William M. McEneaney

Da Lio, F., & McEneaney, W. M. (2002). Finite time-horizon risk-sensitive control and the robust limit under a quadratic growth assumption. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 40(5), 1628–1661. https://doi.org/10.1137/S0363012998345159

Fleming, W. H., & McEneaney, W. M. (2001). Robust limits of risk sensitive nonlinear filters. MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS, 14(2), 109–142. https://doi.org/10.1007/PL00009879

Fleming, W. H., & McEneaney, W. M. (2000). A max-plus-based algorithm for a Hamilton-Jacobi-Bellman equation of nonlinear filtering. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 38(3), 683–710. https://doi.org/10.1137/S0363012998332433

Helton, J. W., Kronewitter, F. D., McEneaney, W. M., & Stankus, M. (2000). Singularly perturbed control systems using non-commutative computer algebra. INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 10(11-12), 983–1003. https://doi.org/10.1002/1099-1239(200009/10)10:11/12<983::AID-RNC535>3.0.CO;2-#

McEneaney, W. M. (1998). A uniqueness result for the Isaacs equation corresponding to nonlinear H infinity control. MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS, 11(4), 303–334. https://doi.org/10.1007/BF02750395

McEneaney, W. M. (1998). Robust/H-infinity, filtering for nonlinear systems. Systems and Control Letters, 33(5), 315–325.

McEneaney, W. M. (1997). A robust control framework for option pricing. MATHEMATICS OF OPERATIONS RESEARCH, 22(1), 202–221. https://doi.org/10.1287/moor.22.1.202

Dupuis, P., & McEneaney, W. M. (1997). Risk-sensitive and robust escape criteria. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 35(6), 2021–2049. https://doi.org/10.1137/S0363012995281626