Optimal control and estimation of the stochasic systems, stochastic optimization.
Main publications:
Pavel S. Knopov and Evgeniya J. Kasitskaya, Empirical Estimates in Stochastic optimization and Identification, Applied Optimization, 71, Kluwer Academic Publishers, Dordrecht–Boston–London, 2002, 250 pp.
Ruslan K. Chornei, Hans Daduna and Pavel S. Knopov, Control of Spatially Structured Random Processes and Random Fields with Applications, Nonconvex Optimization and Applications, 86, Springer, 2006, 261 pp.
P. S. Knopov, V. A. Yatsenko, “Estimation of unknown parameters of an almost periodic signal from controlled bilinear observations”, Avtomat. i Telemekh., 1992, no. 3, 65–73; Autom. Remote Control, 53:3 (1992), 376–383
1990
2.
E. I. Kasitskaya, P. S. Knopov, “Asymptotic behavior of empirical estimates in problems of
stochastic programming”, Dokl. Akad. Nauk SSSR, 315:2 (1990), 279–281; Dokl. Math., 42:3 (1991), 751–753
1982
3.
P. S. Knopov, “On certain properties of two-parameter stochastic integrals”, Dokl. Akad. Nauk SSSR, 263:1 (1982), 17–20
1981
4.
P. S. Knopov, “On weak convergence of measures generated by iterative procedures in a Hilbert space”, Dokl. Akad. Nauk SSSR, 256:1 (1981), 29–32
1980
5.
P. S. Knopov, “On the problem of nonparametric estimation of a signal from observation of a two-dimensional random field”, Dokl. Akad. Nauk SSSR, 252:2 (1980), 294–296
Contact us: