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Disambiguation of "Duncan, Tyrone E."

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On least squares estimation in continuous time linear stochastic systems.

, , and . Kybernetika, 28 (3): 169-180 (1992)

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Tyrone Hill

Hazel Duncan

Duncan MacVicar

Duncan Reid

Duncan Large

 

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Linear-Quadratic Mean-Field-Type Games: Jump-Diffusion Process With Regime Switching., , and . IEEE Trans. Automat. Contr., 64 (10): 4329-4336 (2019)Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion., , and . SIAM J. Math. Anal., 40 (6): 2286-2315 (2009)Stochastic volatility models with volatility driven by fractional Brownian motions., , and . Commun. Inf. Syst., 15 (1): 47-55 (2015)Adaptive control of continuous-time linear stochastic systems., and . Math. Control. Signals Syst., 3 (1): 45-60 (1990)Numerical Methods for Stochastic Control Problems in Continuous Time (Harold J. Kushner and Paul G. Dupuis).. SIAM Rev., 36 (4): 668-669 (1994)On least squares estimation in continuous time linear stochastic systems., , and . Kybernetika, 28 (3): 169-180 (1992)Stochastic controls: Hamiltonian systems and HJB equations Book Reviews., and . IEEE Trans. Automat. Contr., 46 (11): 1846 (2001)Linear-Quadratic Fractional Gaussian Control., and . SIAM J. Control and Optimization, 51 (6): 4504-4519 (2013)A note on sampling and parameter estimation in linear stochastic systems., , and . IEEE Trans. Automat. Contr., 44 (11): 2120-2125 (1999)Discrete-time linear-quadratic mean-field-type repeated games: Perfect, incomplete, and imperfect information., , and . Autom., (2020)