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Borisov, Andrey Vladimirovich
Associate professor
Doctor of physico-mathematical sciences (2008)
Speciality: 05.13.01 (System analysis, the control and processing of information (separated by fields))
E-mail: ,
Website: https://mai.ru/content/people/index.php?ID=6818

https://www.mathnet.ru/eng/person34004
List of publications on Google Scholar
https://mathscinet.ams.org/mathscinet/MRAuthorID/311025
https://elibrary.ru/author_items.asp?authorid=16040
https://orcid.org/0000-0002-3124-2147
https://www.webofscience.com/wos/author/record/Q-4479-2016
https://www.scopus.com/authid/detail.url?authorId=56979499000

Publications in Math-Net.Ru Citations
2025
1. A. V. Borisov, A. N. Ignatov, V. A. Borisov, “Optimization of a train speed profile based on the expected accident damage criterion”, Inform. Primen., 19:3 (2025),  27–35  mathnet
2. A. V. Borisov, Yu. N. Kurinov, R. L. Smeliansky, “Mathematical support for monitoring of states and numerical characteristics of network connection based on compound statistical information”, Inform. Primen., 19:2 (2025),  35–44  mathnet
3. A. V. Borisov, “Filtering of states and parameters of special Markov jump processes via indirect perfect observations”, Inform. Primen., 19:1 (2025),  25–32  mathnet 1
2024
4. A. V. Borisov, Yu. N. Kurinov, R. L. Smelyansky, “Filtering of a class of Markov jump processes by heterogeneous observations with additive noises”, Inform. Primen., 18:4 (2024),  10–18  mathnet 2
5. A. V. Borisov, Yu. N. Kurinov, R. L. Smelyansky, “Probabilistic analysis of a class of Markov jump processes”, Inform. Primen., 18:3 (2024),  30–37  mathnet 3
6. A. V. Borisov, “Market with Markov jump volatility V: Market completion with derivatives”, Inform. Primen., 18:2 (2024),  9–16  mathnet
7. A. V. Borisov, “Market with markov jump volatility IV: price of risk monitoring algorithm given high frequency observation flows of assets prices”, Inform. Primen., 18:1 (2024),  26–32  mathnet 1
2023
8. A. V. Borisov, “Market with Markov jump volatility III: Price of risk monitoring algorithm given discrete-time observations of asset prices”, Inform. Primen., 17:4 (2023),  9–16  mathnet 2
9. A. V. Borisov, “Market with Markov jump volatility II: Algorithm of derivative fair price calculation”, Inform. Primen., 17:3 (2023),  18–24  mathnet 3
10. A. V. Borisov, “Market with Markov jump volatility I: Price of risk monitoring as an optimal filtering problem”, Inform. Primen., 17:2 (2023),  27–33  mathnet 4
2022
11. A. V. Borisov, “$\mathcal {L}_1$-optimal filtering of Markov jump processes. III. Identification of system parameters”, Avtomat. i Telemekh., 2022, no. 11,  121–144  mathnet; Autom. Remote Control, 83:11 (2022), 1773–1791
12. A. V. Borisov, A. V. Bosov, “Practical implementation of the solution of the stabilization problem for a linear system with discontinuous random drift by indirect observations”, Avtomat. i Telemekh., 2022, no. 9,  109–127  mathnet; Autom. Remote Control, 83:9 (2022), 1417–1432 1
13. A. V. Borisov, “Total approximation order for Markov jump process filtering given discretized observations”, Inform. Primen., 16:4 (2022),  8–13  mathnet 1
14. A. V. Borisov, A. V. Bosov, D. V. Zhukov, “Research and development strategy in the field of artificial intelligence IV: Chinese government policy”, Sistemy i Sredstva Inform., 32:1 (2022),  18–33  mathnet 1
