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Palamarchuk, Ekaterina S
Statistics Math-Net.Ru
Total publications: 23
Scientific articles: 23
Presentations: 1

Number of views:
This page:546
Abstract pages:4344
Full texts:778
References:637
Candidate of physico-mathematical sciences

https://www.mathnet.ru/eng/person80981
List of publications on Google Scholar
https://zbmath.org/authors/?q=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  mathnet
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  mathnet  mathscinet; Theory Probab. Appl., 68:1 (2023), 31–45  scopus
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  mathnet
4. E. S. Palamarchuk, “On optimal linear regulator with polynomial process of external excitations”, Teor. Veroyatnost. i Primenen., 67:4 (2022),  672–687  mathnet  mathscinet; Theory Probab. Appl., 67:4 (2022), 535–547  scopus
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  mathnet  mathscinet  zmath; Theory Probab. Appl., 67:1 (2022), 28–43  scopus 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  mathnet  elib; Autom. Remote Control, 82:5 (2021), 759–771  isi  scopus
7. E. S. Palamarchuk, “Optimal superexponential stabilization of solutions of linear stochastic differential equations”, Avtomat. i Telemekh., 2021, no. 3,  98–111  mathnet  mathscinet  elib; Autom. Remote Control, 82:3 (2021), 449–459  isi  scopus 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  mathnet  elib; Autom. Remote Control, 81:1 (2020), 53–63  isi  scopus 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  mathnet  mathscinet  elib; Theory Probab. Appl., 65:1 (2020), 17–31  isi  scopus 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  mathnet  elib
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  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 64:2 (2019), 209–228  isi  scopus 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  mathnet  elib; Autom. Remote Control, 79:3 (2018), 439–450  isi  scopus 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  mathnet  mathscinet  zmath  elib; Autom. Remote Control, 79:2 (2018), 289–299  isi  scopus 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  mathnet  mathscinet  zmath  elib; Differ. Equ., 54:2 (2018), 193–200  isi  scopus 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  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 62:4 (2018), 522–533  isi  scopus 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  mathnet  elib; Autom. Remote Control, 77:10 (2016), 1756–1767  isi  scopus 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  mathnet  mathscinet  elib; Math. Models Comput. Simul., 7:4 (2015), 381–388  scopus 10
18. E. S. Palamarchuk, “Stochastic optimality in the portfolio tracking problem involving investor’s temporal preferences”, UBS, 56 (2015),  123–142  mathnet  elib; 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  mathnet  elib; Comput. Math. Math. Phys., 54:1 (2014), 83–96  isi  elib  scopus 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  mathnet  mathscinet  zmath; Autom. Remote Control, 74:4 (2013), 628–641  isi  scopus 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  mathnet
22. E. S. Palamarchuk, “Analytical study of a time-varying Ornstein-Uhlenbeck process for anomalous diffusion modeling”, Avtomat. i Telemekh.,  0  mathnet

Presentations in Math-Net.Ru
1. 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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