On stochastic optimal control of the risk process in discrete time
Saved in:
| Date: | 2014 |
|---|---|
| Main Author: | B. V. Norkin |
| Format: | Article |
| Language: | English |
| Published: |
2014
|
| Series: | Teoriia optymalnykh rishen |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000474995 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Institution
Library portal of National Academy of Sciences of Ukraine | LibNASSimilar Items
Stochastic optimization models of actuarial mathematics
by: Ju. M. Ermolev, et al.
Published: (2020)
by: Ju. M. Ermolev, et al.
Published: (2020)
Modern stochastic quasi-gradient optimization algorithms
by: V. I. Norkin, et al.
Published: (2024)
by: V. I. Norkin, et al.
Published: (2024)
Ergodicity with respect to the spatial variable of discrete time stochastic flows
by: K. V. Hlyniana
Published: (2015)
by: K. V. Hlyniana
Published: (2015)
A Stochastic Smoothing Method for Nonsmooth Global Optimization
by: V. I. Norkin
Published: (2020)
by: V. I. Norkin
Published: (2020)
A stochastic smoothing method for nonsmooth global optimization
by: Norkin, V.I.
Published: (2020)
by: Norkin, V.I.
Published: (2020)
Discrete time approximation of coalescing stochastic flows on the real line
by: I. I. Nishchenko
Published: (2011)
by: I. I. Nishchenko
Published: (2011)
Risk process with stochastic premiums
by: Zinchenko, N., et al.
Published: (2008)
by: Zinchenko, N., et al.
Published: (2008)
B&B method for discrete partial order and quasiorder optimizations
by: Norkin, V.I.
Published: (2019)
by: Norkin, V.I.
Published: (2019)
On stochastic optimization models for risk-based reservoir management
by: Yu. M. Yermoliev, et al.
Published: (2019)
by: Yu. M. Yermoliev, et al.
Published: (2019)
B&B method for discrete partial order and quasiorder optimizations
by: V. I. Norkin
Published: (2019)
by: V. I. Norkin
Published: (2019)
On the stochastic optimal control of a descriptor system
by: L. A. Vlasenko, et al.
Published: (2020)
by: L. A. Vlasenko, et al.
Published: (2020)
Optimal control over nonlinear stochastic systems
by: Trigub, M. V., et al.
Published: (1999)
by: Trigub, M. V., et al.
Published: (1999)
Generalized gradients in dynamic optimization, optimal control, and machine learning problems
by: V. I. Norkin
Published: (2020)
by: V. I. Norkin
Published: (2020)
The necessary optimality conditions for a class of discrete-continuous optimal control problem
by: G. A. Gusejnzade, et al.
Published: (2015)
by: G. A. Gusejnzade, et al.
Published: (2015)
Structural and stochastic properties of the lexicographic search algorithm for solution of a discrete optimization problem
by: S. V. Chupov
Published: (2016)
by: S. V. Chupov
Published: (2016)
Features of quasi-optimal discrete signal processing
by: O. V. Sytnik
Published: (2019)
by: O. V. Sytnik
Published: (2019)
Multicriteria Optimization of Stochastic Robust Control of the Tracking System
by: Кузнецов, Б. І., et al.
Published: (2025)
by: Кузнецов, Б. І., et al.
Published: (2025)
Multicriteria Optimization of Stochastic Robust Control of the Tracking System
by: Кузнецов, Б. І., et al.
Published: (2025)
by: Кузнецов, Б. І., et al.
Published: (2025)
On one stochastic optimal control problem with variable delay
by: Agayeva, Ch.A., et al.
Published: (2007)
by: Agayeva, Ch.A., et al.
Published: (2007)
On one stochastic optimal control problem with variable delay
by: Agayeva, C.
Published: (2007)
by: Agayeva, C.
Published: (2007)
Robust control of some classes of nonlinear discrete-time plants using linear controllers
by: L. S. Zhitetskij
Published: (2016)
by: L. S. Zhitetskij
Published: (2016)
Optimal control over evolution stochastic systems and its application to stochastic models of financial mathematics
by: Biirdeinyi, A. G., et al.
Published: (1998)
by: Biirdeinyi, A. G., et al.
