- CSB - MetaPress - Google - Bing - Yahoo
 | 2012 | |
|---|---|---|
| j28 |      | Yongqiang Wang, Michael C. Fu, Steven I. Marcus: A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives. Operations Research 60(2): 447-460 (2012) |
| 2011 | ||
| j27 | | Jiaqiao Hu, Hyeong Soo Chang, Michael C. Fu, Steven I. Marcus: Dynamic sample budget allocation in model-based optimization. J. Global Optimization 50(4): 575-596 (2011) |
| 2010 | ||
| j26 | | 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. Automat. Contr. 55(2): 463-468 (2010) |
| j25 | | Enlu Zhou, Michael C. Fu, Steven I. Marcus: Solving Continuous-State POMDPs via Density Projection. IEEE Trans. Automat. Contr. 55(5): 1101-1116 (2010) |
| c10 | | Yongqiang Wang, Michael C. Fu, Steven I. Marcus: Model-based Evolutionary Optimization. Winter Simulation Conference 2010: 1199-1210 |
| 2009 | ||
| c9 | | Yongqiang Wang, Michael C. Fu, Steven I. Marcus: Sensitivity Analysis for Barrier Options. Winter Simulation Conference 2009: 1272-1282 |
| c8 | | Enlu Zhou, Lin Kun, Michael C. Fu, Steven I. Marcus: A Numerical Method for Financial Decision Problems under Stochastic Volatility. Winter Simulation Conference 2009: 1299-1310 |
| 2008 | ||
| j24 | | 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. Automat. Contr. 53(11): 2701-2707 (2008) |
| c7 | | Enlu Zhou, Michael C. Fu, Steven I. Marcus: A density projection approach to dimension reduction for continuous-state POMDPs. CDC 2008: 5576-5581 |
| c6 | | Enlu Zhou, Michael C. Fu, Steven I. Marcus: A particle filtering framework for randomized optimization algorithms. Winter Simulation Conference 2008: 647-654 |
| 2007 | ||
| j23 | | Jiaqiao Hu, Michael C. Fu, Vahid Reza Ramezani, Steven I. Marcus: An Evolutionary Random Policy Search Algorithm for Solving Markov Decision Processes. INFORMS Journal on Computing 19(2): 161-174 (2007) |
| j22 | | Jiaqiao Hu, Michael C. Fu, Steven I. Marcus: A Model Reference Adaptive Search Method for Global Optimization. Operations Research 55(3): 549-568 (2007) |
| j21 | | Anuj Rawat, Richard J. La, Steven I. Marcus, Mark A. Shayman: Grooming multicast traffic in unidirectional SONET/WDM rings. IEEE Journal on Selected Areas in Communications 25(S-6): 70-83 (2007) |
| j20 | | 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. Automat. Contr. 52(1): 89-94 (2007) |
| j19 | | Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus: Recursive Learning Automata Approach to Markov Decision Processes. IEEE Trans. Automat. Contr. 52(7): 1349-1355 (2007) |
| 2006 | ||
| j18 | | Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim, Huiju Zhang: Pricing American-Style Derivatives with European Call Options. Management Science 52(1): 95-110 (2006) |
| c5 | | Yufeng Xin, Mark A. Shayman, Richard J. La, Steven I. Marcus: Reconfiguration of Survivable MPLS/WDM Networks. GLOBECOM 2006 |
| 2005 | ||
| j17 | | Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus: An Adaptive Sampling Algorithm for Solving Markov Decision Processes. Operations Research 53(1): 126-139 (2005) |
| j16 | | Vahid Reza Ramezani, Steven I. Marcus: Risk-sensitive probability for Markov chains. Systems & Control Letters 54(5): 493-502 (2005) |
| j15 | | Hyeong Soo Chang, Hong-Gi Lee, Michael C. Fu, Steven I. Marcus: Evolutionary policy iteration for solving Markov decision processes. IEEE Trans. Automat. Contr. 50(11): 1804-1808 (2005) |
