDPs. CDC (2008)
Anuj Rawat, Mark A. Shayman, Richard J. La, Steven I. Marcus
Minimum wavelength assignment for multicast traffic in all-optical WDM tree networks. BROADNETS (2008)
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
A survey of some simulation-based algorithms for Markov decision processes. Commun. Inf. Syst. 7 (1) (2007)
Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
A Model Reference Adaptive Search Method for Global Optimization. Oper. Res. 55 (3) (2007)
Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
A model reference adaptive search method for stochastic optimization with applications to Markov decision processes. CDC (2007)
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming. IEEE Trans. Autom. Control. 52 (1) (2007)
Jiaqiao Hu, Michael C. Fu, Vahid Reza Ramezani, Steven I. Marcus
An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes. INFORMS J. Comput. 19 (2) (2007)
Anuj Rawat, Richard J. La, Steven I. Marcus, Mark A. Shayman
Grooming multicast traffic in unidirectional SONET/WDM rings. IEEE J. Sel. Areas Commun. 25 (S-6) (2007)
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
Recursive Learning Automata Approach to Markov Decision Processes. IEEE Trans. Autom. Control. 52 (7) (2007)
Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus
Adversarial multi-armed bandit approach to two-person zero-sum Markov games. CDC (2007)
Yufeng Xin, Mark A. Shayman, Richard J. La, Steven I. Marcus
Reconfiguration of Survivable MPLS/WDM Networks. GLOBECOM (2006)
Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus
Adversarial Multi-Armed Bandit Approach to Stochastic Optimization. CDC (2006)
Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim, Huiju Zhang
Pricing American-Style Derivatives with European Call Options. Manag. Sci. 52 (1) (2006)
Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus
Recursive Learning Automata for Control of Partially Observable Markov Decision Processes. CDC/ECC (2005)
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
An Adaptive Sampling Algorithm for Solving Markov Decision Processes. Oper. Res. 53 (1) (2005)
Hyeong Soo Chang, Hong-Gi Lee, Michael C. Fu, Steven I. Marcus
Evolutionary policy iteration for solving Markov decision processes. IEEE Trans. Autom. Control. 50 (11) (2005)
Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
Stochastic optimization using model reference adaptive search. WSC (2005)
Ying He, Michael C. Fu, Steven I. Marcus
A Two-Timescale Simulation-Based Gradient Algorithm for Weighted Cost Markov Decision Processes. CDC/ECC (2005)
Vahid Reza Ramezani, Steven I. Marcus
Risk-sensitive probability for Markov chains. Syst. Control. Lett. 54 (5) (2005)
Vahid Reza Ramezani, Steven I. Marcus, Michael C. Fu
Structured risk-sensitivity for partially observed Markov chains. CDC (2004)
Vahid Reza Ramezani, Steven I. Marcus, Michael C. Fu
Risk and Information in the Estimation of Hidden Markov Models. WSC (2004)
Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus
An asymptotically efficient algorithm for finite horizon stochastic dynamic programming problems. CDC (2003)
Hyeong Soo Chang, Pedram Jaefari Fard, Steven I. Marcus, Mark A. Shayman
Multitime scale Markov decision processes. IEEE Trans. Autom. Control. 48 (6) (2003)
Hyeong Soo Chang, Steven I. Marcus
Two-person zero-sum Markov games: receding horizon approach. IEEE Trans. Autom. Control. 48 (11) (2003)
Ying He, Michael C. Fu, Steven I. Marcus
Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization. IEEE Trans. Autom. Control. 48 (8) (2003)
Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus, I-Jeng Wang
Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences. ACM Trans. Model. Comput. Simul. 13 (2) (2003)
Hong-Gi Lee, Ari Arapostathis, Steven I. Marcus
Linearization of discrete-time systems via restricted dynamic feedback. IEEE Trans. Autom. Control. 48 (9) (2003)
Hong-Gi Lee, Ari Arapostathis, Steven I. Marcus
An algorithm for linearization of discrete-time systems via restricted dynamic feedback. CDC (2003)
Xi-Ren Cao, Zhiyuan Ren, Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus
A time aggregation approach to Markov decision processes. Autom. 38 (6) (2002)
Hyeong Soo Chang, Pedram Jaefari Fard, Steven I. Marcus, Mark A. Shayman
A model for multi-time scaled sequential decision making processes. CDC (2002)
Vahid Reza Ramezani, Steven I. Marcus