15. A. V. Borisov, A. V. Bosov, D. V. Zhukov, A. V. Ivanov, “Information aspects of security in transport: Analytical data processing”, Sistemy i Sredstva Inform., 32:1 (2022),  4–17  mathnet 1
2021
16. A. V. Borisov, D. Kh. Kazanchyan, “Filtering of Markov jump processes given composite observations II: Numerical algorithm”, Inform. Primen., 15:3 (2021),  9–15  mathnet 2
17. A. V. Borisov, D. Kh. Kazanchyan, “Filtering of Markov jump processes given composite observations I: Exact solution”, Inform. Primen., 15:2 (2021),  12–19  mathnet 3
18. A. V. Borisov, A. V. Bosov, D. V. Zhukov, “Research and development strategy in the field of artificial intellegence III: United States government support doctrine”, Sistemy i Sredstva Inform., 31:4 (2021),  114–134  mathnet 2
19. A. V. Borisov, A. V. Bosov, D. V. Zhukov, A. V. Ivanov, “Information aspects of security in transport: Analytical calculations”, Sistemy i Sredstva Inform., 31:4 (2021),  97–113  mathnet 1
20. A. V. Borisov, A. V. Bosov, D. V. Zhukov, “Research and development strategy in the field of artificial intellegence II: Comparative analysis of scientometric indicators in the world and in the Russian Federation”, Sistemy i Sredstva Inform., 31:2 (2021),  89–107  mathnet 3
21. A. V. Borisov, A. V. Bosov, D. V. Zhukov, A. V. Ivanov, “Information aspects of security in transport: Search and selection of information”, Sistemy i Sredstva Inform., 31:2 (2021),  80–88  mathnet 2
22. A. V. Borisov, A. V. Bosov, D. V. Zhukov, “Research and development strategy in the field of artificial intelligence I: Basic concepts and brief chronology”, Sistemy i Sredstva Inform., 31:1 (2021),  57–68  mathnet 6
2020
23. A. V. Borisov, “$\mathcal{L}_1$-optimal filtering of Markov jump processes. II. Numerical analysis of particular realizations schemes”, Avtomat. i Telemekh., 2020, no. 12,  24–49  mathnet  elib; Autom. Remote Control, 81:12 (2020), 2160–2180  isi  scopus 9
24. A. V. Borisov, “$\mathcal{L}_1$-optimal filtering of Markov jump processes. I. Exact solution and numerical implementation schemes”, Avtomat. i Telemekh., 2020, no. 11,  11–31  mathnet  elib; Autom. Remote Control, 81:11 (2020), 1945–1962  isi  scopus 6
25. A. V. Borisov, “Robust filtering algorithm for Markov jump processes with high-frequency counting observations”, Avtomat. i Telemekh., 2020, no. 4,  3–20  mathnet  elib; Autom. Remote Control, 81:4 (2020), 575–588  isi  scopus 3
26. A. V. Borisov, “Numerical schemes of Markov jump process filtering given discretized observations III: Multiplicative noises case”, Inform. Primen., 14:2 (2020),  10–18  mathnet 5
27. A. V. Borisov, “Numerical schemes of Markov jump process filtering given discretized observations II: Additive noise case”, Inform. Primen., 14:1 (2020),  17–23  mathnet 8
28. A. V. Borisov, A. V. Bosov, D. V. Zhukov, A. V. Ivanov, D. V. Sushko, “Information aspects of security in transport: Ontology of the subject area, models, and cases”, Sistemy i Sredstva Inform., 30:1 (2020),  126–134  mathnet 4
2019
29. A. V. Borisov, “Numerical schemes of Markov jump process filtering given discretized observations I: Accuracy characteristics”, Inform. Primen., 13:4 (2019),  68–75  mathnet 5
2018
30. A. V. Borisov, “Wonham filtering by observations with multiplicative noises”, Avtomat. i Telemekh., 2018, no. 1,  52–65  mathnet  elib; Autom. Remote Control, 79:1 (2018), 39–50  isi  scopus 14
