{"id":"https://openalex.org/W2762171899","doi":"https://doi.org/10.1134/s0005117917100083","title":"On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion","display_name":"On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion","publication_year":2017,"publication_date":"2017-10-01","ids":{"openalex":"https://openalex.org/W2762171899","doi":"https://doi.org/10.1134/s0005117917100083","mag":"2762171899"},"language":"en","primary_location":{"id":"doi:10.1134/s0005117917100083","is_oa":false,"landing_page_url":"https://doi.org/10.1134/s0005117917100083","pdf_url":null,"source":{"id":"https://openalex.org/S134188425","display_name":"Automation and Remote Control","issn_l":"0005-1179","issn":["0005-1179","1608-3032"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310320267","host_organization_name":"Pleiades Publishing","host_organization_lineage":["https://openalex.org/P4310320267","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Pleiades Publishing","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Automation and Remote Control","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5006307811","display_name":"A. I. Kibzun","orcid":"https://orcid.org/0000-0002-6321-5565"},"institutions":[{"id":"https://openalex.org/I45571689","display_name":"Moscow Aviation Institute","ror":"https://ror.org/033zpbv42","country_code":"RU","type":"education","lineage":["https://openalex.org/I45571689"]}],"countries":["RU"],"is_corresponding":true,"raw_author_name":"A. I. Kibzun","raw_affiliation_strings":["Moscow Aviation Institute, Moscow, Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Moscow Aviation Institute, Moscow, Russia","institution_ids":["https://openalex.org/I45571689"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5004362314","display_name":"A. N. Ignatov","orcid":"https://orcid.org/0000-0002-1273-6563"},"institutions":[{"id":"https://openalex.org/I45571689","display_name":"Moscow Aviation Institute","ror":"https://ror.org/033zpbv42","country_code":"RU","type":"education","lineage":["https://openalex.org/I45571689"]}],"countries":["RU"],"is_corresponding":false,"raw_author_name":"A. N. Ignatov","raw_affiliation_strings":["Moscow Aviation Institute, Moscow, Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Moscow Aviation Institute, Moscow, Russia","institution_ids":["https://openalex.org/I45571689"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5006307811"],"corresponding_institution_ids":["https://openalex.org/I45571689"],"apc_list":null,"apc_paid":null,"fwci":1.3439,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.83481181,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"78","issue":"10","first_page":"1845","last_page":"1856"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9958000183105469,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9958000183105469,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9930999875068665,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9767000079154968,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.7235183715820312},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.634716272354126},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6168789863586426},{"id":"https://openalex.org/keywords/discrete-time-and-continuous-time","display_name":"Discrete time and continuous time","score":0.5900455713272095},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.586127758026123},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5612446069717407},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.5587046146392822},{"id":"https://openalex.org/keywords/limit","display_name":"Limit (mathematics)","score":0.5555487275123596},{"id":"https://openalex.org/keywords/terminal","display_name":"Terminal (telecommunication)","score":0.5173979997634888},{"id":"https://openalex.org/keywords/state-vector","display_name":"State vector","score":0.5168567299842834},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.514600396156311},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.5092200040817261},{"id":"https://openalex.org/keywords/event","display_name":"Event (particle physics)","score":0.4361416697502136},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.33700960874557495},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.1292364001274109}],"concepts":[{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.7235183715820312},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.634716272354126},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6168789863586426},{"id":"https://openalex.org/C55689738","wikidata":"https://www.wikidata.org/wiki/Q15963867","display_name":"Discrete time and continuous time","level":2,"score":0.5900455713272095},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.586127758026123},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5612446069717407},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.5587046146392822},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.5555487275123596},{"id":"https://openalex.org/C2779664074","wikidata":"https://www.wikidata.org/wiki/Q3518405","display_name":"Terminal (telecommunication)","level":2,"score":0.5173979997634888},{"id":"https://openalex.org/C2777798563","wikidata":"https://www.wikidata.org/wiki/Q7603916","display_name":"State vector","level":2,"score":0.5168567299842834},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.514600396156311},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.5092200040817261},{"id":"https://openalex.org/C2779662365","wikidata":"https://www.wikidata.org/wiki/Q5416694","display_name":"Event (particle physics)","level":2,"score":0.4361416697502136},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.33700960874557495},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.1292364001274109},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1134/s0005117917100083","is_oa":false,"landing_page_url":"https://doi.org/10.1134/s0005117917100083","pdf_url":null,"source":{"id":"https://openalex.org/S134188425","display_name":"Automation and Remote Control","issn_l":"0005-1179","issn":["0005-1179","1608-3032"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310320267","host_organization_name":"Pleiades Publishing","host_organization_lineage":["https://openalex.org/P4310320267","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Pleiades Publishing","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Automation and Remote Control","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W969036668","https://openalex.org/W2045547712","https://openalex.org/W2097415784","https://openalex.org/W2169686235","https://openalex.org/W2465828773","https://openalex.org/W2561108725","https://openalex.org/W2803332972"],"related_works":["https://openalex.org/W175006096","https://openalex.org/W2086136595","https://openalex.org/W1518635954","https://openalex.org/W2602009922","https://openalex.org/W2166339378","https://openalex.org/W3104183741","https://openalex.org/W2599556035","https://openalex.org/W1590308505","https://openalex.org/W4300052603","https://openalex.org/W2150542653"],"abstract_inverted_index":{"We":[0,78,113],"study":[1],"a":[2,6,29,106],"control":[3,93],"problem":[4,108],"for":[5],"stochastic":[7],"system":[8],"with":[9,49,72],"discrete":[10],"time.":[11],"The":[12,40],"optimality":[13],"criterion":[14],"is":[15,43,67],"the":[16,19,22,34,52,57,61,65,81,120,125],"probability":[17],"of":[18,109],"event":[20],"that":[21,80,95,115],"terminal":[23,53],"state":[24,54,63],"function":[25,42,59,123],"does":[26],"not":[27],"exceed":[28],"given":[30],"limit.":[31],"To":[32],"solve":[33],"problem,":[35],"we":[36,104],"use":[37],"dynamic":[38,82],"programming.":[39],"loss":[41,122],"assumed":[44,68],"to":[45,51,64,69,74,98,130],"be":[46,70,99,131],"lower":[47],"semicontinuous":[48],"respect":[50,73],"vector,":[55],"and":[56],"transition":[58],"from":[60],"current":[62],"next":[66],"continuous":[71,132],"all":[75],"its":[76],"arguments.":[77],"establish":[79,114],"programming":[83],"algorithm":[84],"lets":[85],"one":[86,135],"in":[87,116],"this":[88,117],"case":[89,119],"find":[90],"optimal":[91],"positional":[92],"strategies":[94],"turn":[96],"out":[97,129],"measurable.":[100],"As":[101],"an":[102],"example":[103],"consider":[105],"two-step":[107],"security":[110],"portfolio":[111],"construction.":[112],"special":[118],"future":[121],"on":[124],"second":[126],"step":[127],"turns":[128],"everywhere":[133],"except":[134],"point.":[136]},"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1}],"updated_date":"2026-06-19T15:47:20.252518","created_date":"2025-10-10T00:00:00"}