E. S. Palamarchuk

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Person:384243

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zbMath Open palamarchuk.e-sMaRDI QIDQ384243

List of research outcomes

PublicationDate of PublicationType
Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost2023-05-10Paper
On Optimal Linear Regulator with Polynomial Process of External Excitations2023-03-30Paper
On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs2023-01-04Paper
On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost2022-05-09Paper
Time invariance of optimal control in a stochastic linear controller design with dynamic scaling of coefficients2021-11-03Paper
Optimal control for a linear quadratic problem with a stochastic time scale2021-06-23Paper
Optimal superexponential stabilization of solutions of linear stochastic differential equations2021-03-30Paper
Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional2021-01-14Paper
On Upper Functions for Integral Quadratic Functionals Based on Time-Varying Ornstein--Uhlenbeck Process2020-04-28Paper
On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity2020-01-27Paper
On Upper Functions for Anomalous Diffusions Governed by Time-Varying Ornstein--Uhlenbeck Process2019-08-29Paper
Analysis of the Asymptotic Behavior of the Solution to a Linear Stochastic Differential Equation with Subexponentially Stable Matrix and Its Application to a Control Problem2018-08-15Paper
On the generalization of logarithmic upper function for solution of a linear stochastic differential equation with a nonexponentially stable matrix2018-07-20Paper
Optimization of the superstable linear stochastic system applied to the model with extremely impatient agents2018-06-26Paper
An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions2018-06-20Paper
Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences2018-01-05Paper
Analysis of criteria for long-run average in the problem of stochastic linear regulator2017-02-03Paper
Comparison theorem for a class of Riccati differential equations and its application2016-12-27Paper
https://portal.mardi4nfdi.de/entity/Q55016202015-08-04Paper
Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process2015-01-26Paper
On stochastic optimality for a linear controller with attenuating disturbances2013-11-27Paper

Research outcomes over time


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