3 papers
math.OC2020
Solution of the unconditional extremum problem for a liner-fractional integral functional on a set of probability measures and its application in the theory of optimal control of semi-Markov processes
P. V. Shnurkov
In this paper, a new method for solving the problem of optimal control of semi-Markov processes with finitely many states is considered. A new form of the assertion on an extremum…
math.OC2019
Solution of the Unconditional Extremal Problem for a Linear-Fractional Integral Functional Depending on the Parameter
Peter Shnurkov, Kseniia Adamova
The paper is devoted to the study of the unconditional extremal problem for a fractional linear integral functional defined on a set of probability distributions. In contrast to re…
q-fin.GN2018
Analysis of the problem of intervention control in the economy on the basis of solving the problem of tuning
Peter Shnurkov, Daniil Novikov
The paper proposes a new stochastic intervention control model conducted in various commodity and stock markets. The essence of the phenomenon of intervention is described in accor…