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Found 28 Documents (Results 1–28)

Stability of solution of the Ito-Skorokhod stochastic dynamic system of random structure with external random disturbances, Markov switching and all prehistory. (Ukrainian. English summary) Zbl 07909319

MSC:  60H10 49J55
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Asymptotic stochastic stability of solutions to dynamic systems with Markov parameters. (English. Russian original) Zbl 1417.34197

Cybern. Syst. Anal. 49, No. 2, 205-208 (2013); translation from Kibern. Sist. Anal. 2013, No. 2, 52-56 (2013).
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Stability of solutions of stochastic functional-differential equations with Poisson switchings and entire prehistory. (English. Russian original) Zbl 1195.60076

Cybern. Syst. Anal. 45, No. 1, 111-122 (2009); translation from Kibern. Sist. Anal. 2009, No. 1, 123-134 (2009).
MSC:  60H10
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Existence of the \(l\)-th moment of a solution to a stochastic functional-differential equation with the entire prehistory. (English. Russian original) Zbl 1162.60329

Cybern. Syst. Anal. 44, No. 4, 582-590 (2008); Translation from Kibern. Sist. Anal. 2008, No. 4, 142-151 (2008).
MSC:  60H20
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Approximate synthesis of optimal control over quasilinear stochastic differential equations with a small parameter and Poisson perturbations. (English. Russian original) Zbl 1144.93032

Cybern. Syst. Anal. 44, No. 3, 341-347 (2008); translation from Kibern. Sist. Anal. 2008, No. 3, 39-45 (2008).
MSC:  93E20 93C73
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Synthesis of optimal control of dynamic systems with infinite aftereffect, a small parameter, and Poisson perturbations. (English. Russian original) Zbl 1169.93027

Cybern. Syst. Anal. 43, No. 3, 466-470 (2007); translation from Kibern. Sist. Anal. 43, No. 3, 181-186 (2007).
MSC:  93E20 93C73
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On properties of the second moment of solutions of stochastic differential functional equations with varying coefficients. (Ukrainian, English) Zbl 1074.60070

Teor. Jmovirn. Mat. Stat. 70, 157-163 (2004); translation in Theory Probab. Math. Stat. 70, 177-184 (2005).
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Optimal control of stochastic dynamic systems with past history and Poisson switchings. (English. Russian original) Zbl 1091.93044

Cybern. Syst. Anal. 40, No. 6, 883-888 (2004); translation from Kibern. Sist. Anal. 2004, No. 6, 112-118 (2004).
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Minimization on a matrix set and identification problems in some mass transfer models. (English. Russian original) Zbl 0751.65044

Cybernetics 26, No. 2, 246-253 (1990); translation from Kibernetika 1990, No. 2, 78-83 (1990).
MSC:  65L05 65K05 65L07 34A30 34A55 80A20 65F30 90C30
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