2019 |
Veretennikov A., O.A. Manita, A.Yu. Veretennikov, On convergence of 1D Markov diffusions to heavy-tailed invariant density, Moscow Mathematical Journal, 2019, no.1 (accepted, to appear) http://iitp.ru/https://www.sfb1283.uni-bielefeld.de/Preprints/index/2018#467; https://arxiv.org/abs/1807.10351
|
2018 |
Veretennikov A., G. Aivaliotis, A.Yu. Veretennikov, An HJB Approach to a General Continuous-Time Mean-Variance Stochastic Control Problem, ROSE (Random Operators and Stochastic Equations), 2018, v.26, no.4, 225-234. https://doi.org/10.1515/rose-2018-0020 http://iitp.ru/https://www.degruyter.com/view/j/rose.ahead-of-print/rose-2018-0020/rose-2018-0020.xml
|
2017 |
Veretennikov A., S.V. Anulova, H. Mai, A.Yu. Veretennikov, On averaged expected cost control as reliability for 1D ergodic diffusions, Reliabiity: Theory & Applications (RT&A) 2017, 4(47) Vol.12, 31-38. DOI: https://doi.org/10.24411/1932-2321-2017-14003 http://www.gnedenko-forum.org/Journal/2017/042017/RTA_4_2017-03.pdf
|
Veretennikov A., On mean-field GI/GI/1 queueing model: existence and uniqueness, In: ANALYTICAL AND COMPUTATIONAL METHODS IN PROBABILITY THEORY AND ITS APPLICATIONS (ACMPT-2017), Proceedings of the International Scientific Conference 23–27 October 2017, Under the general editorship of D.Sc. A.V. Lebedev, RUDN, Moscow, Russia, 182-186 [Материалы Международной научной конференции. Россия, Москва, 23–27 октября 2017 г. / под общ. ред. А. В. Лебедева. – Москва : РУДН, 2017, стр. 182-186]
http://acmpt.moscow/wp-content/uploads/2017/11/ACMPT-2017-conference-proceedings.pdf http://acmpt.moscow/wp-content/uploads/2017/11/ACMPT-2017-conference-proceedings.pdf
|
Veretennikov A., A.Veretennikov. Ergodic Markov processes and Poisson equations (lecture notes). In book: Modern problems of stochastic analysis and statistics - Selected contributions in honor of Valentin Konakov (editor: V.Panov). pp. 457 - 511. Springer, 2017. http://iitp.ru/https://arxiv.org/abs/1610.09661
|
Veretennikov A., On convergence rate for Erlang--Sevastyanov type models with infinitely many servers // Theory of Stochastic Processes. 2017. No. 1, 88-102; https://arxiv.org/abs/1412.3849 [Scopus Q4] http://tsp.imath.kiev.ua/files/2210/art2210_09.pdf
|
2016 |
Veretennikov A., On Poisson equations with a potential in the whole space for ``ergodic" generators, Теорiя Ймовiрностей та Математична Статистика, 95, 2016, 178-188. Theor. Probability and Math. Statist. 95 (2017), 195-206. [Scopus Q4][WoS] http://arxiv-export-lb.library.cornell.edu/abs/1610.09687
|
Veretennikov A., Kleptsyna M.L., On robustness of discrete time optimal filters, Mathematical Methods of Statistics (ISSN: 1066-5307 (Print) 1934-8045 (Online)), 2016, 25(3), 207-218. http://link.springer.com/journal/12004/25/3/page/1; doi:10.3103/S1066530716030042 [Scopus Q3][WoS]
http://iitp.ru/https://arxiv.org/abs/1501.00190
|
Veretennikov A., Veretennikova E.V., On partial derivatives of multivariate Bernstein polynomials, Siberian Advances in Mathematics (ISSN 1055-1344), 2016, 26(4), 231-242. DOI 10.3103/S1055134416040039 [Scopus Q4] http://iitp.ru/https://arxiv.org/pdf/1507.05235.pdf
|
Veretennikov A., On Recurrence and Availability Factor for Single–Server System With General Arrivals, Reliability: Theory and Applications (RT&A), 2016, vol.11, #3(42), 49-58. (http://www.gnedenko-forum.org/Journal/2016_3.htm) http://www.gnedenko-forum.org/Journal/2016/032016/RTA_3_2016-06.pdf
|
Veretennikov A., Zverkina G.A., On Polynomial Bounds of Convergence for the Availability Factor, Chapter in: Distributed Computer and Communication Networks,
Volume 601 of the series Communications in Computer and Information Science, Springer, 2016, pp 358-369. DOI
10.1007/978-3-319-30843-2_37 http://link.springer.com/chapter/10.1007%2F978-3-319-30843-2_37
|
Veretennikov A., Bogachev V.I., Shaposhnikov S.V., Veretennikov A.Yu. Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter, Discrete and Continuous Dynamical Systems - Series A, 36, 3519-3543, 2016.
