activity
20132026
most citedBackward stochastic differential equation approach to modeling of gene expression

7 citations · 12 across the 8 of their papers we have counts for

collaborators

8 papers

math.OC2026

Exact Cost-Increment Formula for Optimal Control of Semilinear Evolution Equations

Roman Chertovskih, Nikolay Pogodaev, Maxim Staritsyn +1

We address optimal control of semilinear evolution equations on Banach spaces with finitely many control channels, a framework encompassing a broad class of infinite-dimensional dy…

math.OC2025

Indirect methods in optimal control on Banach spaces

Roman Chertovskih, Nikolay Pogodaev, Maxim Staritsyn +1

This work focuses on indirect descent methods for optimal control problems governed by nonlinear ordinary differential equations in Banach spaces, viewed as abstract models of dist…

q-fin.ST2025

Convolutional Attention in Betting Exchange Markets

Rui Gonçalves, Vitor Miguel Ribeiro, Roman Chertovskih +1

This study presents the implementation of a short-term forecasting system for price movements in exchange markets, using market depth data and a systematic procedure to enable a fu…

math.OC2025

From Few-Shot Optimal Control to Few-Shot Learning

Roman Chertovskih, Nikolay Pogodaev, Maxim Staritsyn +1

We present an approach to solving unconstrained nonlinear optimal control problems for a broad class of dynamical systems. This approach involves lifting the nonlinear problem to a…

math.OC2024

On Minimum-Dispersion Control of Nonlinear Diffusion Processes

Roman Chertovskih, Nikolay Pogodaev, Maxim Staritsyn +1

This work collects some methodological insights for numerical solution of a "minimum-dispersion" control problem for nonlinear stochastic differential equations, a particular relax…

math.OC2023★ 3 cited

Optimal control of distributed ensembles with application to Bloch equations

Roman Chertovskih, Nikolay Pogodaev, Maxim Staritsyn +1

Motivated by the problem of designing robust composite pulses for Bloch equations in the presence of natural perturbations, we study an abstract optimal ensemble control problem in…

math.OC2023★ 2 cited

Optimization of external stimuli for populations of theta neurons via mean-field feedback control

Roman Chertovskih, Nikolay Pogodaev, Maxim Staritsyn +2

We study a problem of designing ``robust'' external excitations for control and synchronization of an assembly of homotypic harmonic oscillators representing so-called theta neuron…

physics.bio-ph2013★ 7 cited

Backward stochastic differential equation approach to modeling of gene expression

Evelina Shamarova, Roman Chertovskih, Alexandre F. Ramos +1

In this article, we introduce a novel backward method to model stochastic gene expression and protein level dynamics. The protein amount is regarded as a diffusion process and is d…