Zobrazeno 1 - 5
of 5
pro vyhledávání: '"E. N. Derieva"'
Autor:
E. N. Derieva, T. V. Pepelyaeva
Publikováno v:
Cybernetics and Systems Analysis. 40:97-101
A control problem for a random process depending additively on the fractional Brownian motion with the Hurst parameter H ∈ (1/2, 1) is analyzed.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e38f35dfd26d0db22c346a7361b8b0a9
https://doi.org/10.1023/b:casa.0000028105.66907.bc
https://doi.org/10.1023/b:casa.0000028105.66907.bc
Publikováno v:
Cybernetics and Systems Analysis. 39:291-297
An inventory model, used to control a one-type product stock with an A-convex cost function is analyzed. The replenishment amount is taken as a control parameter. Strategies that are optimal in the sense of an average expected cost and a total revalu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ea8a9c957ffdce017d88e183cff6155b
https://doi.org/10.1023/a:1024799525097
https://doi.org/10.1023/a:1024799525097
Autor:
E. N. Derieva
Publikováno v:
Cybernetics and Systems Analysis. 40:936-938
The activity of an insurance company with a reinsurance condition system is modeled on an infinite time interval. Payment times and sums insured are random. The amount of money replenished is selected as a control parameter. The task is to minimize t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c73b196696e2c085e18bb3a8382a3c9b
https://doi.org/10.1007/s10559-005-0033-8
https://doi.org/10.1007/s10559-005-0033-8
Autor:
P. S. Knopov, E. N. Derieva
Publikováno v:
Cybernetics and Systems Analysis. 31:52-64
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::358faa63245678225b9eda13a79eff7e
https://doi.org/10.1007/bf02366795
https://doi.org/10.1007/bf02366795
Autor:
E. N. Derieva
Publikováno v:
Cybernetics and Systems Analysis. 30:943-946
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a86fe47d20ec5c679ac8f5e903caf9f3
https://doi.org/10.1007/bf02366455
https://doi.org/10.1007/bf02366455