×

Found 142 Documents (Results 1–100)

Determining a piecewise linear trend of a nonstationary time series based on intelligent data analysis. II: Machine experiments and solution of the practical problem. (English. Ukrainian original) Zbl 07856651

Cybern. Syst. Anal. 60, No. 2, 220-233 (2024); translation from Kibern. Sist. Anal. 60, No. 2, 64-79 (2024).
MSC:  62Jxx 62-XX 62Nxx
PDFBibTeX XMLCite
Full Text: DOI

Determining a piecewise linear trend of a nonstationary time series based on intelligent data analysis. I: Description and substantiation of the method. (English. Ukrainian original) Zbl 07840786

Cybern. Syst. Anal. 60, No. 1, 50-59 (2024); translation from Kibern. Sist. Anal. 60, No. 1, 61-72 (2024).
MSC:  62Jxx 62-XX 62Gxx
PDFBibTeX XMLCite
Full Text: DOI

Mathematical modeling of climate change impact on relationships of economic sectors. (English. Ukrainian original) Zbl 1530.91455

Cybern. Syst. Anal. 59, No. 4, 535-545 (2023); translation from Kibern. Sist. Anal. 59, No. 4, 30-42 (2023).
MSC:  91B76 91B66 34C28
PDFBibTeX XMLCite
Full Text: DOI

Application of the robust methods for estimation of distribution parameters with a priori constraints on parameters in economics and engineering. (English. Ukrainian original) Zbl 1505.91240

Cybern. Syst. Anal. 58, No. 5, 713-720 (2022); translation from Kibern. Sist. Anal. 58, No. 5, 48-56 (2022).
MSC:  91B62 91B70
PDFBibTeX XMLCite
Full Text: DOI

Some multidimensional stochastic models of inventory control with a separable cost function. (English. Ukrainian original) Zbl 1503.90009

Cybern. Syst. Anal. 58, No. 4, 523-529 (2022); translation from Kibern. Sist. Anal. 58, No. 4, 38-45 (2022).
PDFBibTeX XMLCite
Full Text: DOI

Large deviations of empirical estimates in the stochastic programming problem for the homogeneous random field with a discrete parameter. (English. Ukrainian original) Zbl 1486.90132

Cybern. Syst. Anal. 57, No. 5, 704-713 (2021); translation from Kibern. Sist. Anal. 57, No. 5, 43-53 (2021).
MSC:  90C15
PDFBibTeX XMLCite
Full Text: DOI

Consistency and properties of large deviations of empirical estimates in stochastic optimization problems for homogeneous random fields under nonhomogeneous and homogeneous observations. (English. Russian original) Zbl 1470.93165

Cybern. Syst. Anal. 57, No. 1, 16-29 (2021); translation from Kibern. Sist. Anal. 57, No. 1, 21-34 (2021).
MSC:  93E20 90C15 60F10
PDFBibTeX XMLCite
Full Text: DOI

Mathematical modeling of agricultural crop diversification in Ukraine: scientific approaches and empirical results. (English. Russian original) Zbl 1454.91146

Cybern. Syst. Anal. 56, No. 2, 213-222 (2020); translation from Kibern. Sist. Anal. 2020, No. 2, 53-65 (2020).
MSC:  91B76
PDFBibTeX XMLCite
Full Text: DOI Link

Large deviations of empirical estimates in the stochastic programming problem with nonstationary observations and continuous time. (English. Russian original) Zbl 1435.62313

Cybern. Syst. Anal. 55, No. 5, 772-777 (2019); translation from Kibern. Sist. Anal. 2019, No. 5, 81-86 (2019).
MSC:  62M05 62G32 90C15
PDFBibTeX XMLCite
Full Text: DOI

Stochastic optimization models for risk-based reservoir management. (English. Russian original) Zbl 1420.93037

Cybern. Syst. Anal. 55, No. 1, 55-64 (2019); translation from Kibern. Sist. Anal. 2019, No. 1, 68-79 (2019).
MSC:  93E20 90B05 90C05 91B30
PDFBibTeX XMLCite
Full Text: DOI

Models of the optimal resource allocation for the critical infrastructure protection. (English. Russian original) Zbl 1419.91397

Cybern. Syst. Anal. 54, No. 5, 696-706 (2018); translation from Kibern. Sist. Anal. 2018, No. 5, 13-26 (2018).
MSC:  91B32 90C15 90C39
PDFBibTeX XMLCite
Full Text: DOI

