Adaptivnye metody vychislitelnoi matematiki i mekhaniki : Stokhast. variant / D. G. Arsenev, V. M. Ivanov, O. Yu. Kulchitskii. - SPb. : Nauka : S.-Peterb. izd. firma, 1996. - 366 s. : il.; 20 sm.; ISBN 5-02-024853-3
Chislennoe modelirovanie lineinykh stokhasticheskikh sistem differentsialnykh uravnenii / D. G. Arsenev, V. M. Ivanov, O. Yu. Kulchitskii. - SPb. : Nauka, 1999. - 131, [1] s. : il.; 20 sm.; ISBN 5-02-024886-x
Arsenyev D.G., M. L. Korenevskiĭ, O. Yu. Kulchitskiĭ, “Methods for the adaptive control of a network in the problem of computing the integral characteristics of complex systems”, Avtomat. i Telemekh., 2000, no. 4, 61–76; Autom. Remote Control, 61:4 (2000), 595–609
1997
2.
O. Yu. Kul'chitskii, A. E. Mozgovoi, “Nonasymptotic Estimates of Convergence Rates of Trajectories of Stochastic Approximation Algorithms”, Avtomat. i Telemekh., 1997, no. 11, 144–152; Autom. Remote Control, 58:11 (1997), 1817–1823
3.
O. Yu. Kulchitskii, D. F. Kuznetsov, “The unified Taylor–Ito Expansion”, Zap. Nauchn. Sem. POMI, 244 (1997), 186–204; J. Math. Sci. (New York), 99:2 (2000), 1130–1140
O. Yu. Kul'chitsky, “Random processes with strong average condition”, Zap. Nauchn. Sem. POMI, 228 (1996), 209–219; J. Math. Sci. (New York), 93:3 (1999), 385–391
1995
5.
V. M. Ivanov, O. Yu. Kulchitskii, “Numerical-statistical methods for finding a solution to the Dirichlet problem at separate points”, Differ. Uravn., 31:5 (1995), 882–884; Differ. Equ., 31:5 (1995), 819–822
1990
6.
O. Yu. Kulchitskii, S. V. Skrobotov, “Identification of linear dynamical stochastic systems with continuous time”, Avtomat. i Telemekh., 1990, no. 8, 106–118; Autom. Remote Control, 51:8 (1990), 1095–1104
7.
V. M. Ivanov, O. Yu. Kulchitskii, “A method for numerical solution of integral equations on a random grid”, Differ. Uravn., 26:2 (1990), 333–341; Differ. Equ., 26:2 (1990), 259–265
O. Yu. Kulchitskii, “Adaptive control of linear dynamic processes by a modified method of least squares”, Avtomat. i Telemekh., 1987, no. 1, 89–105
1986
9.
O. Yu. Kulchitskii, S. V. Skrobotov, “Adaptive algorithm of Monte Carlo type for calculating the integral characteristics of complex systems”, Avtomat. i Telemekh., 1986, no. 6, 88–95; Autom. Remote Control, 47:6 (1986), 812–818
10.
O. Yu. Kulchitskii, “Эффект ускоренной сходимости алгоритмов стохастической аппроксимации с коррелированными возмущениями”, Avtomat. i Telemekh., 1986, no. 3, 94–99
1985
11.
O. Yu. Kulchitskii, “Method of Investigating the Convergence of Adaptive Filtering Algorithms Utilizing Stochastic Lyapunov Functions”, Probl. Peredachi Inf., 21:4 (1985), 49–63; Problems Inform. Transmission, 21:4 (1985), 285–297
O. Yu. Kulchitskii, “Stochastic approximation algorithms in the adaptive loop of a sampled data stochastic linear dynamic system. II.”, Avtomat. i Telemekh., 1984, no. 3, 104–113; Autom. Remote Control, 45:3 (1984), 365–373
V. Ya. Katkovnik, O. Yu. Kulchitskii, V. E. Kheisin, “Approximation of solution of essentially monstationary stochastic extremal problems in continuous time. II. Convergence of algorithms”, Avtomat. i Telemekh., 1983, no. 1, 101–112; Autom. Remote Control, 44:1 (1983), 81–90
1982
14.
V. Ya. Katkovnik, O. Yu. Kulchitskii, V. E. Kheisin, “Approximating solutions of essentially nonstationary stochastic extremal problems in continuous time”, Avtomat. i Telemekh., 1982, no. 11, 73–80; Autom. Remote Control, 43:11 (1982), 1424–1431
15.
M. G. Zakharov, O. Yu. Kulchitskii, A. A. Pervozvanskii, “An economical algorithm of adaptive control of a multi-dimensional static process”, Avtomat. i Telemekh., 1982, no. 9, 70–76; Autom. Remote Control, 43:9 (1982), 1156–1161
1978
16.
O. Yu. Kulchitskii, “Non-Markov algorithms for statistical optimization with continuous time. II”, Avtomat. i Telemekh., 1978, no. 6, 56–66; Autom. Remote Control, 39:6 (1978), 823–832
17.
O. Yu. Kulchitskii, “Non-Markov algorithms for statistical optimization with continuous time. I”, Avtomat. i Telemekh., 1978, no. 5, 73–86; Autom. Remote Control, 39:5 (1978), 680–691
1976
18.
V. Ya. Katkovnik, O. Yu. Kulchitskii, “Applicability of stochastic approximation-like methods to adaptive stabilization of a discrete linear dynamic system”, Avtomat. i Telemekh., 1976, no. 9, 113–123; Autom. Remote Control, 37:9 (1976), 1392–1401
1974
19.
O. Yu. Kulchitskii, L. I. Šimelevič, “The problem of finding the initial approximation for Newton's method”, Zh. Vychisl. Mat. Mat. Fiz., 14:4 (1974), 1016–1018; U.S.S.R. Comput. Math. Math. Phys., 14:4 (1974), 188–190
O. Yu. Kulchitskii, “Workshop on control theory in the Leningrad polytechnical institute named after M.I. Kalinin in 1981”, Avtomat. i Telemekh., 1983, no. 11, 172–175
21.
O. Yu. Kulchitskii, “Stochastic approximation algorithms in the adaptation loop of a digital stochastic linear dynamic system. I”, Avtomat. i Telemekh., 1983, no. 9, 102–118; Autom. Remote Control, 44:9 (1983), 1189–1203
Contact us: