Optimal control and estimation of the stochasic systems, stochastic optimization.
Main publications:
Pavel S. Knopov and Evgeniya J. Kasitskaya, Empirical Estimates in Stochastic optimization and Identification, Applied Optimization, 71, Kluwer Academic Publishers, Dordrecht–Boston–London, 2002, 250 pp.
Ruslan K. Chornei, Hans Daduna and Pavel S. Knopov, Control of Spatially Structured Random Processes and Random Fields with Applications, Nonconvex Optimization and Applications, 86, Springer, 2006, 261 pp.