31. A. V. Borisov, A. V. Bosov, A. I. Kibzun, G. B. Miller, K. V. Semenikhin, “The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems”, Avtomat. i Telemekh., 2018, no. 1,  3–17  mathnet  elib; Autom. Remote Control, 79:1 (2018), 1–11  isi  scopus 8
32. A. V. Borisov, “Filtering of Markov jump processes by discretized observations”, Inform. Primen., 12:3 (2018),  115–121  mathnet  elib 6
33. A. V. Borisov, A. V. Bosov, A. V. Ivanov, A. I. Stefanovich, “Analytical information systems performance analysis: methodology for timetable and staff quantity evaluation”, Sistemy i Sredstva Inform., 28:3 (2018),  39–53  mathnet  elib
34. A. V. Borisov, A. V. Bosov, A. V. Ivanov, R. B. Chavtaraev, “Monte Carlo based user activity simulation for software performance evaluation”, Sistemy i Sredstva Inform., 28:2 (2018),  20–33  mathnet  elib 2
35. A. V. Borisov, A. V. Bosov, A. V. Ivanov, E. R. Korepanov, “To the reliability of an information-telecommunication system: an approach to recognition of reliable software characteristics”, Sistemy i Sredstva Inform., 28:1 (2018),  20–34  mathnet  elib 2
2017
36. A. V. Borisov, “Classification by continuous-time observations in multiplicative noise II: numerical algorithm”, Inform. Primen., 11:2 (2017),  33–41  mathnet  elib 2
37. A. V. Borisov, “Classification by continuous-time observations in multiplicative noise I: formulae for Bayesian estimate”, Inform. Primen., 11:1 (2017),  11–19  mathnet  elib 2
2016
38. A. V. Borisov, “Application of optimal filtering methods for on-line of queueing network states”, Avtomat. i Telemekh., 2016, no. 2,  115–141  mathnet  elib; Autom. Remote Control, 77:2 (2016), 277–296  isi  scopus 9
39. A. V. Borisov, A. V. Bosov, G. B. Miller, “Modeling and monitoring of VoIP connection”, Inform. Primen., 10:2 (2016),  2–13  mathnet  elib 6
2015
40. A. V. Borisov, B. M. Miller, K. V. Siemenikhin, “Filtering of the Markov jump process given the observations of multivariate point process”, Avtomat. i Telemekh., 2015, no. 2,  34–60  mathnet  elib; Autom. Remote Control, 76:2 (2015), 219–240  isi  elib  scopus 9
2014
41. A. V. Borisov, “Monitoring remote server accessibility: the optimal filtering approach”, Inform. Primen., 8:3 (2014),  53–69  mathnet  elib 6
2012
42. A. V. Borisov, “A posteriori minimax estimation with likelihood constraints”, Avtomat. i Telemekh., 2012, no. 9,  49–71  mathnet  zmath; Autom. Remote Control, 73:9 (2012), 1481–1497  isi  scopus 2
2011
43. A. V. Borisov, A. V. Bosov, A. I. Stefanovich, “Minimax estimation in systems of observation with Markovian chains by integral criterion”, Avtomat. i Telemekh., 2011, no. 2,  41–55  mathnet  mathscinet  zmath; Autom. Remote Control, 72:2 (2011), 255–268  isi  scopus 1
2010
44. A. V. Borisov, A. V. Bosov, A. I. Stefanovich, “Optimal estimates for the operating parameters of an information web portal”, Avtomat. i Telemekh., 2010, no. 3,  16–33  mathnet  mathscinet  zmath; Autom. Remote Control, 71:3 (2010), 379–394  isi  scopus 3
2008
45. A. V. Borisov, “Minimax a posteriori estimation of the Markov processes with finite state spaces”, Avtomat. i Telemekh., 2008, no. 2,  64–79  mathnet  mathscinet  zmath; Autom. Remote Control, 69:2 (2008), 233–246  isi  scopus 9
2007
46. A. V. Borisov, “Minimax a posteriori estimation in the hidden Markov models”, Avtomat. i Telemekh., 2007, no. 11,  31–45  mathnet  mathscinet  zmath; Autom. Remote Control, 68:11 (2007), 1917–1930  scopus 4
