Pub Date : 2023-04-01DOI: 10.31857/s0005231023040074
{"title":"ИДЕНТИФИКАЦИЯ КРИТИЧЕСКИХ СОСТОЯНИЙ ТЕХНОЛОГИЧЕСКИХ ПРОЦЕССОВ НА ОСНОВЕ МЕТОДОВ ПРЕДИКТИВНОЙ АНАЛИТИКИ","authors":"","doi":"10.31857/s0005231023040074","DOIUrl":"https://doi.org/10.31857/s0005231023040074","url":null,"abstract":"","PeriodicalId":186272,"journal":{"name":"Автоматика и телемеханика","volume":"32 2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128818321","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-01DOI: 10.31857/s0005231023040037
{"title":"ИССЛЕДОВАНИЕ ДИНАМИЧЕСКИХ СВОЙСТВ РАСПРЕДЕЛЕННОЙ ТЕРМОМЕХАНИЧЕСКОЙ СИСТЕМЫ С УЧЕТОМ ВНУТРЕННЕЙ ОБРАТНОЙ СВЯЗИ. II","authors":"","doi":"10.31857/s0005231023040037","DOIUrl":"https://doi.org/10.31857/s0005231023040037","url":null,"abstract":"","PeriodicalId":186272,"journal":{"name":"Автоматика и телемеханика","volume":"343 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123314475","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-01DOI: 10.31857/s0005231023040050
{"title":"СРАВНЕНИЕ ГАРАНТИРУЮЩЕГО И КАЛМАНОВСКОГО ФИЛЬТРОВ","authors":"","doi":"10.31857/s0005231023040050","DOIUrl":"https://doi.org/10.31857/s0005231023040050","url":null,"abstract":"","PeriodicalId":186272,"journal":{"name":"Автоматика и телемеханика","volume":"64 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131591304","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-01DOI: 10.31857/s0005231023040062
{"title":"ОПТИМИЗАЦИЯ КЛАСТЕРНО-ВАРИАЦИОННОГО МЕТОДА ПОСТРОЕНИЯ МНОГОПОЗИЦИОННОЙ ПЕЛЕНГАЦИОННОЙ СИСТЕМЫ ДЛЯ УСЛОВИЙ АПРИОРНОЙ НЕОПРЕДЕЛЕННОСТИ","authors":"","doi":"10.31857/s0005231023040062","DOIUrl":"https://doi.org/10.31857/s0005231023040062","url":null,"abstract":"","PeriodicalId":186272,"journal":{"name":"Автоматика и телемеханика","volume":"292 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121766958","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-01DOI: 10.31857/s0005231023040025
{"title":"ЭКСПЕРИМЕНТАЛЬНЫЙ АНАЛИЗ АЛГОРИТМА ОЦЕНИВАНИЯ ГЁЛЬДЕРОВОЙ ЭКСПОНЕНТЫ НА БАЗЕ КОНЦЕПЦИИ -СЛОЖНОСТИ НЕПРЕРЫВНЫХ ФУНКЦИЙ","authors":"","doi":"10.31857/s0005231023040025","DOIUrl":"https://doi.org/10.31857/s0005231023040025","url":null,"abstract":"","PeriodicalId":186272,"journal":{"name":"Автоматика и телемеханика","volume":"62 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114830679","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-01DOI: 10.31857/s0005231023040086
{"title":"ПОСТРОЕНИЕ ЭФФЕКТИВНЫХ ИНВЕСТИЦИОННЫХ ПОРТФЕЛЕЙ С ВЕРОЯТНОСТЬЮ ПАДЕНИЯ ФИНАЛЬНОГО КАПИТАЛА ИНВЕСТОРА НИЖЕ УСТАНОВЛЕННОГО УРОВНЯ В КАЧЕСТВЕ МЕРЫ РИСКА","authors":"","doi":"10.31857/s0005231023040086","DOIUrl":"https://doi.org/10.31857/s0005231023040086","url":null,"abstract":"","PeriodicalId":186272,"journal":{"name":"Автоматика и телемеханика","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134383696","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-01DOI: 10.31857/s0005231023040049
Андреева Ульяна Викторовна, Демин Николай Серапионович, Ерофеева Екатерина Владимировна
Risk and riskfree assets, circulating in a financial market, have current prices St = S0 exp {( − (2/ 2))t Wt} and Bt = B0 exp{rt}, t Ўф[0,T], where > 0, r > 0, S0 > 0, B0 > 0. Current capital value of investor Xt = tBt tSt , where t = (t , t ) is an investment portfolio. Dividends are paid in accordance with the process Dt at the rate dDt = tStdt , > 0. The problem is considered: to find the option price in accordance with the payoff function 0 T ( ) (max t ) t T fS S KЎВ ЎВ = −, where K > 0 is the striking price, as well as the hedging strategy (-, -) t = t t and capital Xt , which ensures the fulfillment of the payment liability XT= fT (S).
{"title":"УПРАВЛЕНИЕ ДИНАМИЧЕСКИМИ СИСТЕМАМИ ПРИ ОГРАНИЧЕНИЯХ НА ВХОДНЫЕ И ВЫХОДНЫЕ СИГНАЛЫ","authors":"Андреева Ульяна Викторовна, Демин Николай Серапионович, Ерофеева Екатерина Владимировна","doi":"10.31857/s0005231023040049","DOIUrl":"https://doi.org/10.31857/s0005231023040049","url":null,"abstract":"Risk and riskfree assets, circulating in a financial market, have current prices St = S0 exp {( − (2/ 2))t Wt} and Bt = B0 exp{rt}, t Ўф[0,T], where > 0, r > 0, S0 > 0, B0 > 0. Current capital value of investor Xt = tBt tSt , where t = (t , t ) is an investment portfolio. Dividends are paid in accordance with the process Dt at the rate dDt = tStdt , > 0. The problem is considered: to find the option price in accordance with the payoff function 0 T ( ) (max t ) t T fS S KЎВ ЎВ = −, where K > 0 is the striking price, as well as the hedging strategy (-, -) t = t t and capital Xt , which ensures the fulfillment of the payment liability XT= fT (S).","PeriodicalId":186272,"journal":{"name":"Автоматика и телемеханика","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130319941","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-01DOI: 10.31857/s0005231023040098
{"title":"ОБ ОБЩЕЙ ПОСТАНОВКЕ ЗАДАЧИ ФОРМИРОВАНИЯ РАСПИСАНИЯ ГРУЗОПЕРЕВОЗОК И СПОСОБАХ ЕЕ РЕШЕНИЯ","authors":"","doi":"10.31857/s0005231023040098","DOIUrl":"https://doi.org/10.31857/s0005231023040098","url":null,"abstract":"","PeriodicalId":186272,"journal":{"name":"Автоматика и телемеханика","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126160653","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-03-01DOI: 10.31857/s0005231023030066
{"title":"УПРАВЛЕНИЕ ТЯГОЙ ПРИ ПОСАДКЕ САМОЛЕТА НА КОРАБЛЬ","authors":"","doi":"10.31857/s0005231023030066","DOIUrl":"https://doi.org/10.31857/s0005231023030066","url":null,"abstract":"","PeriodicalId":186272,"journal":{"name":"Автоматика и телемеханика","volume":"85 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124136983","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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