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Information × Registration Number 0222U003797, 0117U000329 , R & D reports Title To develop numerical methods for solving infinite dimensional problems of stochastic programming for optimizing multi-criteria stochastic systems popup.stage_title Head Knopov Pavlo S., Registration Date 30-05-2022 Organization V.M. Glushkov Institute of Cybernetics of the National Academy of Sciences of Ukraine popup.description2 Object of research: Economic, ecological and technological complex systems. Problems of optimization and robust estimation, theory of optimal control of random processes and fields, modeling of stochastic systems. Objectives: 1. Develop new models of complex multicomponent and multilevel stochastic systems, described by discrete and continuous Markov and semi-Markov processes and fields, stochastic processes and fields on graphs. 2. Develop and substantiate methods of optimization and optimal stochastic control of such systems in the presence of a priori constraints. 3. Develop numerical methods for solving them with application to the problems of optimizing the functioning of complex stochastic systems, systems with distributed parameters, statistical evaluation and forecasting, solving dynamic problems of financial and actuarial mathematics. Research methods: methods of nonlinear non-smooth analysis, convex and non-convex stochastic programming, methods of forecasting theory, statistical estimation and optimal control of random processes and fields, methods of large deviations for stochastic optimization problems with dependent observations. Results and their novelty: 1. The theory of infinite-dimensional problems of stochastic optimization is developed, in particular, the theory of convex infinite-dimensional stochastic programming and the theory of stochastic duality. 2. Stochastic differential calculus for complex stochastic functionals determined on the trajectories of random processes and realizations is developed. 3. Methods of stochastic control for random processes with values in infinite-dimensional space are developed. 4. Methods of optimal control for dynamic stochastic systems generated by fractional Brownian motion are developed. 5. Methods of stochastic optimization and approximation of its infinite-dimensional problems by finite-dimensional ones are developed. 6. Methods of research of parametric and nonparametric regression models with a wide  Product Description popup.authors Ermolenko Lyubov I. Atoev Kostyantyn L. Bila Halyna D. Bogdanov Oleksandr V. Golodnikov Oleksandr M. Horbachuk Vasyl M. Kasytska Yevgeniia Yo. Kyrylyuk Volodymyr S. Kolesnik Yurii S. Norkin Volodymyr І. Pepeliaieva Tetiana V. Samosonok Oleksandr S. Spyga Serhii P. popup.nrat_date 2022-05-30 Close