E. S. Palamarchuk

Available identifiers

zbMath Open palamarchuk.e-sMaRDI QIDQ384243

List of research outcomes

Publication	Date of Publication	Type
On asymptotic behavior of solutions of linear multidimensional stochastic differential equations with multiplicative noise	2024-11-05	Paper
On optimal control in the problem of long-run tracking the exponential Ornstein-Uhlenbeck process	2024-06-21	Paper
Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost	2023-05-10	Paper
On Optimal Linear Regulator with Polynomial Process of External Excitations	2023-03-30	Paper
On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs	2023-01-04	Paper
On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost	2022-05-09	Paper
Time invariance of optimal control in a stochastic linear controller design with dynamic scaling of coefficients	2021-11-03	Paper
Optimal control for a linear quadratic problem with a stochastic time scale	2021-06-23	Paper
Optimal superexponential stabilization of solutions of linear stochastic differential equations	2021-03-30	Paper
Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional	2021-01-14	Paper
On Upper Functions for Integral Quadratic Functionals Based on Time-Varying Ornstein--Uhlenbeck Process	2020-04-28	Paper
On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity	2020-01-27	Paper
On Upper Functions for Anomalous Diffusions Governed by Time-Varying Ornstein--Uhlenbeck Process	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	2018-08-15	Paper
On the generalization of logarithmic upper function for solution of a linear stochastic differential equation with a nonexponentially stable matrix	2018-07-20	Paper
Optimization of the superstable linear stochastic system applied to the model with extremely impatient agents	2018-06-26	Paper
An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions	2018-06-20	Paper
Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences	2018-01-05	Paper
Analysis of criteria for long-run average in the problem of stochastic linear regulator	2017-02-03	Paper
Comparison theorem for a class of Riccati differential equations and its application	2016-12-27	Paper
https://portal.mardi4nfdi.de/entity/Q5501620	2015-08-04	Paper
Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process	2015-01-26	Paper
On stochastic optimality for a linear controller with attenuating disturbances	2013-11-27	Paper

Research outcomes over time

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