• A
  • A
  • A
  • АБВ
  • АБВ
  • АБВ
  • A
  • A
  • A
  • A
  • A
Обычная версия сайта
  • RU
  • EN
  • HSE University
  • Publications
  • Articles
  • On Optimal Linear Regulator with Polynomial Process of External Excitations
  • RU
  • EN
Расширенный поиск
Высшая школа экономики
Национальный исследовательский университет
Priority areas
  • business informatics
  • economics
  • engineering science
  • humanitarian
  • IT and mathematics
  • law
  • management
  • mathematics
  • sociology
  • state and public administration
by year
  • 2027
  • 2026
  • 2025
  • 2024
  • 2023
  • 2022
  • 2021
  • 2020
  • 2019
  • 2018
  • 2017
  • 2016
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 2006
  • 2005
  • 2004
  • 2003
  • 2002
  • 2001
  • 2000
  • 1999
  • 1998
  • 1997
  • 1996
  • 1995
  • 1994
  • 1993
  • 1992
  • 1991
  • 1990
  • 1989
  • 1988
  • 1987
  • 1986
  • 1985
  • 1984
  • 1983
  • 1982
  • 1981
  • 1980
  • 1979
  • 1978
  • 1977
  • 1976
  • 1975
  • 1974
  • 1973
  • 1972
  • 1971
  • 1970
  • 1969
  • 1968
  • 1967
  • 1966
  • 1965
  • 1964
  • 1963
  • 1958
  • More
Subject
News
June 30, 2026
HSE Economists Reveal How the Wage Gap Emerges Among Vocational School Graduates
HSE researchers examined the careers of 600,000 graduates of Russian secondary vocational education programmes and found that at the start of their careers, the gender wage gap reaches 23%, doubling after three years. This disparity is largely due to male and female students choosing different occupations when enrolling in vocational schools. These were the findings made by Sergey Roshchin, Natalya Yemelina, and Ksenia Rozhkova from of the HSE Faculty of Economic Sciences. The article has been published in Educational Studies.
June 25, 2026
HSE Researchers Make Aldehydes Perform Dual Function
Chemists from HSE University have discovered a way to carry out a reductive addition reaction without using an external reducing agent. Instead, the required 'resource' is supplied by the aldehyde itself, one of the reaction participants. This approach helps prevent unwanted side reactions, reduces toxicity, and simplifies the production and synthesis of organic molecules, including those used in the manufacture of medicines. The study has been published in Journal of Catalysis.
June 25, 2026
HSE Scientists Explain Why Findings in Autism Research Differ
Researchers from the Cognitive Health and Intelligence Centre at HSE University conducted the first-ever systematic review of studies on the specifics of emotion-from-motion perception in autism. The review showed that differences found between autistic and non-autistic individuals are largely associated with the experimental design and the types of tasks given to study participants. The review findings have been published in Research in Autism.

 

Have you spotted a typo?
Highlight it, click Ctrl+Enter and send us a message. Thank you for your help!

Publications
  • Books
  • Articles
  • Chapters of books
  • Working papers
  • Report a publication
  • Research at HSE

?

On Optimal Linear Regulator with Polynomial Process of External Excitations

Theory of Probability and Its Applications. 2023. Vol. 67. No. 4. P. 535–547.
Palamarchuk E. S.

A linear control system over an infinite time-horizon is considered, where external excitations are defined as polynomials based on a time-varying Ornstein--Uhlenbeck process. An optimal control law with respect to long-run average type criteria is established. It is shown that the optimal control has the form of a linear feedback law, where the affine term satisfies a backward linear stochastic differential equation. The normalizing functions in the optimality criteria depend on the stability rate of the dynamic equation for the Ornstein--Uhlenbeck process.

