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2020, Issue 11  

Modern problems of optimization theory stochastic systems
A. I. Kibzun, I. N. Sinitsyn 		3–10
$\mathcal{L}_1$-optimal filtering of Markov jump processes. I. Exact solution and numerical implementation schemes
A. V. Borisov 		11–31
Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system
A. V. Bosov 		32–45
Separation theorem for average optimal control for hybrid systems of variable dimension
A. S. Bortakovskii 		46–71
Robust estimation based on the least absolute deviations method and the Ëalman filter
B. M. Miller, K. S. Kolosov 		72–92
Iterative learning control design for discrete-time stochastic switched systems
P. V. Pakshin, J. P. Emelianova 		93–111
Mini-batch adaptive random search method for the parametric identification of dynamic systems
A. V. Panteleev, A. V. Lobanov 		112–135
Optimization of linear stochastic systems based on canonical wavelet expansions
I. N. Sinitsyn, V. I. Sinitsyn, E. R. Korepanov, T. D. Konashenkova 		136–154
Sufficient conditions for terminal invariance of stochastic jump diffusion systems
M. M. Khrustalev, K. A. Tsarkov 		155–173
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