Published: (1998)
Statistical approximation of multicriteria problems of stochastic programming
by: B. V. Norkin
Published: (2015)
by: B. V. Norkin
Published: (2015)
Statistical approximation of multicriteria problems of stochastic programming
by: Norkin, B.V.
Published: (2015)
by: Norkin, B.V.
Published: (2015)
Output stabilization and weighted suppression of disturbances in discrete-time control systems
by: A. G. Mazko, et al.
Published: (2017)
by: A. G. Mazko, et al.
Published: (2017)
Optimal nonlinear filtering of stochastic processes in rescue radar
by: O. V. Sytnik
Published: (2021)
by: O. V. Sytnik
Published: (2021)
Boundary Functionals for the Difference of Nonordinary Renewal Processes with Discrete Time
by: Yezhov, I. I., et al.
Published: (2000)
by: Yezhov, I. I., et al.
Published: (2000)
On the distribution of the maximum of the difference of independent renewal processes with discrete time
by: Yezhov, I. I., et al.
Published: (1998)
by: Yezhov, I. I., et al.
Published: (1998)
Adaptive suboptimal control of some discrete-time plants with nonstochastic bounded disturbances
by: V. Azarskov, et al.
Published: (2024)
by: V. Azarskov, et al.
Published: (2024)
Adaptive Suboptimal Control of Some Discrete-Time Plants with Nonstochastic Bounded Disturbances
by: Azarskov, V.M., et al.
Published: (2024)
by: Azarskov, V.M., et al.
Published: (2024)
On the exit from a finite interval for the risk processes with stochastic premiums
by: Gusak, D.V., et al.
Published: (2005)
by: Gusak, D.V., et al.
Published: (2005)
Averaging of an optimal control problem on time scales
by: A. P. Ogulenko, et al.
Published: (2014)
by: A. P. Ogulenko, et al.
Published: (2014)
Discrete optimization problem
by: Kotina, E.D.
Published: (2004)
by: Kotina, E.D.
Published: (2004)
Discrete-Time Steady-State Control of Interconnected Systems Based on Pseudoinversion Concept
by: L. S. Zhitetskij, et al.
Published: (2017)
by: L. S. Zhitetskij, et al.
Published: (2017)
Discrete-Time Steady-State Control of Interconnected Systems Based on Pseudoinversion Concept
by: Zhiteckii, L.S., et al.
Published: (2017)
by: Zhiteckii, L.S., et al.
Published: (2017)
Limit functionals for a semicontinuous difference of renewal processes with discrete time
by: Yezhov, I. I., et al.
Published: (1993)
by: Yezhov, I. I., et al.
Published: (1993)
Stochastic dynamics of quantized vortices. Continuum and discrete approaches
by: S. K. Nemirovskij
Published: (2020)
by: S. K. Nemirovskij
Published: (2020)
Time optimal control problem for the Lotka–Volterra system
by: S. V. Pashko
Published: (2021)
by: S. V. Pashko
Published: (2021)
PARETO OPTIMAL SOLUTION OF MULTIOBJECTIVE SYNTHESIS OF ROBUST CONTROLLERS OF MULTIMASS ELECTROMECHANICAL SYSTEMS BASED ON MULTISWARM STOCHASTIC MULTIAGENT OPTIMIZATION
by: Nikitina, T. B.
Published: (2017)
by: Nikitina, T. B.
Published: (2017)
On the Strong Ratio Limit Property for Discrete-Time Birth-Death Processes
by: van Doorn, E.A.
Published: (2018)
by: van Doorn, E.A.
Published: (2018)
Similar Items
-
Stochastic optimization models of actuarial mathematics
by: Ju. M. Ermolev, et al.
Published: (2020) -
Modern stochastic quasi-gradient optimization algorithms
by: V. I. Norkin, et al.
Published: (2024) -
Ergodicity with respect to the spatial variable of discrete time stochastic flows
by: K. V. Hlyniana
Published: (2015) -
A Stochastic Smoothing Method for Nonsmooth Global Optimization
by: V. I. Norkin
Published: (2020) -
A stochastic smoothing method for nonsmooth global optimization
by: Norkin, V.I.
Published: (2020)