Tyrone E. Duncan

Publication Activity (10 Years)

Years Active: 1968-2020
Publications (10 Years): 17

Top Topics

Correlated Noise

Linear Quadratic

Imperfect Information

Optimal Control

Top Venues

IEEE Trans. Autom. Control.

Commun. Inf. Syst.

Publications

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)
Noureddine Toumi, Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
Berge equilibrium in linear-quadratic mean-field-type games. J. Frankl. Inst. 357 (15) (2020)
Jun Moon, Tyrone E. Duncan
A Simple Proof of Indefinite Linear-Quadratic Stochastic Optimal Control With Random Coefficients. IEEE Trans. Autom. Control. 65 (12) (2020)
Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
Discrete-time linear-quadratic mean-field-type repeated games: Perfect, incomplete, and imperfect information. Autom. 112 (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, Tyrone E. Duncan, Hamidou Tembine
Co-Opetitive Linear-Quadratic Mean-Field-Type Games. IEEE Trans. Cybern. 50 (12) (2020)
Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
Linear-Quadratic Mean-Field-Type Games: Jump-Diffusion Process With Regime Switching. IEEE Trans. Autom. Control. 64 (10) (2019)
J. Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
Linear-Quadratic Mean-Field-Type Games-Based Stochastic Model Predictive Control: A Microgrid Energy Storage Application. ACC (2019)
Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
Matrix-Valued Mean-Field-Type Games: Risk-Sensitive, Adversarial, and Risk-Neutral Linear-Quadratic Case. CoRR (2019)
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)
Julian Barreiro-Gomez, Tyrone E. Duncan, Hamidou Tembine
Linear-Quadratic Mean-Field-Type Games With Multiple Input Constraints. IEEE Control. Syst. Lett. 3 (3) (2019)
Jun Moon, Tyrone E. Duncan, Tamer Basar
Risk-Sensitive Zero-Sum Differential Games. IEEE Trans. Autom. Control. 64 (4) (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, Hamidou Tembine
Linear-Quadratic Mean-Field-Type Games: A Direct Method. Games 9 (1) (2018)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Solvable stochastic differential games in rank one compact symmetric spaces. Int. J. Control 91 (11) (2018)
Tyrone E. Duncan
Linear Exponential Quadratic Stochastic Differential Games. IEEE Trans. Autom. Control. 61 (9) (2016)
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)
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
Linear-Exponential-Quadratic Gaussian Control. IEEE Trans. Autom. Control. 58 (11) (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)
Zsolt Talata, Tyrone E. Duncan
BIC Context Tree Estimation for Stationary Ergodic Processes. IEEE Trans. Inf. Theory 57 (6) (2011)
Tyrone E. Duncan
Mutual information for stochastic signals and Lévy processes. IEEE Trans. Inf. Theory 56 (1) (2010)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Stochastic linear-quadratic control for systems with a fractional Brownian motion. CDC (2010)
Zsolt Talata, Tyrone E. Duncan
Unrestricted BIC context tree estimation for not necessarily finite memory processes. ISIT (2009)
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
Some topics in fractional Brownian motion. Risk Decis. Anal. 1 (3) (2009)
Tyrone E. Duncan, Bozenna Pasik-Duncan
Control of some linear stochastic systems with a fractional Brownian motion. CDC (2009)
Tyrone E. Duncan
Mutual Information for Stochastic Signals and Fractional Brownian Motion. IEEE Trans. Inf. Theory 54 (10) (2008)
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)
Yasong Jin, Soshant Bali, Tyrone E. Duncan, Victor S. Frost
Predicting properties of congestion events for a queueing system with fBm traffic. IEEE/ACM Trans. Netw. 15 (5) (2007)
Tyrone E. Duncan
Some Stochastic Systems with a Fractional Brownian Motion and Applications to Control. ACC (2007)
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)
Soshant Bali, Yasong Jin, Victor S. Frost, Tyrone E. Duncan
Characterizing user-perceived impairment events using end-to-end measurements. Int. J. Commun. Syst. 18 (10) (2005)
Tyrone E. Duncan
Some Martingales from a Fractional Brownian Motion and Applications. CDC/ECC (2005)
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)
Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner
Some results on ergodic and adaptive control of hidden Markov models. CDC (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
Some Approaches to Ergodic and Adaptive Control of Stochastic Semilinear Systems. Control of Distributed Parameter and Stochastic Systems (1998)
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, Bozzena Pasik-Duncan
On statistical sampling for system testing. IEEE Trans. Autom. Control. 39 (1) (1994)
Tyrone E. Duncan
Numerical Methods for Stochastic Control Problems in Continuous Time (Harold J. Kushner and Paul G. Dupuis). SIAM Rev. 36 (4) (1994)
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)
Tyrone E. Duncan
Some Filtering Results in Riemann Manifolds Inf. Control. 35 (3) (1977)
Tyrone E. Duncan
Mutual Information for Stochastic Differential Equations Inf. Control. 19 (3) (1971)
Tyrone E. Duncan
Likelihood Functions for Stochastic Signals in White Noise Inf. Control. 16 (4) (1970)
Tyrone E. Duncan
Evaluation of Likelihood Functions Inf. Control. 13 (1) (1968)