| Publication | Date of Publication | Type |
|---|
On asymptotic behavior of solutions of linear multidimensional stochastic differential equations with multiplicative noise
Theory of Probability and its Applications | 2024-11-05 | Paper |
On optimal control in the problem of long-run tracking the exponential Ornstein-Uhlenbeck process
Sibirskiĭ Zhurnal Industrial'noĭ Matematiki | 2024-06-21 | Paper |
Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost
Theory of Probability & Its Applications | 2023-05-10 | Paper |
On Optimal Linear Regulator with Polynomial Process of External Excitations
Theory of Probability & Its Applications | 2023-03-30 | Paper |
On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs
Differential Equations | 2023-01-04 | Paper |
On optimal stochastic linear quadratic control with inversely proportional time-weighting in the cost
Theory of Probability & Its Applications | 2022-05-09 | Paper |
Time invariance of optimal control in a stochastic linear controller design with dynamic scaling of coefficients
Journal of Computer and Systems Sciences International | 2021-11-03 | Paper |
Optimal control for a linear quadratic problem with a stochastic time scale
Automation and Remote Control | 2021-06-23 | Paper |
Optimal superexponential stabilization of solutions of linear stochastic differential equations
Automation and Remote Control | 2021-03-30 | Paper |
Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional
Automation and Remote Control | 2021-01-14 | Paper |
On upper functions for integral quadratic functionals based on time-varying Ornstein-Uhlenbeck process
Theory of Probability & Its Applications | 2020-04-28 | Paper |
On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity
Automation and Remote Control | 2020-01-27 | Paper |
On upper functions for anomalous diffusions governed by time-varying Ornstein-Uhlenbeck process
Theory of Probability & Its Applications | 2019-08-29 | Paper |
Analysis of the asymptotic behavior of the solution to a linear stochastic differential equation with subexponentially stable matrix and its application to a control problem
Theory of Probability & Its Applications | 2018-08-15 | Paper |
On the generalization of logarithmic upper function for solution of a linear stochastic differential equation with a nonexponentially stable matrix
Differential Equations | 2018-07-20 | Paper |
Optimization of the superstable linear stochastic system applied to the model with extremely impatient agents
Automation and Remote Control | 2018-06-26 | Paper |
An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions
Automation and Remote Control | 2018-06-20 | Paper |
Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences
Automation and Remote Control | 2018-01-05 | Paper |
Analysis of criteria for long-run average in the problem of stochastic linear regulator
Automation and Remote Control | 2017-02-03 | Paper |
Comparison theorem for a class of Riccati differential equations and its application
Differential Equations | 2016-12-27 | Paper |
| scientific article; zbMATH DE number 6469978 (Why is no real title available?) | 2015-08-04 | Paper |
Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process
Computational Mathematics and Mathematical Physics | 2015-01-26 | Paper |
On stochastic optimality for a linear controller with attenuating disturbances
Automation and Remote Control | 2013-11-27 | Paper |
