Zobrazeno 1 - 3
of 3
pro vyhledávání: '"E. N. Fedosov"'
Publikováno v:
Automation and Remote Control. 66:837-850
A problem for control of the portfolio of securities consisting of risky and riskless investments is stated as a dynamic problem of tracking of the standard (hypothetical) portfolio displaying the prescribed desired effectiveness. It is assume that t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::30ff44be9e288465ccae73b43c6e5060
https://doi.org/10.1007/s10513-005-0127-9
https://doi.org/10.1007/s10513-005-0127-9
Autor:
E. N. Fedosov
Publikováno v:
Russian Physics Journal. 40:344-350
The filtration of MS-flux intensity in the presence of dead time is considered in the case when the controlling process is a diffusional Markov process with known drift and diffusion coefficients. Equations determining the evolution of thea posterior
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6ca1aeca95ba9471627ab25cf3eb512f
https://doi.org/10.1007/bf02508855
https://doi.org/10.1007/bf02508855
Autor:
E. N. Fedosov
Publikováno v:
Russian Physics Journal. 38:231-235
The problem of filtering of a fluctuating Poisson event stream of stationary intensity by a purely discontinuous Markov process with known characteristics is solved. An equation that defines the variation of thea posteriori probability density of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c28f7225652df1d49fe2c84c68db6fe9
https://doi.org/10.1007/bf00559465
https://doi.org/10.1007/bf00559465