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Andrew J. Heunis

Observed names: A J. Heunis, A. Heunis, A. J. Heunis, A.J Heunis, A.J. Heunis, Andrew Heunis, Andrew J. Heunis C
ORCID: 0000-0002-0585-342X
Observed ORCID: 0000-0002-0585-342X
OpenAlex ID: A5084836504
Solving nonlinear inequalities in a finite number of iterations
1981 · D. Q. Mayne, E. Polak, et al. · Journal of Optimization Theory and Applications · 62
Development of a new generation of interactive CACSD environments
1990 · G.K.H. Pang, M. Vidyasagar, et al. · IEEE Control Systems Magazine · 36
Convex duality in constrained mean-variance portfolio optimization
2007 · Chantal Labbé, Andrew J. Heunis · Advances in Applied Probability · 35
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Computer-aided design of control systems via optimisation
1979 · R.G. Becker, A.J. Heunis, et al. · Proceedings of the Institution of Electrical Engineers · 30
Quadratic Risk Minimization in a Regime-Switching Model with Portfolio Constraints
2012 · Catherine Donnelly, Andrew J. Heunis · SIAM Journal on Control and Optimization · 26
On Uniqueness of Solutions for the Stochastic Differential Equations of Nonlinear Filtering
2001 · Andrew J. Heunis, Vladimir M. Lucic · The Annals of Applied Probability · 17
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Rates of Convergence for an Adaptive Filtering Algorithm Driven by Stationary Dependent Data
1994 · Andrew Heunis · SIAM Journal on Control and Optimization · 17
Law of the Iterated Logarithm for a Constant-Gain Linear Stochastic Gradient Algorithm
2000 · J. A. Joslin, A. J. Heunis · SIAM Journal on Control and Optimization · 13
Averaging principle for diffusion processes
1998 · S.N. Hashemi, A J. Heunis · Stochastics and stochastics reports · 13
Asymptotic properties of prediction error estimators in approximate system identification
1988 · A. J. Heunis · Stochastics · 12
On the Prevalence of Stochastic Differential Equations with Unique Strong Solutions
1986 · Andrew J. Heunis · The Annals of Probability · 12
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Strong diffusion approximations for recursive stochastic algorithms
1997 · H. Pezeshki-Esfahani, A.J. Heunis · IEEE Transactions on Information Theory · 11
Utility Maximization in a Regime Switching Model with Convex Portfolio Constraints and Margin Requirements: Optimality Relations and Explicit Solutions
2015 · Andrew J. Heunis · SIAM Journal on Control and Optimization · 10
A Law of the Iterated Logarithm for Stochastic Processes Defined by Differential Equations with a Small Parameter
1994 · M. A. Kouritzin, A. J. Heunis · The Annals of Probability · 10
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Continuous dependence of the solutions of an ordinary differential equation
1984 · A.J Heunis · Journal of Differential Equations · 10
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Quadratic minimization with portfolio and terminal wealth constraints
2014 · Andrew J. Heunis · Annals of Finance · 9
Convergence of Nonlinear Filters for Randomly Perturbed Dynamical Systems
2003 · Vladimir M. Lucic, Andrew J. Heunis · Applied Mathematics & Optimization · 9
On the Poisson equation for singular diffusions
2005 · Seyed N. Hashemi §, Andrew J. Heunis · Stochastics · 8
Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
1992 · M.A Kouritzin, A.J Heunis · Journal of Multivariate Analysis · 7
Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities
1985 · A. J. Heunis · Journal of Optimization Theory and Applications · 7
Non-linear filtering of rare events with large signal-to-noise ratio
1987 · A. J. Heunis · Journal of Applied Probability · 6
Conjugate duality in problems of constrained utility maximization
2009 · Chantal Labbé, Andrew J. Heunis · Stochastics · 5
On the stochastic differential equations of filtering theory
1990 · A.J. Heunis · Applied Mathematics and Computation · 5
Development of a New Generation of Interactive CACSD Environments
1988 · Grantham K. H. Pang, Mathukumalli Vidyasagar, et al. · Proceedings of the ... American Control Conference/Proceedings of the American Control Conference · 5
Strong invariance principle for singular diffusions
2003 · Andrew J. Heunis · Stochastic Processes and their Applications · 4
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Works count: 42
Citation count: 398
H-index: 11
I10-index: 15
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