УДК 519. 21

П.С. КНОПОВ
Інститут кібернетики ім. В.М. Глушкова НАН України, Київ, Україна,
 knopov1@yahoo.com

ОПТИМІЗАЦІЯ ТА ІДЕНТИФІКАЦІЯ СТОХАСТИЧНИХ СИСТЕМ

СПИСОК ЛІТЕРАТУРИ

1. Ермольев Ю.М. Методы стохастического программирования. Москва: Наука, 1976. 240 с.


2. Ermoliev Yu.M., Wets R. (eds.) Techniques for stochastic optimization. Berlin: Springer, 1988. 571 p.


3. Каниовский Ю.М., Кнопов П.С., Некрылова З.В. Предельные теоремы для процессов стохастического программирования. Киев: Наук. думка, 1980. 156 с.


4. Ermoliev Y.M., Norkin V.I. On nonsmooth and discontinuous problems of stochastic systems optimization. European J. of Oper. Res. 1997. N 2. P. 230–243.


5. Ermoliev Y., Leonardi G. Some proposals for stochastic facility locations models. Mathematical model. 1982. Vol. 5, N 5. P. 407–420.


6. Keyzer M., Ermoliev Y. Modeling producer decisions in a spatial continuum. The Theory of Markets. Herings P., Van der Laan G., Talman A. (eds.). Amsterdam; Oxford; New York: North-Holland, 1999. P. 281–305.


7. Ermoliev Y., Nedeva C. Stochastic optimization problem with partially known distribution 5 functions. Laxenburg, Austria: Intern. In-t for App. Systems Analysis. cp-82-60, 1982. 16 р.


8. Ermoliev Yu., Gaivoronski A., Nedeva S. Stochastic optimization problems with incomplete information on distribution functions. SIAM J. Control Optim. 1985. Vol. 23, N 56. P. 697–716.


9. Norkin V.I., Pflug G.Ch., Ruszczynski A. A branch and bound method for stochastic global optimization. Math. Program. 1998. Vol. 83. P. 425–450.


10. Ermoliev Y.M., Norkin V.I. Stochastic optimization of risk functions. Marti K., Ermoliev Y., Pflug G. (eds.): Dynamic stochastic optimization. Berlin; Heidelberg: Springer, 2004. P. 225–247.


11. Knopov P.S., Sergienko I.V. Some scientific results of Yu.M. Ermoliev and his school in modern stochastic optimization theory. Cybernetics and Systems Analysis. 2011. Vol. 47, N 6. P. 835–853.


12. Knopov P.S., Kasitskaya E.I. Large deviations of empirical estimates in stochastic programming problems. Kibernetika i Sistemnyj Analiz. 2004. Vol. 40, N 4. P. 52–60.


13. Knopov P.S., Kasitskaya E.J. Properties of empirical estimates in stochastic optimization and identification problems. Annals of Operations Research. 1995. Vol. 56, N 1. P. 225–239.


14. Knopov P.S. Asymptotic properties of some classes of M-estimates. Cybernetics and Systems Analysis. 1997. Vol. 33, N 4. P. 468–481.


15. Knopov P.S., Kasitskaya, E.J. On large deviations of empirical estimates in a stochastic programming problem with time-dependent observations. Cybernetics and Systems Analysis. 2010. Vol. 46, N 5. P. 724–728.


16. Golodnikov A.N., Ermoliev Yu.M., Knopov P.S. Estimating reliability parameters under insufficient information. Cybernetics and Systems Analysis. 2010. Vol. 46, N 3. P. 443–459.


17. Golodnikov A.N., Knopov P.S., Pepelyaev V.A. Estimation of reliability parameters under incomplete primary information. Theory and Decision. 2004. Vol. 57, N 4. P. 331–344.


18. Knopov P.S., Pepelyaev V.A. Nonparametric estimate of almost periodic signals. Cybernetics and Systems Analysis. 2007. Vol. 43, N 3. P. 362–367.


19. Ermoliev Yu.M., Ermolieva T.Y., MacDonald G.J., Norkin V.I. Insurability of catastrophic risks: the stochastic optimization model. Optimization. 2000. Vol. 47. P. 251–265.


20. Ermoliev Y.M., Ermolieva T.Y., MacDonald G., Norkin V.I. Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks. Annals of Oper. Res. 2000. Vol. 99. P. 207–225.


21. Mikhalevich V.S., Knopov P.S., Golodnikov A.N. Mathematical models and methods of riks assessment in ecologically hazardous industries. Cybernetics and Systems Analysis. 1994. Vol. 30, N 2. P. 259–273.


22. Golodnikov A.N., Ermoliev Yu.M., Ermolieva T.Yu., Knopov P.S., Pepelyaev V.A. Integrated modeling of food security management in Ukraine. I. Models for management of the economic availability of food. Cybernetics and Systems Analysis. 2013. Vol. 49, N 1. P. 26–35.


23. Golodnikov A.N., Ermoliev Yu.M., Ermolieva T.Yu., Knopov P.S., Pepelyaev V.A. Integrated modeling of food security management in Ukraine. II. Models for structural optimization of agricultural production under risk. Cybernetics and Systems Analysis. 2013. Vol. 49, N 2. P. 217–228.


24. Marti K., Ermoliev Yu., Makowski M. Coping with uncertainty. Robust solutions. Lecture Notes in Economics and Mathematical Systems. Berlin; Heidelberg: Springer, 2010. 277 p.


25. Pepelyaev V.A., Golodnikova N.A. Mathematical methods for crop losses risk evaluation and account for sown areas planning. Cybernetics and Systems Analysis. 2014. Vol. 50, N 1. P. 60–67.


26. Norkin V.I., Gaivoronski A.A., Zaslavsky V.A., Knopov P.S. Models of the optimal resource allocation for the critical infrastructure protection. Cybernetics and Systems Analysis. 2018. Vol. 54, N 5. P. 696–706.


27. Haivoronskyy O.O., Ermoliev Y.M., Knopov P.S., Norkin V.I. Mathematical modeling of distributed catastrophic and terrorist. Cybernetics and Systems Analysis. 2015. Vol. 51, N 1. P. 85–95.


28. Ermoliev Y., Ermolieva T., Kahil T., ...Gorbachuk V., Knopov P. Stochastic optimization models for risk-based reservoir management. Cybernetics and Systems Analysis. 2019. Vol. 55, N 1. P. 55–64.


29. Pepelyaev V.A., Golodnikov A.N., Golodnikova N.A. Reliability optimization in plant production. Cybernetics and Systems Analysis. 2022. Vol. 58, N 1. P. 191–196.