Estimation of hidden markov models: risk-sensitive filter banks and qualitative analysis of their sample paths. IEEE Trans. Autom. Control. 47 (12) (2002)
Javad Razavilar, K. J. Ray Liu, Steven I. Marcus
Jointly optimized bit-rate/delay control policy for wireless packet networks with fading channels. IEEE Trans. Commun. 50 (3) (2002)
Hyeong Soo Chang, Steven I. Marcus
Receding horizon approach to Markov games for infinite horizon discounted cost. CDC (2002)
Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim
A new approach to pricing American-style derivatives. WSC (2001)
Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus, Pedram Jaefari Fard
Optimal structured feedback policies for ABR flow control using two-timescale SPSA. IEEE/ACM Trans. Netw. 9 (4) (2001)
Stefano P. Coraluppi, Steven I. Marcus
Mixed risk-neutral/minimax control of discrete-time, finite-state Markov decision processes. IEEE Trans. Autom. Control. 45 (3) (2000)
Michael C. Fu, Steven I. Marcus, I-Jeng Wang
Monotone Optimal Policies for a Transient Queueing Staffing Problem. Oper. Res. 48 (2) (2000)
Daniel Hernández-Hernández, Steven I. Marcus, Pedram Jaefari Fard
Analysis of a risk-sensitive control problem for hidden Markov chains. IEEE Trans. Autom. Control. 44 (5) (1999)
Stefano P. Coraluppi, Steven I. Marcus
Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes. Autom. 35 (2) (1999)
Vijay Kumar Garg, Ratnesh Kumar, Steven I. Marcus
A probabilistic language formalism for stochastic discrete-event systems. IEEE Trans. Autom. Control. 44 (2) (1999)
Ratnesh Kumar, Hok M. Cheung, Steven I. Marcus
Extension based Limited Lookahead Supervision of Discrete Event Systems. Autom. 34 (11) (1998)
Emmanuel Fernández-Gaucherand, Steven I. Marcus
Risk-sensitive optimal control of hidden Markov models: structural results. IEEE Trans. Autom. Control. 42 (10) (1997)
Ratnesh Kumar, Sudhir Nelvagal, Steven I. Marcus
A Discrete Event Systems Approach for Protocol Conversion. Discret. Event Dyn. Syst. 7 (3) (1997)
Ratnesh Kumar, Vijay K. Garg, Steven I. Marcus
Corrections to "Finite buffer realization of input-output discrete event systems". IEEE Trans. Autom. Control. 41 (4) (1996)
Ratnesh Kumar, Vijay K. Garg, Steven I. Marcus
Finite buffer realization of input-output discrete-event systems. IEEE Trans. Autom. Control. 40 (6) (1995)
Mohendro Kumar Ghosh, Ari Arapostathis, Steven I. Marcus
A note on an LQG regulator with Markovian switching and pathwise average cost. IEEE Trans. Autom. Control. 40 (11) (1995)
Mrinal K. Ghosh, Steven I. Marcus, Aristotle Arapostathis
Controlled Switching Diffusions as Hybrid Processes. Hybrid Systems (1995)
Emmanuel Fernández-Gaucherand, Mrinal K. Ghosh, Steven I. Marcus
Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria. Math. Methods Oper. Res. 39 (2) (1994)
Ratnesh Kumar, Vijay K. Garg, Steven I. Marcus
Predicates and predicate transformers for supervisory control of discrete event dynamical systems. IEEE Trans. Autom. Control. 38 (2) (1993)
Emmanuel Fernández-Gaucherand, Aristotle Arapostathis, Steven I. Marcus
Analysis of an adaptive control scheme for a partially observed controlled Markov chain. IEEE Trans. Autom. Control. 38 (6) (1993)
Mrinal K. Ghosh, Steven I. Marcus
On strong average optimality of markov decision processes with unbounded costs. Oper. Res. Lett. 11 (2) (1992)
Enrique L. Sernik, Steven I. Marcus
On the computation of the optimal cost function for discrete time Markov models with partial observations. Ann. Oper. Res. 29 (1) (1991)
Ian D. Walker, Robert A. Freeman, Steven I. Marcus
Analysis of Motion and Internal Loading of Objects Grasped by Multiple Cooperating Manipulators. Int. J. Robotics Res. 10 (4) (1991)
Emmanuel Fernández-Gaucherand, Aristotle Arapostathis, Steven I. Marcus
On the average cost optimality equation and the structure of optimal policies for partially observable Markov decision processes. Ann. Oper. Res. 29 (1) (1991)
Aristotle Arapostathis, Steven I. Marcus
Analysis of an identification algorithm arising in the adaptive estimation of Markov chains. Math. Control. Signals Syst. 3 (1) (1990)
Ian D. Walker, Robert A. Freeman, Steven I. Marcus
Internal object loading for multiple cooperating robot manipulators. ICRA (1989)
Ian D. Walker, Steven I. Marcus, Robert A. Freeman
Distribution of dynamic loads for multiple cooperating robot manipulators. J. Field Robotics 6 (1) (1989)

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Publication Activity (10 Years)

Top Topics

Top Venues

Steven I. Marcus