Institution
Central Economics and Mathematics Institute
Facility•Moscow, Russia•
About: Central Economics and Mathematics Institute is a facility organization based out in Moscow, Russia. It is known for research contribution in the topics: Population & Foreign-exchange reserves. The organization has 297 authors who have published 580 publications receiving 6449 citations. The organization is also known as: Federal State Institution of Science Central Economics and Mathematics Institute of the Russian Academy of Sciences.
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18 Dec 2018
TL;DR: In this article, a linear-quadratic control problem where a time parameter evolves according to a stochastic time scale is considered and an optimal infinite-time control law under criteria similar to the long-run averages is obtained.
Abstract: We consider a linear-quadratic control problem where a time parameter evolves according
to a stochastic time scale. The stochastic time scale is defined via a stochastic process with
continuously differentiable paths. We obtain an optimal infinite-time control law under criteria
similar to the long-run averages. Some examples of stochastic time scales from various
applications have been examined.
Authors
Showing all 315 results
| Name | H-index | Papers | Citations |
|---|---|---|---|
| Boris Mirkin | 35 | 178 | 6722 |
| Yuri Kabanov | 26 | 85 | 3396 |
| L. V. Chernysheva | 24 | 167 | 1867 |
| Igor V. Evstigneev | 21 | 129 | 1838 |
| Alexander Zeifman | 21 | 177 | 1502 |
| Vladimir Popov | 20 | 169 | 2041 |
| Vyacheslav V. Kalashnikov | 19 | 109 | 1217 |
| Vladimir I. Danilov | 18 | 165 | 1255 |
| Victor Polterovich | 17 | 126 | 1145 |
| Ernst Presman | 15 | 41 | 875 |
| Andrei Dmitruk | 13 | 51 | 604 |
| Anatoly Peresetsky | 13 | 45 | 617 |
| Anton Oleinik | 12 | 55 | 495 |
| Vladimir Rotar | 11 | 28 | 577 |
| Nikolai B. Melnikov | 11 | 72 | 323 |