Steven I. Marcus

Affiliations: 
1975-1991 Electrical and Computer Engineering University of Texas at Austin, Austin, Texas, U.S.A. 
 1991- Electrical and Computer Engineering University of Maryland, College Park, College Park, MD 
Area:
Systems Research
Website:
https://ece.umd.edu/clark/faculty/434/Steve-Marcus
Google:
"Steven I. Marcus"
Bio:

Marcus, Steven I. (Steven Irl) Estimation and analysis of nonlinear stochastic systems Thesis. 1975. Ph.D.--Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science.

Parents

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Alan S. Willsky grad student 1975 MIT
 (Estimation and analysis of nonlinear stochastic systems)
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Publications

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Jie C, Prashanth LA, Fu M, et al. (2018) Stochastic Optimization in a Cumulative Prospect Theory Framework Ieee Transactions On Automatic Control. 63: 2867-2882
Prashanth LA, Bhatnagar S, Fu M, et al. (2017) Adaptive System Optimization Using Random Directions Stochastic Approximation Ieee Transactions On Automatic Control. 62: 2223-2238
Lin K, Marcus SI. (2015) Cumulative weighting optimization Journal of Global Optimization
Zhou E, Fu MC, Marcus SI. (2014) Particle filtering framework for a class of randomized optimization algorithms Ieee Transactions On Automatic Control. 59: 1025-1030
Hu J, Chang HS, Fu MC, et al. (2011) Dynamic sample budget allocation in model-based optimization Journal of Global Optimization. 50: 575-596
Ramírez-Hernández JA, Crabtree J, Yao X, et al. (2010) Optimal preventive maintenance scheduling in semiconductor manufacturing systems: Software tool and simulation case studies Ieee Transactions On Semiconductor Manufacturing. 23: 477-489
Zhou E, Fu MC, Marcus SI. (2010) Solving continuous-state POMDPs via density projection Ieee Transactions On Automatic Control. 55: 1101-1116
Chang HS, Hu J, Fu MC, et al. (2010) Adaptive adversarial multi-armed bandit approach to two-person zero-sum markov games Ieee Transactions On Automatic Control. 55: 463-468
Zhou E, Lin K, Fu MC, et al. (2009) A numerical method for financial decision problems under stochastic volatility Proceedings - Winter Simulation Conference. 1299-1310
Zhou E, Fu MC, Marcus SI. (2008) A particle filtering Framework for randomized Optimization algorithms Proceedings - Winter Simulation Conference. 647-654
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