Rozenberg, Valeriy An approach to solving input reconstruction problems in stochastic differential equations: dynamic algorithms and tuning their parameters. (English) Zbl 07730565 Khachay, Michael (ed.) et al., Mathematical optimization theory and operations research. 22nd international conference, MOTOR 2023, Ekaterinburg, Russia, July 2–8, 2023. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13930, 394-408 (2023). MSC: 90Cxx 90Bxx PDF BibTeX XML Cite \textit{V. Rozenberg}, Lect. Notes Comput. Sci. 13930, 394--408 (2023; Zbl 07730565) Full Text: DOI
Rozenberg, V. L. Reconstruction problem with incomplete information for a quasilinear stochastic differential equation. (English. Russian original) Zbl 1505.93289 Comput. Math. Math. Phys. 62, No. 11, 1838-1848 (2022); translation from Zh. Vychisl. Mat. Mat. Fiz. 62, No. 11, 1840-1850 (2022). MSC: 93E20 93C15 60H10 PDF BibTeX XML Cite \textit{V. L. Rozenberg}, Comput. Math. Math. Phys. 62, No. 11, 1838--1848 (2022; Zbl 1505.93289); translation from Zh. Vychisl. Mat. Mat. Fiz. 62, No. 11, 1840--1850 (2022) Full Text: DOI
Rozenberg, V. L. Reconstruction of external actions under incomplete information in a linear stochastic equation. (English. Russian original) Zbl 1365.93531 Proc. Steklov Inst. Math. 296, Suppl. 1, S196-S205 (2017); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 22, No. 2 (2016). MSC: 93E12 60H10 93C05 93B17 93B40 PDF BibTeX XML Cite \textit{V. L. Rozenberg}, Proc. Steklov Inst. Math. 296, S196--S205 (2017; Zbl 1365.93531); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 22, No. 2 (2016) Full Text: DOI