Cover Image

On optimal control of a stochastic equation with a fractional Wiener pro-cess

Saved in:

Bibliographic Details
Date:	2021
Main Authors:	P. S. Knopov, T. V. Pepeljaeva, S. P. Shpiga
Format:	Article
Language:	English
Published:	2021
Series:	International Scientific Technical Journal «Problems of Control and Informatics»
Online Access:	http://jnas.nbuv.gov.ua/article/UJRN-0001298723
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 | LibNAS

Similar Items

Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process
by: Mishura, Y., et al.
Published: (2007)

A semi-Markov model of inventory control
by: P. S. Knopov, et al.
Published: (2016)

On the stochastic optimal control of a descriptor system
by: L. A. Vlasenko, et al.
Published: (2020)

On a problem of system identification with additive fractional Brownian field
by: E. N. Derieva, et al.
Published: (2016)

Properties of large deviations of empirical estimates in a stochastic optimization problem for a homogeneous random field
by: P. S. Knopov, et al.
Published: (2020)

Stochastic model of an optimal single-component economics of growth in nonlinear ecological-economic criterion with Wiener and Poisson processes
by: M. V. Bojchuk, et al.
Published: (2015)

Some multi-dimentional stochastic models in inventory control with separable cost function
by: P. S. Knopov, et al.
Published: (2022)

Stochastic optimal control problem with delay
by: Agayeva, Ch.A.
Published: (2006)

Optimal initial value control for the multi-term time-fractional diffusion equation
by: Veklych, R.A., et al.
Published: (2016)

On stochastic optimization models for risk-based reservoir management
by: Yu. M. Yermoliev, et al.
Published: (2019)

On differentiability of solution to stochastic differential equation with fractional Brownian motion
by: Mishura, Yu.S., et al.
Published: (2007)

Oracle Wiener filtering of a Gaussian signal
by: A. Babenko, et al.
Published: (2011)

The optimal strategies for some multi-task model of inventory control
by: T. V. Pepeljaeva, et al.
Published: (2016)

On large deviations of empirical estimates in a stochastic programming problem for a homogeneous random field with a discrete parameter
by: P. S. Knopov, et al.
Published: (2021)

A Paley-Wiener Theorem for Periodic Scattering with Applications to the Korteweg-de Vries Equation
by: Egorova, I., et al.
Published: (2010)

On stochastic optimal control of the risk process in discrete time
by: B. V. Norkin
Published: (2014)

Multicriteria Optimization of Stochastic Robust Control of the Tracking System
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)

On one stochastic optimal control problem with variable delay
by: Agayeva, Ch.A., et al.
Published: (2007)

On one stochastic optimal control problem with variable delay
by: Agayeva, C.
Published: (2007)

Functional iterated logarithm law for a Wiener process
by: Budkov, D.S., et al.
Published: (2007)

Consistency and properties of large deviations of empirical estimates in stochastic optimization problems for homogeneous random fields under nonhomogeneous and homogeneous observations
by: P. S. Knopov, et al.
Published: (2021)

On large deviations of empirical estimates in a stochastic programming problem with nonstationary observations and continuous time
by: P. S. Knopov, et al.
Published: (2019)

In the footsteps of Einstein and Wiener
by: E. Ashursky
Published: (2021)

Finding a source of fractional diffusion equation
by: A. O. Lopushanskyi, et al.
Published: (2017)

Solution of stochastic differential equation for control problem
by: K. G. Dzjubenko
Published: (2015)

The Wiener test for quasilinear elliptic equations with non – standardgrowth conditions
by: Alkhutov, Yu.A.
Published: (1999)

On the existence and uniqueness of the solution of a differential equation with interaction governed by generalized function in abstract wiener space
by: Brayman, V.B.
Published: (2005)

Finding a source of fractional diffusion equation
by: Lopushansky, A. O., et al.
Published: (2017)

Application of stochastic model for lengthy epidemic forecasting
by: P. S. Knopov, et al.
Published: (2021)

Stochastic models in the problems of forecasting the epidemiological situation
by: O. V. Bohdanov, et al.
Published: (2022)

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)

Optimal control in diffusion stochastic nonlinear functional-differential Ito equations with Markov parameters and external markovian switching
by: V. K. Jasinskij, et al.
Published: (2016)

Spectral theory and Wiener-Itô decomposition for the image of a Jacobi field
by: Berezansky, Yu.M., et al.
Published: (2007)

About convergence conditions for the empirical mean method of stochastic programming
by: P. S. Knopov, et al.
Published: (2018)

Nyahovsky teachings as a monument of pro-reform literature
by: L. Stasiuk
Published: (2004)

Brushless DC motor drive with optimal fractional-order sliding-mode control based on a genetic algorithm
by: Alnaib, I. I., et al.
Published: (2025)

Averaging method in the problem of optimal control for a perturbed parabolic equation
by: O. V. Kapustian, et al.
Published: (2022)

Supplement to F. Wiener sieve theorem
by: V. V. Savchuk, et al.
Published: (2015)