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Publications in Math-Net.Ru
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Models with uncertain volatility
Vestnik YuUrGU. Ser. Mat. Model. Progr., 16:3 (2023), 5–19
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Approximation of supremum and infimum processes as a stochastic approach to the providing of homeostasis
Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr., 18:1 (2022), 5–17
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Control in binary models with disorder
Vestnik YuUrGU. Ser. Mat. Model. Progr., 15:3 (2022), 67–82
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Optimal control problems with disorder
Avtomat. i Telemekh., 2019, no. 8, 64–75
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Random search methods for the solution of a Stackelberg game of resource allocation
Contributions to Game Theory and Management, 12 (2019), 37–48
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Evolutionary methods for solving dynamic resourse allocation problems
Mat. Teor. Igr Pril., 10:1 (2018), 5–22
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The evolution modeling in the problems of control of stable development of active systems
Mat. Teor. Igr Pril., 8:4 (2016), 14–29
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Signal filtering with jumps during discrete time and under finite horizon
SPbSPU Journal. Physics and Mathematics, 2014, no. 2(194), 137–144
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The combined Monte-Carlo method to calculate the capital of the optimal portfolio in nonlinear models of financial indexes
Sib. Èlektron. Mat. Izv., 11 (2014), 1021–1034
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Random walks with missing summands
Sib. Zh. Ind. Mat., 16:4 (2013), 21–28
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