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Registration Number

0213U004653, 0111U002371 , R & D reports

Title

Methods of nonlinear analysis making desisions proccesses in uncertainty

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Head

Andreev Mykola Varfolomiyovych,

Registration Date

20-12-2013

Organization

Institute for Applied System Analysis at NASc and Ministry of Education of Ukraine

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Fundamental problems of optimal decision-making processes for controlled stochastic processes under stochastic uncertainty are solved: probability and statistical decision-making models under stochastic uncertainty; new optimization algorithm for Markov decision-making process without discounting and with state absorption are obtained; adaptive methods for individual and collective decision-making processes under stochastic uncertainty are developed; new information structure optimization methods for decision Markov processes. For controlled non-linear differential-operator equations, variational inequalities and evolution inclusions with multi-valued interaction functions for optimality equations methods for distributed mathematical models of making decision under uncertainty in infinite-dimensional spaces are developed. The new priori convergence estimates of highly accurate search algorithms for approximated information structure solutions are obtained.

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Є.В. Четіна
Є.Л. Самородов
І.І. Повещенко
А.А. Патіоха
В.І. Іваненко
В.М. Статкевич
Г.П. Повещенко
Л.В. Хоменко
М.В. Андрєєв
Н.В. Горбань
О.О. Морева
О.П. Купенко
О.С. Макаренко
П.О. Касьянов