In the general case, complexity of the algorithm to calculate the power indices grows exponentially with the number of voting agents. Yet the volume of calculations may be reduced dramatically if many coalitions have equal numbers of votes. The well-known algorithm for calculation of the Banzhaf and Shapley-Shubik indices was generalized, which enables fast calculation of the power indices where entry of the voting agent into a coalition depends on its preferences over the set of the rest of agents.

We will consider the exact controllability of the distributed system, governed by string equation with memory. It will be proved that this mechanical system can be driven to an equilibrium point in a finite time, the absolute value of the distributed control function being bounded. In this case, the memory kernel is a linear combination of two exponentials.

In this paper we will consider problems of the exact boundary control of vibrations of plane membranes. We say that the system is controllable to rest when for every initial condition we can find a control such that the corresponding solution hit zero in a finite time and will not leave zero in the future. It is proved that some distributed systems are not controllable to rest in a finite time if some conditions are imposed on the control function.

In practice of design of control systems, the cases occur when some of the roots of the transfer function of a controllable object are dis-posed on the imaginary axis of the complex plane. The optimal con-troller constructed for such objects, despite its realizability, will not afford the robustness properties in the system. The methods of re-moval of this phenomenon are given. The comparative estimate of the solution of this problem is provided both in the space of states and in the input-output relations (in the space of operators).

The paper studies a problem of optimal insurer’s choice of a risk-sharing policy in a dynamic risk model, so-called Cramer-Lundberg process, over infinite time interval. Additional constraints are imposed on residual risks of insureds: on mean value or with probability one. An optimal control problem of  minimizing a functional  of the form  of variation coefficient is solved.  We show that: in the first case the optimum is achieved at stop loss insurance  policies,  in the second case  the  optimal insurance is a combination of stop loss and deductible policies.  It is proved that the obtained results can be easily applied to problems with other optimization criteria: maximization of  long-run utility and minimization of  probability of  a deviation from mean trajectory.