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Information × Registration Number 0221U104616, 0118U001115 , R & D reports Title To develop methods and algorithms for solving unlinear problems of stochastic optimithations and identifications in economics and technics popup.stage_title Head Knopov Pavlo S, Registration Date 05-04-2021 Organization V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine popup.description2 Object of research: Economic, ecological and technological complex systems. Problems of optimization and evaluation, random Markov field processes, methods of system risk assessment, modeling of stochastic systems. Objectives: 1. To develop fundamentally new mathematical methods of risk assessment to solve non-standard problems in the field of economics, technology and biology. 2. Apply the developed methods in solving applied problems for the development of optimal policy in agriculture, water management, epidemiology, etc. Research methods: methods of nonlinear non-smooth analysis, theory of random processes and fields, mathematical statistics, optimization, convex and non-convex stochastic programming. Results and their novelty: 1. The properties of risk measures in form of infimal convolution are studied. Their dual representation, subdifferential, extremum conditions, appearance in optimization, etc. are described. 2. The method of ranking threats to sustainable economic development in the conditions of resource deficit is constructed, the management scenarios minimizing complex risks are defined. 3. A generalized model of risk assessment of "threat-vulnerability-consequences" type under uncertainty and stochastic conditions in the model parameters is constructed. 4. The problem of statistical estimation of parameters of stochastic systems with random fields is investigated. New numerical algorithms for finding their estimates have been developed. 5. Statistical methods for modeling and studying the mechanical properties of experimental alloys are constructed. 6. A new model of stochastic dynamic optimization for water balance management in the reservoir management zone is proposed. 7. The model of diversification of agricultural crops on the basis of simulation modeling, intended for designing and development of optimum structure of sown areas is offered. 8. Mathematical methods for modeling important classes of epidemiological processes have been developed. Product Description popup.authors Ermolenko Lyubov I Atoev Kostyantyn L Bila Galyna D Bogdanov Olexandr V Golodnikov Olexandr M Gorbachuk Vasyl M Kasytska Evgeniya Yo Kyrylyuk Volodymyr S Kolesnik Yuriy S Norkin Volodymyr I Pepelyeva Tetyana V Samosyenok Olexandr S Spyga Sergiy P popup.nrat_date 2021-04-05 Close
R & D report
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Head: Knopov Pavlo S. To develop methods and algorithms for solving unlinear problems of stochastic optimithations and identifications in economics and technics. (popup.stage: ). V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine. № 0221U104616
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Updated: 2026-03-26