Alexandra Rodkina

Publication Activity (10 Years)

Years Active: 1999-2023
Publications (10 Years): 5

Top Topics

Asymptotic Optimality

Top Venues

Math. Comput. Simul.

J. Comput. Appl. Math.

Appl. Math. Comput.

Publications

Elena Braverman, Alexandra Rodkina
Noisy prediction-based control leading to stability switch. Math. Comput. Simul. 213 (2023)
Josef Diblík, Alexandra Rodkina, Zdenek Smarda
On local stability of stochastic delay nonlinear discrete systems with state-dependent noise. Appl. Math. Comput. 374 (2020)
Elena Braverman, Josef Diblík, Alexandra Rodkina, Zdenek Smarda
Stabilization of cycles for difference equations with a noisy PF control. Autom. 115 (2020)
Cónall Kelly, Alexandra Rodkina, Eeva Maria Rapoo
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations. J. Comput. Appl. Math. 334 (2018)
Alexandra Rodkina, Nikolai Dokuchaev
On asymptotic optimality of Merton's myopic portfolio strategies under time discretization. IMA J. Math. Control. Inf. 33 (4) (2016)
Cónall Kelly, Peter Palmer, Alexandra Rodkina
Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation. Comput. Math. Appl. 66 (11) (2013)
Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina
Corrigendum: On the use of a discrete form of the Itô formula in the article 'Almost sure asymptotic stability analysis of the -Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations'. LMS J. Comput. Math. 16 (2013)
Elena Braverman, Alexandra Rodkina
Difference equations of Ricker and logistic types under bounded stochastic perturbations with positive mean. Comput. Math. Appl. 66 (11) (2013)
Elena Braverman, Alexandra Rodkina
On difference equations with asymptotically stable 2-cycles perturbed by a decaying noise. Comput. Math. Appl. 64 (7) (2012)
Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina
-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations. LMS J. Comput. Math. 15 (2012)
John A. D. Appleby, Malgorzata Guzowska, Cónall Kelly, Alexandra Rodkina
Preserving positivity in solutions of discretised stochastic differential equations. Appl. Math. Comput. 217 (2) (2010)
John A. D. Appleby, Xuerong Mao, Alexandra Rodkina
Stabilization and Destabilization of Nonlinear Differential Equations by Noise. IEEE Trans. Autom. Control. 53 (3) (2008)
Alexandra Rodkina, Michael V. Basin
On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term. Syst. Control. Lett. 56 (6) (2007)
Alexandra Rodkina, Michael V. Basin
On delay-dependent stability for discrete nonlinear stochastic systems with state delay and Volterra diffusion term. ACC (2006)
Alexandra Rodkina, Michael V. Basin
On delay-dependent stability for a class of nonlinear stochastic delay-differential equations. Math. Control. Signals Syst. 18 (2) (2006)
Alexandra Rodkina, Marian Wiercigroch
On stability of cutting processes in presence of random noises. ECC (1999)