Goncharova S. Stochastic stability and optimal control of semi-Markov risk processes

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0401U001643

Thesis Registration Form

0401U001643.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

28-05-2001

Specialized Academic Board

Д 26.001.37

Taras Shevchenko National University of Kyiv

Essay

Conditions of stability, asymptotic and exponential stability with probability one of semi-Markov risk process, asymptotic stability uniformly by with probability one of semi-Markov risk processes in schemes of averaging and diffusion approximation, asymptotic stability in mean square of the normal deviated risk process and of semi-Markov risk process in scheme of double approximation are investigated. The optimal stochastic controls for the controlled semi-Markov risk processes are investigated by cost functional.

Read more

Similar theses

0524U000059

Vitalii V. Holomozyi

Ergodicity and stability of almost homogeneous Markov chains

0521U101910

Shklyar Serhiy V.

Measurement error models and their application in radioepidemiology

0421U101330

Petranova Maryna Yu.

Random Gaussian processes with stable correlation functions

0421U100920

Senko Ivan O.

Asymptotic properties of adjusted least squares estimator in vector linear model with errors-in-variables

0421U100942

Vovchanskyi Volodymyr Ya.

Coalescing stochastic flows and point processes