Research target: Mathematics
Language: English
DOI
Text on another site
Keywords: pathwise optimalityOrnstein-Uhlenbeck processlinear regulatorpolynomial process
Similar publications
Generalized Hurst Hypothesis: Description of Time-Series in Communication Systems
Ivchenko A., Nigmatullin R. R., Dorokhin S. V., Mathematics 2026 Vol. 9 No. 4 Article 381
n this paper, we focus on the generalization of the Hurst empirical law and suggest a set of reduced parameters for quantitative description of long-time series. These series are usually considered as a specific response of a complex system (economic, geophysical, electromagnetic and other systems), where successive fixations of external factors become impossible. We consider ...
Added: June 27, 2026
Indicators of cosmonaut locomotor functions stability: A new method for ground-reaction forces analysis
Ivchenko A., Шестопёров А. И., Фомина Е. В., Microgravity Science and Technology 2025 Vol. 37 No. 19 P. 1–19
The paper is dedicated to the analysis of medico-biological data obtained during locomotor testing of astronauts. Accurate data interpretation plays a crucial role in locomotion system monitoring, prophylaxis of long-duration spaceflight negative effects and thus in the development of an autonomous medical support system for deep space expeditions. During the locomotor testing the astronaut changes ...
Added: June 26, 2026
Платформа, управляемая событиями, для интеграции компонентов машинного зрения с операционным центром.
Gadzhimirzaev S., Хельвас А. В., 2023 3rd International Conference on Innovative Research in Applied Science, Engineering and Technology (IRASET) Mohammedia, Morocco 2023 P. 1–6
The article proposes the architecture for eventdriven Emergency Operation Center with Machine Vision Component. Sources of information are analyzed and approaches to machine vision events for tactical situations detection and estimation are discussed. Messages from Machine Vision Components are converted to Common Alerting Protocol and processed by Operation Center environment for tactical situations recognition. ...
Added: June 26, 2026
Подход к оценке динамики уровня консолидированности отрасли
Gadzhimirzaev S., Хельвас А. В., Лукьянченко П. П., Computer Research and Modeling 2023 Vol. 15 No. 1 P. 129–140
In this article we propose a new approach to the analysis of econometric industry parameters for the industry consolidation level. The research is based on the simple industry automatic control model. The state of the industry is measured by quarterly obtained econometric parameters from each industry’s company provided by the tax control regulator. An approach ...
Added: June 26, 2026
Цифровой двойник полностью автоматизированного склада с глубокими стеллажами
Gadzhimirzaev S., Хельвас А. В., International Frequency Sensor Association (IFSA) Publishing, 19-21 February 2025 Granada, Spain 2025 P. 172–176
The paper presents models for an innovative fully robotic warehouse for storing boxed goods. A discrete multiagent simulation of the movement of shuttles in a warehouse for a given sequence of pallet shipments has been implemented. Different strategies for placement of boxes in various areas of a warehouse are evaluated, as well as optimal routing ...
Added: June 26, 2026
On Projective Threefolds with Two-Dimensional Space of Vanishing Cycles
Fedorov Timofey, Moscow Mathematical Journal 2026 Vol. 26 No. 1 P. 73–85
We obtain a complete list of smooth projective threefolds over C for which the dimension of the space of vanishing cycles (in H2(Y,Q) of the smooth hyperplane section Y) equals 2. We also obtain a complete list of rank 2 very ample vector bundles E on smooth projective surfaces with c2(E)=3. ...
Added: June 25, 2026
Современные методы теории краевых задач. Понтрягинские чтения XXXVII.
Воронеж: Издательский дом ВГУ, 2026.
В сборнике представлены материалы докладов и лекций, включенных в программу весенней математической школы. ...
Added: June 25, 2026
Воронежская зимняя матаматическая школа С. Г. Крейна - 2026.
Воронеж: Издательский дом ВГУ, 2026.
В сборнике представлены материалы докладов и лекций,  включенных в программу Воронежской зимней матаматической школы С. Г. Крейна - 2026. ...
Added: June 25, 2026
Моделирование полностью роботизированного склада со стеллажами глубокого хранения
Gadzhimirzaev S., Хельвас А. В., Computer Research and Modeling 2026 Vol. 18 No. 2 P. 423–438
This article presents a model of a fully automated warehouse with deep storage racks designed for boxed goods storage. The study focuses on optimizing warehouse operations through discrete multiagent simulation of shuttle movements for pallet loading and unloading tasks. The authors investigate various product placement strategies, including the Nearest Channel Positioning Algorithm (NCPA), Most Empty ChannelGroup Placement (MECGP), and ...
Added: June 24, 2026
Нахождение формальных степенно–логарифмических разложений решений 𝑞–разностных уравнений
Gaianov N., Parusnikova A., Уфимский математический журнал 2026 Т. 18 № 2 С. 14–22
We consider an algebraic 𝑞–difference equation. We propose a sufficient condition for the existence of a formal power–logarithmic expansion in the vicinity of zero of the solution to such an equation. We apply this sufficient condition to construct the formal expansion of a solution to a certain 𝑞–difference analogue of the fifth Painlevé equation for particular ...
Added: June 24, 2026
Open r-spin theory II: The analogue of Witten's conjecture for r-spin disks
Buryak A., Clader E., Tessler R., Journal of Differential Geometry 2024 Vol. 128 No. 1 P. 1–75
We conclude the construction of $r$-spin theory in genus zero for Riemann surfaces with boundary. In particular, we define open $r$-spin intersection numbers, and we prove that their generating function is closely related to the wave function of the $r$th Gelfand--Dickey integrable hierarchy. This provides an analogue of Witten's $r$-spin conjecture in the open setting ...
Added: June 23, 2026
Tautological relations and integrable systems
Buryak A., Shadrin S., Epijournal de Geometrie Algebrique 2024 Vol. 8