DOI:10.3934/dcds.2016.36.3519; http://bibos.math.uni-bielefeld.de/preprints/15-05-487.pdf [Scopus Q1][WoS] http://dx.doi.org/10.3934/dcds.2016.36.3519
|
Veretennikov A., G. Da Prato, F. Flandoli, M. Röckner, and A. Yu. Veretennikov,
Strong uniqueness for SDEs in Hilbert spaces with nonregular drift,
Ann. Probab. Volume 44, Number 3 (2016), 1985-2023.
https://aps.arxiv.org/abs/1404.5418 [Scopus Q1][WoS] http://iitp.ru/https://projecteuclid.org/euclid.aop/1463410037
|
2015 |
Veretennikov A., Zverkina G., ON POLYNOMIAL CONVERGENCE RATE OF THE AVAILABILITY FACTOR TO ITS STATIONARY VALUE, http://www.dccn2015.com/uploads/submitted_papers/Veretennikov_Zverkina.pdf
|
2014 |
Veretennikov A., A.Yu. Veretennikov and G.A. Zverkina, Simple Proof of Dynkin’s Formula for
Single-Server Systems and Polynomial Convergence Rates, Markov Processes Relat. Fields 20 (2014), 479–504. [Scopus Q3][WoS]
|
Veretennikov A., R. Abu-Shanab, A. Yu. Veretennikov, On asymptotic Borovkov-Sakhanenko inequality with unbounded parameter set, Teor. Imovir. Ta Matem. Statyst., No 90, 2014, pp.1-12; Theor. Probability and Math. Statist. 90 (2015), 1-12. [Scopus Q3-Q4]
http://probability.univ.kiev.ua/tims/issues-new/90/PDF/3.pdf
|
Veretennikov A., S. Anulova, A. Veretennikov, Exponential Convergence of degenerate Hybrid Stochastic Systems with full Dependence, in: Modern Stochastics and Applications, Springer, Optimization and Its Applications 90, Springer International Publishing Switzerland 2014, 159-174. DOI: 10.1007/978-3-319-03512-3_10
|
2013 |
Veretennikov A., S. V. Anulova, A. Yu. Veretennikov, and P. S. Shcherbakov, Exponential Convergence of Multi-Dimensional Stochastic Mechanical Systems with Switching. Proc. 52nd IEEE Conference on Decision and Control, December 10-13, Florence, Italy, 2013, 1217-1222 ( 1807.pdf). ISBN: 978-1-4673-5716-6.[WoS]
|
Veretennikov A., Butkovsky O.A., On asymptotics for Vaserstein coupling of Markov chains,
Stochastic Processes and their Applications, 123(9), 2013,
3518-3541. [Scopus Q1][WoS]
|
Veretennikov A., On large deviations in the averaging principle for SDE’s with a ``full dependence’’, revisited // Discrete and Continuous Dynamical Systems ser. B, 2013. V. 18. No. 2. P. 523-549. (doi: 10.3934/dcdsb.2013.18.523) [Scopus Q2][WoS] http://probability.univ.kiev.ua/tims/issues-new/90/PDF/3.pdf
|
2011 |
Veretennikov A., On Sobolev Solutions of Poisson Equations in R^d with a Parameter
(To 70th birthday of Professor N.V.Krylov),
Journal of Mathematical Sciences, 179(1), 48-79, 2011 (Eng);
О соболевских решениях уравнения Пуассона в R^d с параметром
(К 70-летию профессора Н.В.Крылова), Проблемы математического анализа, 61,
43-68, 2011.
|
Veretennikov A., (With O.A.Butkovsky) On asymptotics of Vaserstein"s coupling for a Markov chain.