| c4 | | Jiaqiao Hu, Michael C. Fu, Steven I. Marcus: Stochastic optimization using model reference adaptive search. Winter Simulation Conference 2005: 811-818 |
| 2004 | ||
| c3 | | Vahid Reza Ramezani, Steven I. Marcus, Michael C. Fu: Risk and Information in the Estimation of Hidden Markov Models. Winter Simulation Conference 2004: 1596- |
| 2003 | ||
| j14 | | Hyeong Soo Chang, Pedram Jaefari Fard, Steven I. Marcus, Mark A. Shayman: Multitime scale Markov decision processes. IEEE Trans. Automat. Contr. 48(6): 976-987 (2003) |
| j13 | | Ying He, Michael C. Fu, Steven I. Marcus: Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization. IEEE Trans. Automat. Contr. 48(8): 1459-1463 (2003) |
| j12 | | Hong-Gi Lee, Ari Arapostathis, Steven I. Marcus: Linearization of discrete-time systems via restricted dynamic feedback. IEEE Trans. Automat. Contr. 48(9): 1646-1650 (2003) |
| j11 | | Hyeong Soo Chang, Steven I. Marcus: Two-person zero-sum Markov games: receding horizon approach. IEEE Trans. Automat. Contr. 48(11): 1951-1961 (2003) |
| j10 | | 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): 180-209 (2003) |
| 2002 | ||
| j9 | | Xi-Ren Cao, Zhiyuan Ren, Shalabh Bhatnagar, Michael C. Fu, Steven I. Marcus: A time aggregation approach to Markov decision processes. Automatica 38(6): 929-943 (2002) |
| j8 | | Vahid Reza Ramezani, Steven I. Marcus: Estimation of hidden markov models: risk-sensitive filter banks and qualitative analysis of their sample paths. IEEE Trans. Automat. Contr. 47(12): 1999-2009 (2002) |
| j7 | | Javad Razavilar, K. J. Ray Liu, Steven I. Marcus: Jointly optimized bit-rate/delay control policy for wireless packet networks with fading channels. IEEE Transactions on Communications 50(3): 484-494 (2002) |
| 2001 | ||
| j6 | | 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): 479-491 (2001) |
| c2 | | Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim: A new approach to pricing American-style derivatives. Winter Simulation Conference 2001: 329-337 |
| 1999 | ||
| j5 | | Stefano P. Coraluppi, Steven I. Marcus: Risk-sensitive and minimax control of discrete-time, finite-state Markov decision processes. Automatica 35(2): 301-309 (1999) |
| 1998 | ||
| j4 | | Ratnesh Kumar, Hok M. Cheung, Steven I. Marcus: Extension based Limited Lookahead Supervision of Discrete Event Systems. Automatica 34(11): 1327-1344 (1998) |
| 1997 | ||
| j3 | | Ratnesh Kumar, Sudhir Nelvagal, Steven I. Marcus: A Discrete Event Systems Approach for Protocol Conversion. Discrete Event Dynamic Systems 7(3): 295-315 (1997) |
| 1995 | ||
| c1 | | Mrinal K. Ghosh, Steven I. Marcus, Aristotle Arapostathis: Controlled Switching Diffusions as Hybrid Processes. Hybrid Systems 1995: 64-75 |
| 1994 | ||
| j2 | | Emmanuel Fernández-Gaucherand, Mrinal K. Ghosh, Steven I. Marcus: Controlled Markov processes on the infinite planning horizon: Weighted and overtaking cost criteria. Math. Meth. of OR 39(2): 131-155 (1994) |
| 1989 | ||
| j1 | | Hangju Cho, Steven I. Marcus: Supremal and Maximal Sublanguages Arising in Supervisor Synthesis Problems with Partial Observations. Mathematical Systems Theory 22(3): 177-211 (1989) |
Colors in the list of coauthors
Last update Tue May 21 11:26:21 2013 CET by the DBLP Team —
Data released under the ODC-BY 1.0 license — See also our legal information page