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Found 3 Documents (Results 1–3)

An approach to solving input reconstruction problems in stochastic differential equations: dynamic algorithms and tuning their parameters. (English) Zbl 1528.60061

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:  60H10 49N45 93B30
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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
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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
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