Výsledky vyhledávání - "E S, Palamarchuk"

Time Invariance of Optimal Control in a Stochastic Linear Controller Design with Dynamic Scaling of Coefficients

Autor: E. S. Palamarchuk

Publikováno v: Journal of Computer and Systems Sciences International. 60:202-212

This paper considers the design problem of a stochastic linear-quadratic controller over an infinite time-horizon with dynamic scaling of the coefficients in the state equation and the cost criterion. Dynamic scaling means multiplying the coefficient

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::bd4c16c504d98eadbf48312ea8f8a5bb
https://doi.org/10.1134/s1064230721020106

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On Upper Functions for Integral Quadratic Functionals Based on Time-Varying Ornstein--Uhlenbeck Process

Autor: E. S. Palamarchuk

Publikováno v: Theory of Probability & Its Applications. 65:17-31

We examine the asymptotic behavior of integral quadratic functionals defined on time-varying Ornstein--Uhlenbeck processes. We find an upper function that majorizes with probability $1$ the deviati...

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::ca659b1a11ea08800443e68458b7d75c
https://doi.org/10.1137/s0040585x97t989799

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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

Autor: E. S. Palamarchuk

Publikováno v: Theory of Probability & Its Applications. 62:522-533

We analyze the asymptotic behavior of the solution to a linear stochastic differential equation with subexponentially stable matrix. A result in the form of the strong law of large numbers is put f...

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::c16cfbde9e33e80713bbbe1b2d4d05a4
https://doi.org/10.1137/s0040585x97t988794

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