We present a family of conjectural relations in the tautological cohomology of the moduli spaces of stable algebraic curves of genus g with n marked points. A large part of these relations has a surprisingly simple form: the tautological classes involved in the relations are given by stable graphs that are trees and that are decorated only by powers ...
Added: June 23, 2026
Об оптимальном линейном регуляторе с полиномиальным процессом внешних воздействий
Palamarchuk E. S., Теория вероятностей и ее применения 2022 Т. 67 № 4 С. 672–687
Рассматривается линейная система управления на бесконечном интервале времени при внешних воздействиях в форме полинома от процесса Орнштейна–Уленбека с переменными коэффициентами. Определяется закон управления, оптимальный по критериям из класса обобщенных долговременных средних. Показано, что оптимальное управление имеет вид линейной обратной связи по состоянию с аффинной частью, удовлетворяющей обратному стохастическому дифференциальному уравнению. Нормировки в критериях оптимальности находятся в зависимости от функции, характеризующей ...
Added: October 27, 2022
Multiple Pseudo-Local Feedbacks for Controlling High-Order Oscillatory Objects
Zhmud V. A., Nosek J., Mansurova M. E. et al., , in: 2021 XV International Scientific-Technical Conference on Actual Problems Of Electronic Instrument Engineering (APEIE).: Newark: IEEE, 2021. P. 534–538.
Development of the Internet of things (IoT) technologies arises many additional problems as energy harvesting. In particular, a long-time controlling object needs a device without an external power supply. The control of technical objects with a high order of mathematical model has a large difficulty if a feature of the object is a high tendency ...
Added: September 2, 2022
An analytic study of the Ornstein–Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions
Palamarchuk E. S., Automation and Remote Control 2018 Vol. 79 No. 2 P. 289–299
We consider the problem of modeling anomalous diffusions with the Ornstein–Uhlenbeck process with time-varying coefficients. An anomalous diffusion is defined as a process whose mean-squared displacement non-linearly grows in time which is nonlinearly growing in time. We classify diffusions into types (subdiffusion, normal diffusion, or superdiffusion) depending on the parameters of the underlying process. We ...
Added: June 1, 2018
Анализ критериев долговременного среднего в задаче стохастического линейного регулятора
Palamarchuk E. S., Автоматика и телемеханика 2016 № 10 С. 78–92
Проводится анализ критериев оптимальности, используемых в задаче стохастического линейного регулятора на бесконечном интервале времени. Показано, что известный критерий долговременного среднего и потраекторное эргодическое являются неэффективными при учете фактора шумовых воздействий. Исследована эффективность нового критерия обобщенного долговременного среднего и его применение в системах управления с дисконтированием. ...
Added: November 3, 2016
Comparison theorem for a class of Riccati differential equations and its application
Palamarchuk E. S., Differential Equations 2016 Vol. 52 No. 8 P. 981–986
We prove a comparison theorem for the solutions of Riccati matrix equations in which the diagonal entries of the matrix multiplying the linear term are perturbed by a bounded function. This theorem is used to study optimal trajectories in a pollution control problem stated in the form of a linear regulator over an infinite time ...
Added: October 4, 2016
Синтез регуляторов для нелинейных систем управления с использованием интерполяционного подхода
Kapalin V. I., Шаповалова Н. Е., Промышленные АСУ и контроллеры 2012 № 10 С. 14–17
An algorithm for the design of linear regulators for nonlinear control objects is suggested. The algorithm is based on interpolation technique and state-space method. An example of the suggested design method in MATLAB is given ...
Added: November 29, 2015
Asymptotic Behavior of the Solution to a Linear Stochastic Differential Equation and Almost Sure Optimality for a Controlled Stochastic Process
Palamarchuk E. S., Computational Mathematics and Mathematical Physics 2014 Vol. 54 No. 1 P. 83–96
The asymptotic behavior of a stochastic process satisfying a linear stochastic differential equation is analyzed. More specifically,  the problem is solved of finding a normalizing function such that the normalized process tends to zero with probabilty 1. The explicit expression found for the function involves the parameters of the perturbing process, and the function itself ...
Added: March 19, 2015
On Stochastic Optimality for a Linear Controller with Attenuating Disturbances
Palamarchuk E. S., Belkina T. A., Automation and Remote Control 2013 Vol. 74 No. 4 P. 628–641
For a linear stochastic control system with quadratic objective functional, we introduce various generalizations of the notions of optimality on average and stochastic optimality on an infinite time interval that take into account possible degeneration of the parameter of the disturbing process with time (attenuation of the disturbances) or the presence of a discount function in the objective functional. ...
Added: December 22, 2013
  • About
  • About
  • Key Figures & Facts
  • Sustainability at HSE University
  • Faculties & Departments
  • International Partnerships
  • Faculty & Staff
  • HSE Buildings
  • HSE University for Persons with Disabilities
  • Public Enquiries
  • Studies
  • Admissions
  • Programme Catalogue
  • Undergraduate
  • Graduate
  • Exchange Programmes
  • Summer University
  • Summer Schools
  • Semester in Moscow
  • Business Internship
  • Research
  • International Laboratories
  • Research Centres
  • Research Projects
  • Monitoring Studies
  • Conferences & Seminars
  • Academic Jobs
  • Yasin (April) International Academic Conference on Economic and Social Development
  • Media & Resources
  • Publications by staff
  • HSE Journals
  • Publishing House
  • iq.hse.ru: commentary by HSE experts
  • Library
  • Economic & Social Data Archive
  • Video
  • HSE Repository of Socio-Economic Information
  • HSE1993–2026
  • Contacts
  • Copyright
  • Privacy Policy
  • Site Map
Edit