Svetlana V. Anulova

11 papers Journal 4Unranked 7
YearRankTypeTitle / Venue / Authors
2020 J jnl
On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions.
SIAM J. Control. Optim.
Svetlana V. Anulova, Hilmar Mai, Alexander Yur'evich Veretennikov
2017 — conf
Fluid Limit for Closed Queueing Network with Several Multi-servers.
ACMPT
Svetlana V. Anulova
2017 J jnl
Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control.
Autom. Remote. Control.
Svetlana V. Anulova
2015 — conf
Adaptive mirror descent algorithm for the minimization of expected cumulative losses driven by a renewal process.
ECC
Alexander V. Nazin, Svetlana V. Anulova, Andrey A. Tremba, Pavel S. Shcherbakov
2015 J jnl
Quadratic Lyapunov function for stochastic mechanical systems with switching impacts.
Autom. Remote. Control.
Svetlana V. Anulova
2014 J jnl
A mirror descent algorithm for minimization of mean Poisson flow driven losses.
Autom. Remote. Control.
Alexander V. Nazin, Svetlana V. Anulova, Andrey A. Tremba
2014 — conf
A multidimensional comparison theorem for SDE with reflection applications to control of a group of independent identical agents.
ECC
Svetlana V. Anulova
2014 — conf
Application of the Mirror Descent Method to minimize average losses coming by a poisson flow.
ECC
Alexander V. Nazin, Svetlana V. Anulova, Andrey A. Tremba
2013 — conf
Exponential convergence of multi-dimensional stochastic mechanical systems with switching.
CDC
Svetlana V. Anulova, Alexander Yur'evich Veretennikov, Pavel S. Shcherbakov
2010 — conf
A multidimensional comparison theorem for solutions of the Skorokhod problem in a wedge with applications to control of a group of independent identical agents.
CDC
Svetlana V. Anulova
2010 — conf
On ergodic properties of degenerate hybrid stochastic control systems.
CDC
Svetlana V. Anulova, Alexander Yur'evich Veretennikov