Concepedia

Tyrone E. Duncan

TE

72

Publications

3.1K

Citations

27

H-Index

1968

Active since

Affiliations

University of Kansas(Current)

Czech Academy of Sciences, Institute of Mathematics

Czech Academy of Sciences

Charles University

Tyrone E. Duncan is an author at University of Kansas specializing in engineering, systems engineering, and process control.

Top concepts

EngineeringSystems EngineeringProcess ControlBusinessStochastic CalculusProbabilityStochastic ProcessesAdaptive ControlMathematical ProgrammingGames

Publications per year

1968–2020

72

Publications

72

Stochastic Calculus for Fractional Brownian Motion I. Theory

Tyrone E. Duncan, Yaozhong Hu, B. Pasik-Duncan · SIAM Journal on Control and Optimization · 2000 · 555 citations

Fractional Brownian Motion, Engineering, Stochastic Processes +8

On the Calculation of Mutual Information

Tyrone E. Duncan · SIAM Journal on Applied Mathematics · 1970 · 250 citations · Full text

Theory Of Computing, Engineering, Information Theory +11

FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES

Tyrone E. Duncan, B. Pasik-Duncan, Bohdan Maslowski · Stochastics and Dynamics · 2002 · 181 citations

Fractional Brownian Motion, Engineering, Boundary Condition +9

Adaptive continuous-time linear quadratic Gaussian control

Tyrone E. Duncan, Lei Guo, B. Pasik-Duncan · IEEE Transactions on Automatic Control · 1999 · 119 citations · Full text

Engineering, Random Regularization, Uncertainty Quantification +10

A Kiefer-Wolfowitz algorithm with randomized differences

H.F. Chen, Tyrone E. Duncan, B. Pasik-Duncan · IEEE Transactions on Automatic Control · 1999 · 105 citations · Full text

Numerical Analysis, Classical Algorithm, Randomized Differences +12

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