International Mathematical Conference "50 years of IPPI", July 25-29 2011 Moscow, Russia,
Proceedings, ISBN 978-5-901158-15-9 http://www.iitp.ru/ru/conferences/839.htm
|
Veretennikov A., (With S.V.Anulova) On ergodicity of highly degenerate hybrid stochastic control systems.
International Mathematical Conference "50 years of IPPI", July 25-29 2011 Moscow, Russia,
Proceedings, ISBN 978-5-901158-15-9 http://www.iitp.ru/ru/conferences/839.htm/
|
Veretennikov A., M.L.Kleptsyna, On filtering with unspecified initial data for nonuniformly ergodic signams, in: The Oxford Handbook of nonlinear filtering, D.Crisan and B.Rozovsky (Eds.), Oxford University Press, Oxford, 2011, 267-298.
|
2010 |
Veretennikov A., (with S.V.Anulova) On ergodic properties of degenerate hybrid stochastic control systems, in: Decision and Control (CDC), 2010 49th IEEE Conference on
Issue Date: 15-17 Dec. 2010
On page(s): 2292 - 2297
Location: Atlanta, GA
ISSN: 0743-1546
Print ISBN: 978-1-4244-7745-6
INSPEC Accession Number: 11848709
Digital Object Identifier: 10.1109/CDC.2010.5717412 http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=5717412
|
Veretennikov A., О скорости перемешивания и сходимости к
стационарному распределению в систеах типа Эрланга в непрерывном
времени, Проблемы передачи информации, 2010, №4, стр.122-129. http://www.mathnet.ru/php/archive.phtml?wshow=paper&jrnid=ppi&paperid=2030&option_lang=rus
|
Veretennikov A., Abourashchi N., On stochastic averaging and mixing,
Theory of Stochastic Processes, 16(32)(1) (2010), 111-130.
URL of preprint version below. http://iitp.ru//upload/userpage/94/ayvlvov09c.pdf
|
Aivaliotis G., Veretennikov A., On Bellman"s equations for mean and variance control of a Markov diffusion, Stochastics: An International J. of Probability and Stochastic Processes,
Electronic version: 82 (6 Nov 2009), pages unknown.
Printed version: Volume 82, Issue 1 February 2010 , pages 41 - 51
DOI: 10.1080/17442500902723567. http://www.tandfonline.com/doi/abs/10.1080/17442500902723567#preview
|
Kleptsyna M., Veretennikov A., On discrete time ergodic filters with wrong initial data, 2, Stochastics: An International J. of Probability and Stochastic Processes, Electronic online version: 82 (01 Sept 2009), pages unknown.
Printed version: Volume 82, Issue 1 February 2010 , pages 25 - 40; DOI: 10.1080/17442500902723559 http://www.tandfonline.com/doi/abs/10.1080/17442500902723559#preview
|
2009 |
Veretennikov A., N. Abourashchi, A.Yu. Veretennikov, On Weak solutions and local Dobrushin"s mixing condition for 2D degenerate stochastic differential equations. In: Proc. Internat. Dobrushin conference, July 15-20 2009, Moscow, ISBN 978-5-901158-10-4, p. 5-11.
http://iitp.ru/www.iitp.ru/upload/content/347/Dobr_Conf_2009_Proceedings.pdf
|
Veretennikov A., (with N.Abourashchi) On exponential mixing bounds and
convergence rate for reciprocal Gamma diffusion processes,
Mathematical Communications, 14(2) (2009), 331-339.
http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=68541&lang=en
|
2008 |
Kleptsyna M., Veretennikov A., On discrete time filtres with wrong initial data, Probability Theory and Related Fields (2008) 141:411–444. http://www.springerlink.com/content/f3529k62w5h3811r/
|
Veretennikov A., Kleptsyna M., A. Yu. Veretennikov, M. L. Kleptsyna, “On Continuous Time Ergodic Filters with Wrong Initial Data”, Teor. Veroyatnost. i Primenen., 53:2 (2008), 240–276 http://www.mathnet.ru/php/journal.phtml?wshow=paper&jrnid=tvp&paperid=2408&year=2008&volume=53&issue
|
2007 |
Kleptsyna M., Veretennikov A., On ergodic filters with wrong initial data, C.R.Acad. Sci. Paris, Ser. I, 344(2007), 727-731.
|
Veretennikov A., On asymptotic information integral inequalities. (English)
Theory Stoch. Process. 13, No. 29, Part 1-2, 294-307 (2007).
|
2006 |
Veretennikov A., On ergodic measures for McKean--Vlasov stochastic equations, In:
Monte Carlo and Quasi-Monte Carlo Methods 2004 Niederreiter, H;
Talay, D. (Eds.), (2006), 471-486. http://www.springerlink.com/content/u04780308x116512/
|
Veretennikov A., On lower bounds for mixing coefficients of Markov diffusions, In:
From Stochastic Calculus to Mathematical Finance; The Shiryaev
Festschrift. Kabanov, Yu.; Liptser, R.; Stoyanov, J. (Eds.)
