- Professor, Mathematics
2335 Irving Hill Rd
Lawrence, KS 66045
Tyrone Duncan joined the Mathematics at KU in August 1974 where he is currently Professor. He has been a Courtesy Professor in Electrical Engineering and Computer Science since 2013.
Tyrone Duncan received his bachelor's degree from Rensselaer Polytechnic Institute and his master's and doctoral degrees from Stanford University. He has held regular positions at the University of Michigan, the State University of New York-Stony Brook, and the University of Kansas. He has held visiting positions at the University of California--Berkeley, Harvard University, and the University of Bonn. He is the author or co-author of more than 125 papers in the areas of stochastic optimal control, adaptive control, filtering and communication as well as related topics in probability. He is member of the editorial boards of SIAM Journal on Control and Optimization and IEEE Transactions on Automatic Control. His research focuses on stochastic systems and contol and probability of its applications.
Explicitly solvable stochastic control problems, Stochastic control of distributed parameter systems, Stochastic adaptive control of linear and nonlinear systems, Mathematics of finance and stochastic modeling, Mathematics and telecommunication, Math education.
Stochastics of Mathematical Finance, Stochastic Analysis and its Applications, Stochastic Adaptive Control of Linear Partial Differential Equations, Applied Mathematics Seminar, Differential Equations, Probability Theory
Awards & Honors —
IEEE (Life) Fellow (1999)
Olin K. Petefish Award in the Basic Sciences of the Higuchi Endowment
IFAC Fellow 2010
SIAM W. T. and Idalia Reid Prize in Mathematics 2013
SIAM Fellow 2015
Simons Fellow 2015
IEEE, IFAC, SIAM, AMS
University of Michigan 1967-1971
University of California, Berkeley 1969-1970
Stony Brook University 1971-1974
University of Bonn 1978-1979
Harvard University 1979-1980
University of Kansas 1974-present