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Optimization and Identification of Stochastic Systems*

  • SYSTEMS ANALYSIS
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Cybernetics and Systems Analysis Aims and scope

The author overviews some well-known scientific results from the theory of stochastic optimization and theory of risk, obtained by the Academician of the National Academy of Sciences of Ukraine Y. M. Ermoliev and his colleagues and students. Examples from the theory of parametric and non-parametric estimation are considered.

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Authors and Affiliations

  1. V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine

    P. S. Knopov

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  1. P. S. Knopov
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Correspondence to P. S. Knopov.

Additional information

*The study was partially supported by the National Research Foundation of Ukraine, Grant No. 2020.02/0121.

Translated from Kibernetyka ta Systemnyi Analiz, No. 3, May–June, 2023, pp. 21–32.

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Knopov, P.S. Optimization and Identification of Stochastic Systems*. Cybern Syst Anal 59, 375–384 (2023). https://doi.org/10.1007/s10559-023-00572-4

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