Palamarchuk Ekaterina S

Publications in Math-Net.Ru

1. On asymptotic behavior of solutions of multivariate linear stochastic differential equations with multiplicative noise
   
   Teor. Veroyatnost. i Primenen., 69:3 (2024),  472–495
2. Optimal linear-quadratic regulator for a stochastic system under mutually inverse time preferences in the cost
   
   Teor. Veroyatnost. i Primenen., 68:1 (2023),  38–56
3. On optimal control in the problem of long-run tracking the exponential Ornstein—Uhlenbeck process
   
   Sib. Zh. Ind. Mat., 25:4 (2022),  116–135
4. On optimal linear regulator with polynomial process of external excitations
   
   Teor. Veroyatnost. i Primenen., 67:4 (2022),  672–687
5. On optimal stochastic linear quadratic control with inversely proportional time-weighting in the cost
   
   Teor. Veroyatnost. i Primenen., 67:1 (2022),  37–56
6. Optimal control for a linear quadratic problem with a stochastic time scale
   
   Avtomat. i Telemekh., 2021, no. 5,  20–34
7. Optimal superexponential stabilization of solutions of linear stochastic differential equations
   
   Avtomat. i Telemekh., 2021, no. 3,  98–111
8. Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional
   
   Avtomat. i Telemekh., 2020, no. 1,  67–80
9. On upper functions for integral quadratic functionals based on time-varying Ornstein–Uhlenbeck process
   
   Teor. Veroyatnost. i Primenen., 65:1 (2020),  23–41
10. On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded on infinity
    
    Avtomat. i Telemekh., 2019, no. 2,  64–80
11. On upper functions for anomalous diffusions governed by time-varying Ornstein–Uhlenbeck process
    
    Teor. Veroyatnost. i Primenen., 64:2 (2019),  258–282
12. Optimization of the superstable linear stochastic system applied to the model with extremely impatient agents
    
    Avtomat. i Telemekh., 2018, no. 3,  61–75
13. An analytic study of the Ornstein–Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions
    
    Avtomat. i Telemekh., 2018, no. 2,  109–121
14. On the Generalization of Logarithmic Upper Function for Solution of a Linear Stochastic Differential Equation with a Nonexponentially Stable Matrix
    
    Differ. Uravn., 54:2 (2018),  195–201
15. Analysis of the asymptotic behavior of the solution to a linear stochastic differential equation with subexponentially stable matrix and its application to a control problem
    
    Teor. Veroyatnost. i Primenen., 62:4 (2017),  654–669
16. Analysis of criteria for long-run average in the problem of stochastic linear regulator
    
    Avtomat. i Telemekh., 2016, no. 10,  78–92
17. Stabilization of linear stochastic systems with a discount: modeling and estimation of the long-term effects from the application of optimal control strategies
    
    Mat. Model., 27:1 (2015),  3–15
18. Stochastic optimality in the portfolio tracking problem involving investor’s temporal preferences
    
    UBS, 56 (2015),  123–142
19. Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process
    
    Zh. Vychisl. Mat. Mat. Fiz., 54:1 (2014),  89–103
20. On stochastic optimality for a linear controller with attenuating disturbances
    
    Avtomat. i Telemekh., 2013, no. 4,  110–128
21. On a linear stochastic control problem with super exponentially stable state matrix and application to a model with extremely impatient agents
    
    Avtomat. i Telemekh.,  0
22. Analytical study of a time-varying Ornstein-Uhlenbeck process for anomalous diffusion modeling
    
    Avtomat. i Telemekh.,  0