Selected preprints:
W.M. McEneaney:
A Curse-of-Dimensionality-Free Numerical Method
for Solution of Certain HJB PDEs
Submitted to SIAM J. Control and Opt.
W.M. McEneaney:
Max-Plus Summation of
Fenchel-Transformed Semigroups
for Solution of Nonlinear Bellman Equations
Submitted to Systems and Control Letters
W.M. McEneaney and R. Singh:
Unmanned Vehicle Operations under Imperfect Information
in an Adversarial Environment
AIAA Unmanned Unlimited Conf. 2004 (to appear)
W.M. McEneaney:
Max-Plus Eigenvector Methods for Nonlinear
H_infinity Problems: Error Analysis
Siam J. Control and Opt. (to appear)
W.M. McEneaney:
Some Classes of Imperfect Information Finite State-Space Stochastic
Games with Finite-Dimensional Solutions
To appear Appl. Math. and Optim. (to appear)
W.M. McEneaney and P.M. Dower:
A max-plus affine power method for approximation of a class
of mixed l_infinity/l_2 value functions
Proc. IEEE CDC 2003.
W.M. McEneaney:
Max-Plus Eigenvector Representations for Solution of Nonlinear
H_infinity Problems: Basic Concepts
IEEE Trans. Auto. Control (2003).
W.M. McEneaney:
A Class of Reasonably Tractable Partially Observed Discrete Stochastic Games
Proc. 41st IEEE CDC (2002).
W.M. McEneaney:
A Class of Tractable Partially Observed Discrete Stochastic Games
Proc. MTNS 2002.
W.M. McEneaney:
Max-Plus Methods for Nonlinear H_infinity Control: Operating in
the Transform Space
41st IFAC Symposium on Robust Control Design, Milan, 2003.
W.M. McEneaney and B.G. Fitzpatrick:
Control for UAV Operations under Imperfect Information
Proc. 1st AIAA UAV Symposium (2002) AIAA-2002-3452.
W.M. McEneaney, B.G. Fitzpatrick and I.G. Lauko:
Stochastic Game Approach to Air Operations
IEEE Trans. Aero. Elec. Systems (to appear)
W.M. McEneaney:
Error Analysis for a Max-Plus Algorithm for a First-Order HJB Equation
Proc. Workshop on Max-Plus Algebra, Prague August 2001.
W.M. McEneaney:
A First Foray into Meta-Controllers for Command and Control Applications
Submitted to Systems and Control Letters.
W.M. McEneaney:
Convergence and Error Analysis for a Max-Plus Algorithm
Proc. 39th IEEE CDC (2000), 1194-1199.
W.M. McEneaney and K. Ito:
Stochastic Games and Inverse Lyapunov Methods in Air Operations
Proc. 39th IEEE CDC (2000), 2568-2573.
W.M. McEneaney:
The Max-Plus Eigenvector Algorithm for Nonlinear H_infinity
Control
ACC 2000.
W.M. McEneaney:
Robust/Game-Theoretic Methods in Filtering and Estimation
Proc. DARPA Symposium on Advances in Enterprise Control (1999).
W.H. Fleming and W.M. McEneaney:
Robust Limits of Risk-Sensitive Nonlinear Filters
Math. Control, Signals and Systems, 14 (2001), 109-142.
W.M. McEneaney and C.D. Charalambous:
Large Deviations Theory, Induced Log-Plus and Max-Plus
Measures and their Applications
Proc. Math. Theory of Networks and Systems (MTNS), (2000).
W.M. McEneaney:
Exactly Linearizing Algebras for Risk-Sensitive Filtering
Proc. 38th IEEE CDC (1999).
J.W. Helton, F.D. Kronewitter, W.M. McEneaney and M. Stankus:
Singularly Perturbed Control Systems Using Noncommutative Computer Algebra
Int'l. J. of Robust and Nonlinear Control, 10 (2000), 983-1003.
M. Horton and W.M. McEneaney:
Computation of
Max--Plus Eigenvector Representations for Nonlinear H_infinity
Value Functions
ACC 1999 1400-1404.
J.W. Helton, M.R. James and W.M. McEneaney:
Measurement Feedback Nonlinear H_infinity Control:
the Cheap Sensor Case (Part 1)
Submitted to IEEE Trans. Auto. Control.
M. Horton and W.M. McEneaney:
Max-Plus Eigenvector Representations for Nonlinear H_infinity
Value Functions
37th IEEE CDC (1998), 3506--3511
J.W. Helton, M.R. James and W.M. McEneaney:
Nonlinear control: the joys of having an extra sensor
37th IEEE CDC (1998). 3518--3524
F. Da Lio and W.M. McEneaney:
Finite Time-Horizon Risk Sensitive Control and the Robust Limit
under a Quadratic Growth Assumption
SIAM J. Control and Optim. (2002)
W.H. Fleming and W.M. McEneaney:
A Max--Plus Based Algorithm for an HJB Equation of Nonlinear Filtering
SIAM J. Control and Optim., 38 (2000), 683-710.
W.M. McEneaney:
A uniqueness result for the Isaacs equation corresponding to
nonlinear H_infinity control
Mathematics of Control, Signals and Systems 11 (1998) 303-334.
W.H. Fleming and W.M. McEneaney:
Risk sensitive and robust nonlinear filtering
36th IEEE CDC (1997) 1088-1093.
K. Ito and W.M. McEneaney:
Infinite Time--Horizon Risk Sensitive Systems with Quadratic Growth
36th IEEE CDC (1997) 3413-3418.
W.M. McEneaney:
Robust/H_infinity Filtering for Nonlinear Systems
Systems and Control Letters, 33 (1998) 315-325.
W.M. McEneaney:
A robust control framework for option pricing
Math. of Operations Research, Vol 22 (1997) 202--221.
An oldie:
My thesis
from May, 1993.
The image below is an H_infinity value function
computed from a max-plus eigenvector representation.
It is for a nonlinear system where the nonlinearity
is about 20%.
(It is in .gif format.)
The image below is a two-dimensional information state
being propagated using a max-plus method.
Each bump corresponds to a max-plus basis function
in the expansion.
(It is in .gif format.)
(Images provided courtesy of M. Horton.)
(Funding provided by AFOSR and ONR.)
Back to my homepage
email me at wmcenean@math.ucsd.edu