We consider the problem of minimizing the shortfall risk when the aim is to hedge a contingent claim in a binomial market model and the initial capital is insufficient for a perfect hedge. This problem has been solved under complete information on the underlying model in [3].  We present two...

The paper deals with a class of semi-Markov control models with Borel state and control spaces, possibly unbounded costs, and unknown holding times distribution H. Assuming that H does not depend on state-action pairs, we combine suitable methods of statistical estimation of H with control...

This paper is concerned with decentralized tracking-type games for large population multi-agent systems with mean-field coupling. The individual dynamics are described by stochastic discrete-time auto-regressive models with exogenous inputs (ARX models), and coupled by terms of the unknown...

The article is devoted to research of approaches to introduction of the system of adaptive control on the enterprises of railway transport, the process of its integration in the existent system of management is considered in particular.

The article is devoted research of adaptive control, the mechanism of adaptive control and sequence of his realization is developed organizational-economic on the enterprises of railway transport.

The theoretical aspects of adaptive control by an enterprise in a competition environment are considered.

Paper is devoted to formation and development of adaptive management, assessment of their adaptive capacity, strengthen the market position and their potential without investment growth, assess the impact of uncertainty external and internal environment to make decisions in the process of...

In this work, an adaptive controller for bioreactors, using the measurement of output gas flow rate to handle the uncertainty on biomass concentration and kinetic rate is developed. A mass–balance model based on a unique reaction pathway to represent the input–output behavior is considered....

В статье рассматриваются концептуальные положения формирования модельного базиса оценки, анализа и прогнозирования финансовой безопасности государства (ФБГ)....

Рассматривается адаптивное управление угловым боковым движением беспилотного летательного аппарата при слежении за командным сигналом по углу рыскания и...