Springer, Berlin et al. (2006), 623--633.
http://www.springerlink.com/content/m524n00329448147/
|
Veretennikov A., Совместно с С.А.Клоковым. Mixing and convergence rates for a family of
Markov processes approximating SDEs, ROSE -
Random Oper. and Stoch. Equ., 14(2) (2006), 103-126.
http://www.xolopo.com/mathematics/mixing_convergence_rates_a_family_markov_processes_17253.html
|
2005 |
Veretennikov A., Совместно с E.Pardoux. On the Poisson equation and diffusion
approximation 3. Ann. Probab. 33(3) (2005), 1111-1133.
|
2004 |
Veretennikov A., Approximations for ergodic SDEs, Summer School 2004 Lecture notes, Helsinki University of Technology Institute of Mathematics Reports C-17 http://math.tkk.fi/visitors0405/AVslides.pdf
|
Veretennikov A., (with Zhizhina, E.A.) On stochastic algorithms for the global optimization problem on a compact. In R.G. Aykroyd, S. Barber, & K.V. Mardia (Eds.), Bioinformatics, Images, and Wavelets, pp. 77-81. Department of Statistics, University of Leeds. http://www1.maths.leeds.ac.uk/Statistics/workshop/lasr2004/Proceedings/veretennikov-revised.pdf
|
Veretennikov A., With S.A.Klokov. Subexponential mixing rate for a class
of Markov diffusions, J. Math. Sci. 123(1) (September 2004),
3816-3823. (http://www.springerlink.com/content/u831516785838223/
but the article is not available)
|
Veretennikov A., With S.A.Klokov. Sub-exponential mixing rate for a
class of Markov processes, Math. Comm. 9 (2004), 9-26.
http://hrcak.srce.hr/index.php?show=clanak_download&id_clanak_jezik=1422
|
2003 |
Veretennikov A., On large deviations for approximations of SDEs, Probab.
Theory Rel. Fields, 125(1) (2003), 135-152.
|
Veretennikov A., On approximate large deviations for 1D diffusion.
Dedicated to the memory of Professor Revaz Chitashvili. Georgian
Math. J. 10(2) (2003), 381--399.
|
Veretennikov A., Совместно с E.Pardoux. On Poisson equation and diffusion approximation 2,
Annals of Probability, 31(3) (2003), 1166--1192. http://www.jstor.org/pss/3481484
|
2002 |
Veretennikov A., With A.B.Varakin. On parameter estimation for ``polynomial
ergodic"" Markov chains with polynomial growth loss functions,
Markov Processes and Related Fields, 8(1) (2002), 127-144.
|
Veretennikov A., With R.Liptser and V.Spokoiny. Freidlin--Wentzell type large
deviations for smooth processes, Markov Processes Rel. Fields, 8
(2002), 611-636.
|
Veretennikov A., Coupling method for Markov chains
under integral Doeblin type condition. Theory Stoch. Process.
8(24) (2002), no.3-4, 383-390.
|
2001 |
Veretennikov A., With E.Pardoux. On the Poisson equation and diffusion
approximation. I. Ann. Probab. 29(3) (2001), 1061--1085.
|
2000 |
Veretennikov A., On large deviations for SDEs with small diffusion and averaging.