Large deviations for the method of empirical means in stochastic optimization problems with continuous time observations. (English) Zbl 1398.90127

Butenko, Sergiy (ed.) et al., Optimization methods and applications. In honor of Ivan V. Sergienko’s 80th birthday. Cham: Springer (ISBN 978-3-319-68639-4/hbk; 978-3-319-68640-0/ebook). Springer Optimization and Its Applications 130, 263-275 (2017).
MSC:  90C26 90C15
PDFBibTeX XMLCite
Full Text: DOI

Mathematical modeling of distributed catastrophic and terrorist risks. (English. Russian original) Zbl 1327.93045

Cybern. Syst. Anal. 51, No. 1, 85-95 (2015); translation from Kibern. Sist. Anal. 2015, No. 1, 97-110 (2015).
MSC:  93A30 93E20 90C15
PDFBibTeX XMLCite
Full Text: DOI

Periodogram estimates in nonlinear regression models with long-range dependent noise. (English. Russian original) Zbl 1307.62173

Cybern. Syst. Anal. 49, No. 4, 624-631 (2013); translation from Kibern. Sist. Anal. 2013, No. 4, 163-172 (2013).
MSC:  62J02 62M15 62F12
PDFBibTeX XMLCite
Full Text: DOI

Estimation and control problems for stochastic partial differential equations. (English) Zbl 1287.60002

Springer Optimization and Its Applications 83. New York, NY: Springer (ISBN 978-1-4614-8285-7/hbk; 978-1-4614-8286-4/ebook). x, 183 p. (2013).
PDFBibTeX XMLCite
Full Text: DOI

Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory. (English. Russian original) Zbl 1298.90061

Cybern. Syst. Anal. 47, No. 6, 835-853 (2011); translation from Kibern. Sist. Anal. 2011, No. 6, 3-27 (2011).
MSC:  90C15 01A70 90-03
PDFBibTeX XMLCite
Full Text: DOI

On Markov stochastic processes with local interaction for solving some applied problems. (English. Russian original) Zbl 1305.60102

Cybern. Syst. Anal. 47, No. 3, 346-359 (2011); translation from Kibern. Sist. Anal. 2011, No. 3, 15-32 (2011).
MSC:  60K35
PDFBibTeX XMLCite
Full Text: DOI

On large deviations of empirical estimates in a stochastic programming problem with time-dependent observations. (English. Russian original) Zbl 1316.90032

Cybern. Syst. Anal. 46, No. 5, 724-728 (2010); translation from Kibern. Sist. Anal. 2010, No. 5, 46-50 (2010).
MSC:  90C15 60F10 62M09
PDFBibTeX XMLCite
Full Text: DOI

Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion. (Ukrainian, English) Zbl 1224.60139

Teor. Jmovirn. Mat. Stat. 79, 65-72 (2008); translation in Theory Probab. Math. Stat. 79, 73-81 (2009).
MSC:  60H10 62G20
PDFBibTeX XMLCite
Full Text: DOI

Control of spatially structured random processes and random fields with applications. (English) Zbl 1170.93002

Nonconvex Optimization and Its Applications 86. New York, NY: Springer (ISBN 0-387-30409-6/hbk). xiii, 261 p. (2006).
PDFBibTeX XMLCite
Full Text: DOI Link

On the convergence of empirical estimates in problems of stochastic programming for processes with discrete time. (English) Zbl 1080.90054

Cybern. Syst. Anal. 41, No. 1, 144-147 (2005); translation from Kibern. Sist. Anal. 2005, No. 1, 175-178 (2005).
MSC:  90C15
PDFBibTeX XMLCite
Full Text: DOI

On some actual problems of estimating risk in complex systems under insufficient information. (English. Russian original) Zbl 1124.91346

Cybern. Syst. Anal. 39, No. 4, 576-585 (2003); translation from Kibern. Sist. Anal. 39, No. 4, 125-138 (2003).
MSC:  91B30 62-07 93C41
PDFBibTeX XMLCite
Full Text: DOI

Empirical estimates in stochastic optimization and identification. (English) Zbl 1041.90035

Applied Optimization 71. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-0707-8/hbk). viii, 250 p. (2002).
PDFBibTeX XMLCite

