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E Palamarchuk
Information about the author E Palamarchuk will soon be added to the site.
Found
3 papers
in total
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Stochastic optimality in the portfolio tracking problem involving investor’s temporal preferences
2017
We consider an optimal portfolio selection problem to track a riskless reference...
Analysis of criteria for long-run average in the problem of stochastic linear regulator
2016
The optimality criteria used in the problem of stochastic linear regulator over an...
On stochastic optimality for a linear controller with attenuating disturbances
2013
For a linear stochastic control system with quadratic objective functional, we...
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