Stochastic Process. Appl. 89(1) (2000), 69-79
|
Veretennikov A., With G.N.Milstein. On deterministic and stochastic sliding modes
via small diffusion approximation. Markov Process. Related Fields
6(3) (2000), 371-395
|
1999 |
Veretennikov A., On KPP equations with various wave front speeds, the
Larson result via large deviations, in: Probability Theory and
Mathematical Statistics: Proceedings of the 7th Vilnius Conference
(1998) Vilnius, Lithuania (12-18 August, 1998), TEV, Vilnius,
Lithuania, and VSP, Utrecht, the Netherlands & Tokyo, Japan,
1999, 707-714
|
Veretennikov A., On Castellana--Leadbetter"s Condition for Diffusion Density
Estimation, Statistical Inference for Stochastic Processes, 2(1), 1-9
http://www.springerlink.com/content/r5p16r007628k533/
|
Veretennikov A., On large deviations in the averaging principle for SDE"s
with a "full dependence", Ann. Probab. 1999, 27(1), 284-296
|
1998 |
Veretennikov A., On parameter estimation for ergodic Markov chains with unbounded loss functions. WIAS, Berlin, 1998, preprint 448. (Version of the paper in MPRF 2002.)
http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.55.7889&rep=rep1&type=pdf
|
Veretennikov A., (with Anulova, S.V., Krylov, N.V., Liptser, R.S., Shyriaev, A.N.) Probability III. Stochastic Calculus. Berlin: Springer.
|
Veretennikov A., (with P.Priouret) A remark on the stability of the l.m.s. tracking
algorithm, Stoch. Anal. Appl. 16(1) (1998), 118-128
|
1997 |
Veretennikov A., (with E.Pardoux) Averaging for backward stochastic differential
equations, with applications to semi-linear PDE"s, Stoch. Stoch.
Rep. 60 (1997), 255-270.
|
Veretennikov A., On polynomial mixing bounds for stochastic differential equations,
Stoch. Processes Appl. 70 (1997), 115-127
|
Veretennikov A., (with M.Kelbert) On the estimation of mixing coefficients
for a multiphase service systems, Queueing Systems and Applications
(QUESTA), 25, 325-337
|
1996 |
Veretennikov A., On polynomial mixing bounds for stochastic differential equations, IRISA, publication interne no 1026. (Extended version of the paper in SPA 1997) http://iitp.ru/https://www.irisa.fr/doccenter/publis/PI/1996/irisapublication.2006-02-16.8300043499
|
Veretennikov A., On large deviations for SDE systems without bounded
coefficient derivatives, Stoch. Anal. and Appl., Proc. 5th Gregynog
Symp., Gregynog, Powys, 9-14 July 1995, Publ.Co. World Sci. Press,
1996, 471-478
|
Veretennikov A., On large deviations for stationary processes under local
ratio-mixing conditions, Uspehi Teorii Veroyatnostej i ee
Primenenij, Proc. 4th Russian-Finnish Symp. on Probability Theory
and Mathematical Statistics (3-8 oct. 1993, Moscow), ed. by
A.N.Shiryaev et al., TVP, Moscow, 1996, 217-222
|
1995 |
Veretennikov A., On backward filtering equations for SDE systems (direct approach).
In: Stochastic Partial Differential Equations, ed. by
A.Etheridge. London Math. Soc. Lecture Notes Series, Cambridge
Univ. Press, vol. 216 (1995), 304-311
|
1994 |
Veretennikov A., On large deviations in averaging principle for systems of
stochastic differential equations with unbounded coefficients.
Probability Theory and Mathematical Statistics. Proc. Sixth Vilnius
Conf. (28 June - 3 July, 1993). Ed. B.Grigelionis et al. VSP,
Utrecht, The Netherlands and Tokyo, Japan
|
Veretennikov A., On large deviations for diffusion processes under minimal
smoothness conditions. C.R.Acad.Sci Paris, ser. Matem, vol. 319, Ser. A, N 7, Oct.
1994, 727-732
|
Veretennikov A., Large deviations in averaging principle for stochastic differential equation systems (noncompact case). Stochastics and Stochastics Reports, 1994, 48, 83-96.
|
Veretennikov A., On large deviations and averaging principle for stochastic -
difference equation on a torus. Proc. Steklov Inst. of Math.,
(1994), Issue 4, 27--33.
|
Veretennikov A., On large deviations in averaging principle for systems of
stochastic differential equations with unbounded coefficients.
Probability Theory and Mathematical Statistics. Proc. Sixth Vilnius
Conf. (28 June - 3 July, 1993). Ed. B.Grigelionis et al. VSP,
Utrecht, The Netherlands and Tokyo, Japan, 1994, 735-742
|
Veretennikov A., On weak Bernoulli, mixing rate and large deviations for
SDE"s and stochastic difference systems with averaging. Proc.
