Persons: Palamarchuk, Ekaterina S

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Palamarchuk, Ekaterina S

Statistics Math-Net.Ru
Total publications:	23
Scientific articles:	23
Presentations:	2

Number of views:
This page:	587
Abstract pages:	4625
Full texts:	910
References:	788

Candidate of physico-mathematical sciences

https://www.mathnet.ru/eng/person80981

List of publications on Google Scholar

https://zbmath.org/authors/ai:palamarchuk.e-s

https://mathscinet.ams.org/mathscinet/MRAuthorID/1053511

https://www.scopus.com/authid/detail.url?authorId=55657241600

	Publications in Math-Net.Ru	Citations
	2024
1.	E. S. Palamarchuk, “On asymptotic behavior of solutions of multivariate linear stochastic differential equations with multiplicative noise”, Teor. Veroyatnost. i Primenen., 69:3 (2024), 472–495
	2023
2.	E. S. Palamarchuk, “Optimal linear-quadratic regulator for a stochastic system under mutually inverse time preferences in the cost”, Teor. Veroyatnost. i Primenen., 68:1 (2023), 38–56 ; Theory Probab. Appl., 68:1 (2023), 31–45
	2022
3.	E. S. Palamarchuk, “On optimal control in the problem of long-run tracking the exponential Ornstein—Uhlenbeck process”, Sib. Zh. Ind. Mat., 25:4 (2022), 116–135
4.	E. S. Palamarchuk, “On optimal linear regulator with polynomial process of external excitations”, Teor. Veroyatnost. i Primenen., 67:4 (2022), 672–687 ; Theory Probab. Appl., 67:4 (2022), 535–547
5.	E. S. Palamarchuk, “On optimal stochastic linear quadratic control with inversely proportional time-weighting in the cost”, Teor. Veroyatnost. i Primenen., 67:1 (2022), 37–56 ; Theory Probab. Appl., 67:1 (2022), 28–43	1
	2021
6.	E. S. Palamarchuk, “Optimal control for a linear quadratic problem with a stochastic time scale”, Avtomat. i Telemekh., 2021, no. 5, 20–34 ; Autom. Remote Control, 82:5 (2021), 759–771
7.	E. S. Palamarchuk, “Optimal superexponential stabilization of solutions of linear stochastic differential equations”, Avtomat. i Telemekh., 2021, no. 3, 98–111 ; Autom. Remote Control, 82:3 (2021), 449–459	1
	2020
8.	E. S. Palamarchuk, “Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional”, Avtomat. i Telemekh., 2020, no. 1, 67–80 ; Autom. Remote Control, 81:1 (2020), 53–63	1
9.	E. S. Palamarchuk, “On upper functions for integral quadratic functionals based on time-varying Ornstein–Uhlenbeck process”, Teor. Veroyatnost. i Primenen., 65:1 (2020), 23–41 ; Theory Probab. Appl., 65:1 (2020), 17–31	1
	2019
10.	E. S. Palamarchuk, “On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded on infinity”, Avtomat. i Telemekh., 2019, no. 2, 64–80
11.	E. S. Palamarchuk, “On upper functions for anomalous diffusions governed by time-varying Ornstein–Uhlenbeck process”, Teor. Veroyatnost. i Primenen., 64:2 (2019), 258–282 ; Theory Probab. Appl., 64:2 (2019), 209–228	2
	2018
12.	E. S. Palamarchuk, “Optimization of the superstable linear stochastic system applied to the model with extremely impatient agents”, Avtomat. i Telemekh., 2018, no. 3, 61–75 ; Autom. Remote Control, 79:3 (2018), 439–450	4
13.	E. S. Palamarchuk, “An analytic study of the Ornstein–Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions”, Avtomat. i Telemekh., 2018, no. 2, 109–121 ; Autom. Remote Control, 79:2 (2018), 289–299	5
14.	E. S. Palamarchuk, “On the Generalization of Logarithmic Upper Function for Solution of a Linear Stochastic Differential Equation with a Nonexponentially Stable Matrix”, Differ. Uravn., 54:2 (2018), 195–201 ; Differ. Equ., 54:2 (2018), 193–200	8
	2017
15.	E. S. Palamarchuk, “Analysis of the asymptotic behavior of the solution to a linear stochastic differential equation with subexponentially stable matrix and its application to a control problem”, Teor. Veroyatnost. i Primenen., 62:4 (2017), 654–669 ; Theory Probab. Appl., 62:4 (2018), 522–533	5
	2016
16.	E. S. Palamarchuk, “Analysis of criteria for long-run average in the problem of stochastic linear regulator”, Avtomat. i Telemekh., 2016, no. 10, 78–92 ; Autom. Remote Control, 77:10 (2016), 1756–1767	8
	2015
17.	E. S. Palamarchuk, “Stabilization of linear stochastic systems with a discount: modeling and estimation of the long-term effects from the application of optimal control strategies”, Matem. Mod., 27:1 (2015), 3–15 ; Math. Models Comput. Simul., 7:4 (2015), 381–388	10
18.	E. S. Palamarchuk, “Stochastic optimality in the portfolio tracking problem involving investor’s temporal preferences”, UBS, 56 (2015), 123–142 ; Autom. Remote Control, 78:8 (2017), 1523–1536
	2014
19.	E. S. Palamarchuk, “Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process”, Zh. Vychisl. Mat. Mat. Fiz., 54:1 (2014), 89–103 ; Comput. Math. Math. Phys., 54:1 (2014), 83–96	15
	2013
20.	T. A. Belkina, E. S. Palamarchuk, “On stochastic optimality for a linear controller with attenuating disturbances”, Avtomat. i Telemekh., 2013, no. 4, 110–128 ; Autom. Remote Control, 74:4 (2013), 628–641	16

21.	E. S. Palamarchuk, “On a linear stochastic control problem with super exponentially stable state matrix and application to a model with extremely impatient agents”, Avtomat. i Telemekh., 0
22.	E. S. Palamarchuk, “Analytical study of a time-varying Ornstein-Uhlenbeck process for anomalous diffusion modeling”, Avtomat. i Telemekh., 0

Presentations in Math-Net.Ru

1.	О неэргодических критериях оптимальности для линейных стохастических систем управления с переменными коэффициентами E. S. Palamarchuk Principle Seminar of the Department of Probability Theory, Moscow State University November 6, 2024 16:45
2.	On efficient optimality criteria in linear stochastic control problems E. S. Palamarchuk School on Stochastics and Financial Mathematics September 9, 2015 17:00

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