Kuznetsov, D. F.
Published in
Automation and Remote Control
The paper was devoted to developing numerical methods with the orders 1.5 and 2.0 of strong convergence for the multidimensional dynamic systems under random perturbations obeying stochastic differential Ito equations. Under the assumption of a special mean-square convergence criterion, attention was paid to the methods of numerical modeling of the...
Kuznetsov, D. F.
Published in
Automation and Remote Control
Numerical modeling methods with a strong convergence of order 2.5 are developed for the multidimensional dynamic systems under random perturbations described by Itô stochastic differential equations. Special attention is paid to the numerical modeling methods of the multiple Itô stochastic integrals of multiplicities 1–5 in terms of the mean-square...
Ereshko, F. I. Mushkov, A. Yu. Turko, N. I. Tsvirkun, A. D.
Published in
Automation and Remote Control
The work continues the research by the present authors on the management of industrial and infrastructure systems in accordance with the global trend in the digitalization of the economy. A description of the initial fundamental foundations of the ongoing developments and a review of domestic experience in the use of mathematical models, informatio...
Pikina, G. A. Pashchenko, F. F.
Published in
Automation and Remote Control
Abstract We derive an algorithm of a time optimal (maximum speed) controller for a third-order dynamical system. A model with an extreme second-order transient response with delay was adopted as the object of research; the constant speed electric actuator is represented by an integrator. The synthesis is based on the Pontryagin maximum principle an...
Khrustalev, M. M. Tsarkov, K. A.
Published in
Automation and Remote Control
Abstract We study the problem of optimizing a dynamic stochastic state-linear and control-nonlinear system operating on an infinite time horizon with respect to a quadratic cost functional. Several algorithms for the successive improvement of a given time-varying program control are proposed. They can be used, in particular, for designing high-perf...
Ivanov, S. V. Merzlikina, S. D.
Published in
Automation and Remote Control
Abstract A bimatrix game with deterministic payoffs and mixed strategies is considered. The probability and quantile functions of the players’ losses (payoffs taken with the opposite sign) are defined. The problem of search for a Nash equilibrium is considered for these functions. It is shown that the game with probability criteria is reduced to a ...
Ibragimov, D. N. Novozhilin, N. M. Portseva, E. Yu.
Published in
Automation and Remote Control
Abstract We consider the solution of the speed problem for linear time-varying discrete-time systems with convex control constraints. A method is proposed for reducing the general case of the speed problem to the case of linear control constraints using polyhedral approximation algorithms. Sufficient optimality conditions for the guaranteed solutio...
Arakelyan, E. K. Andryushin, A. V. Mezin, S. V. Kosoy, A. A. Yagupova, Yu. Yu. Pashchenko, F. F.
Published in
Automation and Remote Control
Abstract The article is devoted to the formulation of the problem of choosing the optimal operating modes for the equipment of cogeneration and condensing power plants with a complex composition of equipment on the basis of multicriteria optimization taking into account the factors of efficiency, reliability, and environmental friendliness. The gen...
Vytovtov, K. A. Barabanova, E. A.
Published in
Automation and Remote Control
Abstract The article deals with an inhomogeneous Markov process with finitely many discrete states, continuous time, and piecewise constant transition intensities. For the first time, analytical expressions are presented that describe both the transient and steady-state modes of the random process. To solve this problem, the fundamental matrix of t...
Melikov, A. Z. Shahmaliyev, M. O. Nair, S. S.
Published in
Automation and Remote Control
Abstract Markov models of queuing systems with perishable stocks and an infinite buffer are studied using two replenishment policies. In one of them, the volume of orders is constant, while the other depends on the current level of stocks. Customers can join the queue even when the inventory level is zero. After the service is completed, customers ...