Internat. Workshop on Stochastic Partial Differential Equations
(Univ. of North Carolina, Chapel Hill, NC, June 19-21, 1994), part
2, 5 pages (non-refereed extended abstract).
|
1993 |
Veretennikov A., Совместно с О.В.Гулинским (O.V.Gulinsky), Large deviations for discrete - time processes
with averaging. VSP, Utrecht, The Netherlands.
|
1992 |
Veretennikov A., On large deviations for ergodic process empirical
measures. Advances in Soviet Math. Vol. 12, 125-133 (this Journal exists only in English).
|
Veretennikov A., On asymptotic properties of stationary processes: large
deviations and exponential mixing. Proc. VI Soviet - Japan Symp. on
Probab. Theory and Mathem. Stat. (Kiev, 1991). World Scientific,
Singapore et al. 1992, 403-413
|
Veretennikov A., On large deviations for stochastic iterative procedures in
Hilbert space. Numerical Methods and Optimization, Vol.3. Tallinn:
Estonian Academy of Sciences, 1992, 88-96
|
1990 |
Veretennikov A., (with O.V.Gulinskii) Rate of mixing and the averaging
principle for stochastic recursive procedures. Aut. Remote Control.
51(6), 779-788
|
Veretennikov A., On large deviations in averaging principle for stochastic
differential equations with periodic coefficients. 1. - Probab.
Theory and Math. Statistics. Proc. Fifth Vilnius Conf. (1989). Ed.
by B.Grigelionis et. al.Vilnius, Lithuania: Mokslas and Utrecht,
The Netherlands: VSP, Vol. 2, 542-551
|
1989 |
Veretennikov A., Optimal stabilization of controllable random processes
with fast oscillating noise. Aut. Remote Control, 50(8), 1061-1065
|
Veretennikov A., Probability density of stochastic differential equations.
In: Statistics and Control of Stochastic Processes. Steklov seminar
1985-1986. Vol. 2. Ed. by A.N.Shiryaev et al. N.Y. Optimization
Software, Inc. Publ. Divizion. 233-237
|
1988 |
Veretennikov A., Rate of convergence of stochastic iteration procedures in
ill - posed problems. Aut. Remote Control. 49(1), 56-60
|
1987 |
Veretennikov A., Malliavin calculus and its applications to some limit
theorems. Proc. 1 - st World Congress Bernoully Soc., Tashkent,
1986. Vol. 1. Utrecht: VNU Sci. Press. 557-566
|
Veretennikov A., Lower bound for large deviations for an averaged SDE with a small diffusion, Russian Journal of Mathematical Physics, 1997, 5(1), 99-104.
|
1986 |
Veretennikov A., Regularization of ill-posed problems by stochastic
iteration procedures in the mean. Aut. Remote Control. 47(10),
1367-1372
|
1985 |
Veretennikov A., (with M.L.Kleptsina) On filtering and properties of conditional laws of Ito-Volterra processes,
Statistics and Control of Stochastic Processes, 1985. Steklov seminar, 1984. Ed. by N.V.Krylov
et al. Optimiz. Software, Publ. divizion, N.Y. 179-196
|
1984 |
Veretennikov A., Iterative methods in ill-posed problems with random
errors. Aut. Remote Control. 45(12), 1564-1569
|
1983 |
Veretennikov A., On the criteria for the existence of a strong solution of
a stochastic equation. Theory Probab. Appl. 27(3), 441-449
|
Veretennikov A., (with I.V.Emelin and M.A.Krasnosel"skii) On regularization of ill-posed problems by stop-rules of iterative procedures with random errors. Numer. Funct. Anal. and Optimiz. 1983, 5(2), 199-215.
|
1981 |
Veretennikov A., On strong and weak solutions of one - dimensional
stochastic equations with boundary conditions. Theory Probab. Appl. 26(4), 670-686 http://mi.mathnet.ru/tvp3500
|
Veretennikov A., Ergodicity and invariance principle for multiphase queuing
systems. Aut. Remote Control. 42(7), 906-909
|
1980 |
Veretennikov A., On the existence of the optimal policy for a
multidimensional quasidiffusion controlled process. Lecture
Notes in Control and Information Sci., Springer, vol. 25, 80-90
|
1978 |
Veretennikov A., On the existence of the optimal strategy in a diffusion
process control problem. Internat. Symp. Stoch. Diff. Equations,
Vilnius, 1978. Abstr. comm., 174-177
|