Local control of Markovian processes of interaction on a graph with a compact set of states. (English. Russian original) Zbl 1038.93087

Cybern. Syst. Anal. 37, No. 3, 348-360 (2001); translation from Kibern. Sist. Anal. 2001, No. 3, 62-77 (2001).
PDFBibTeX XMLCite
Full Text: DOI

Optimal estimation of signal parameters using bilinear observations. (English) Zbl 0991.94013

Rubinov, Alexander (ed.) et al., Optimization and related topics. Selected papers of the 6th Australian optimization day miniconference, Ballarat, Australia, July 16, 1999, and the special sessions on nonlinear dynamics and optimization and operations research - methods and applications, Melbourne, Australia, July 11-15, 1999 (part of the joint meeting of the American Mathematical Society and Australian Mathematical Society). Dordrecht: Kluwer Academic Publishers. Appl. Optim. 47, 103-117 (2001).
MSC:  94A12 68T05 93E10
PDFBibTeX XMLCite

Optimal strategies for inventory control systems with a convex cost function. (English. Russian original) Zbl 1030.90005

Cybernetics and Systems Analysis 36, No. 6, 891-897 (2000); translation from Kibern. Sist. Anal. 2000, No. 6, 113-120 (2000).
MSC:  90B05 90C40
PDFBibTeX XMLCite
Full Text: DOI

Optimization in the space of distribution functions and applications in the Bayes analysis. (English) Zbl 1052.90592

Uryasev, Stanislav P. (ed.), Probabilistic constrained optimization. Methodology and applications. Dordrecht: Kluwer Academic Publishers (ISBN 0-7923-6644-1). Nonconvex Optim. Appl. 49, 102-131 (2000).
MSC:  90C15
PDFBibTeX XMLCite

Optimal strategies for an inventory system with cost functions of general form. (English. Russian original) Zbl 0972.90002

Cybern. Syst. Anal. 35, No. 4, 602-618 (1999); translation from Kibern. Sist. Anal. 1999, No. 4, 106-123 (1999).
MSC:  90B05 90C40 93C55
PDFBibTeX XMLCite
Full Text: DOI

Consistency of least-square estimates for the parameters of a Gaussian regression model. (English. Russian original) Zbl 1061.62543

Cybern. Syst. Anal. 35, No. 1, 19-25 (1999); translation from Kibern. Sist. Anal. 1999, No. 1, 21-26 (1999).
MSC:  62J05 62J12
PDFBibTeX XMLCite
Full Text: DOI

A generalized Girsanov theorem and its statistical applications. (English. Ukrainian original) Zbl 0939.60043

Theory Probab. Math. Stat. 51, 69-79 (1995); translation from Teor. Jmovirn. Mat. Stat. 51, 67-77 (1994).
PDFBibTeX XMLCite

About one approach to the nonlinear estimating problem. (English) Zbl 0875.62406

Shiryaev, A. N. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the 6th USSR-Japan symposium, Kiev, USSR, 5-10 August, 1991. Singapore: World Scientific. 151-157 (1992).
MSC:  62M09 62F12
PDFBibTeX XMLCite

Estimation of unknown parameters of an almost periodic signal from controlled bilinear observations. (English. Russian original) Zbl 0793.93011

Autom. Remote Control 53, No. 3, Pt. 1, 376-383 (1992); translation from Avtom. Telemekh. 1992, No. 3, 65-73 (1992).
MSC:  93B07 93A30
PDFBibTeX XMLCite

Asymptotic behaviour of empirical estimators in stochastic programming problems. (English. Russian original) Zbl 0748.90046

Sov. Math., Dokl. 42, No. 3, 751-753 (1991); translation from Dokl. Akad. Nauk SSSR 315, No. 2, 279-281 (1990).
MSC:  90C15
PDFBibTeX XMLCite

A class of inventory control models. (English. Russian original) Zbl 0800.90379

Ermol’ev, Yu. M. (ed.), Mathematical methods for the analysis of complex stochastic systems. Collection of scientific works. Kiev: Institut Kibernetiki Im. V. M. Glushkova AN USSR, 7-11, I (1988).
MSC:  90B05
PDFBibTeX XMLCite

Filter Results by …

Document Type

all top 5

Author

all top 5

Year of Publication

all top 3

Main Field

Biographic Reference

Software