Сложные системы
- Control of markov chains with constraints
B.M. Miller, G.B. Miller, K.V. SiemenikhinThe problem of the optimal control of a Markov chain with a finite state space is considered. We consider a non-stationary finite horizon problem with constraints, which are given as a
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- Minimax-optimal portfolio selection by probability criterion under uncertainty
E.N. Platonov, E.Yu. IgnashchenkoThe problem of optimization of an investment portfolio by the mean-square criterion was stated and solved by H. Markowitz [1, 2]. The distribution low of returns from financial instruments in the portfolio
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- Nonparametric estimation of copula with application to web traffic data
N.M. MarkovichWe consider the nonparametric kernel-based estimation of bivariate copula for heavy-tailed marginal distributions. The adaptation to the data is provided by means of specific bandwidth selection in the kernel-based estimates and
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- Bounded nuisance rejection and redundant sensor network
F. Harrou, L. Fillatre, I. NikiforovDealing with nuisance parameters is an important issue in monitoring safety-critical complex systems by using a redundant sensor network. Distinguishing the parameters of interest and the nuisance parameters is necessary because
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- Optimal input design using new evolutionary algorithms
C. SerenIn aviation industry, the flight dynamics model is a major concern for each new aircraft development during which it is commonly used to: - analyze the handling qualities of the new
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- Approach to verification of mixed-signal non-linear objects
V. Zagursky, D. BliznjukIn this paper we propose an verification (identification) procedure applicable to mixed signal non-linear objects if structure of them are close to the Hammerstein model. Decomposition of the static characteristic is
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- Macromodel for uncertainty estimation of mixed signal system elements under extreme operating conditions
V. Zagursky, A. MorozovsThe paper deals with the problem of creating a qualitatively adequate macro model of elements of analog-digital and digital systems under extreme operating conditions. The macro model takes account of connections
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- Gaussian path integrals in quantum mechanical theory of affine optimal feedback control systems
T. ItamiWe present a method how to calculate “Gaussian path integrals” that represent quantum mechanical fluctuation around optimal paths in a new linear framework of feedback optimization in affine nonlinear optimal control.
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- Piecewise constant control of dynamics evolving on lie groups: a simple case study
S. Monaco, D. Normand-Cyrot, P. DiThe paper deals with the constructive controllability problem under piecewise constant control for systems evolving on matrix Lie groups.
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- Some results on localization problem of compact invariant sets and synchronization problem of the fourdimensional rössler system
K.E. Starkov, J.D. ReyesLocalization problem of compact invariant sets of the fourdimensional Rössler system is considered in this paper. The main interest is attracted to a localization of periodic orbits. We establish a number
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- Identification problems for the stationary models of hydrodynamics and heat transfer
G.V. Alekseev, R.V. Brizitskiy, D.A. TereshkoInverse identification problems arising in heat transfer are studied. The problems consist in finding some unknown parameters of source densities from a certain information on the solution. We study solvability of
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- Detecting mixed-mode oscillations due to compressor blade flutter
B.G. KukharenkoThe paper presents a study of time-evolving compressor blade flutter. The compressor rotation frequency is a natural control parameter of the blade flutter. It has been found that, as the compressor
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