47. A. V. Borisov, “Specific optimal estimation of special Markov jump processes”, Avtomat. i Telemekh., 2007, no. 3,  47–65  mathnet  mathscinet  zmath; Autom. Remote Control, 68:3 (2007), 413–429  scopus 1
48. A. V. Borisov, “Bayesian estimation in observation systems with Markov jump processes: game-theoretic approach”, Inform. Primen., 1:2 (2007),  65–75  mathnet 1
2006
49. A. V. Borisov, “Backward representation of Markov jump processes and related problems. II. Optimal nonlinear estimation”, Avtomat. i Telemekh., 2006, no. 9,  120–141  mathnet  mathscinet  zmath; Autom. Remote Control, 67:9 (2006), 1466–1484  scopus 4
50. A. V. Borisov, “Backward representation of Markov jump processes and related problems. I. Optimal linear estimation”, Avtomat. i Telemekh., 2006, no. 8,  51–76  mathnet  mathscinet  zmath; Autom. Remote Control, 67:8 (2006), 1228–1250  scopus 4
51. A. V. Borisov, “Algorithms of optimal non-linear smoothing of special Markovian jump processes”, Sistemy i Sredstva Inform., 2006, no. special issue,  47–76  mathnet
52. A. V. Borisov, “Analysis of hidden Markov models states generated by special jump processes”, Teor. Veroyatnost. i Primenen., 51:3 (2006),  589–600  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 51:3 (2007), 518–528  isi  scopus 5
2005
53. A. V. Borisov, G. B. Miller, “Analysis and filtration of special discrete-time markov processes. II. Optimal filtration”, Avtomat. i Telemekh., 2005, no. 7,  112–125  mathnet  mathscinet  zmath; Autom. Remote Control, 66:7 (2005), 1125–1136  scopus 6
54. A. V. Borisov, G. B. Miller, “Analysis and filtration of special discrete-time Markov processes. I. Martingale representation”, Avtomat. i Telemekh., 2005, no. 6,  114–125  mathnet  mathscinet  zmath; Autom. Remote Control, 66:6 (2005), 953–962  scopus 1
2004
55. A. V. Borisov, “Analysis and estimation of the states of special jump Markov processes. II. Optimal filtration in wiener noise”, Avtomat. i Telemekh., 2004, no. 5,  61–76  mathnet  mathscinet  zmath; Autom. Remote Control, 65:5 (2004), 741–754  isi  scopus 12
56. A. V. Borisov, “Analysis and estimation of the states of special Markov jump processes. I. A martingale representation”, Avtomat. i Telemekh., 2004, no. 1,  50–65  mathnet  mathscinet  zmath; Autom. Remote Control, 65:1 (2004), 44–57  isi  scopus 13
1998
57. A. V. Borisov, “Optimal filtering in systems with degenerate noise in observations”, Avtomat. i Telemekh., 1998, no. 11,  32–45  mathnet  mathscinet  zmath; Autom. Remote Control, 59:11 (1998), 1526–1537 8
58. A. V. Borisov, A. R. Pankov, “Minimax linear estimation in generalized uncertain-stochastic system. II. Minimax filtering in dynamic systems described by stochastic differential equations with measure”, Avtomat. i Telemekh., 1998, no. 6,  139–152  mathnet  mathscinet  zmath; Autom. Remote Control, 59:6 (1998), 867–876 3
59. A. V. Borisov, A. R. Pankov, “Minimax linear estimation in generalized uncertain-stochastic systems. I: Estimation of random elements with values in Hilbert spaces”, Avtomat. i Telemekh., 1998, no. 5,  102–111  mathnet  mathscinet  zmath; Autom. Remote Control, 59:5 (1998), 695–702 3
1996
60. A. V. Borisov, A. R. Pankov, “Minimax Estimation of Stochastic Elements with Values in Hilbert Spaces”, Avtomat. i Telemekh., 1996, no. 6,  61–75  mathnet  mathscinet  zmath; Autom. Remote Control, 57:6 (1996), 819–830
1995
61. A. V. Borisov, A. R. Pankov, “Minimax procedures for statistical estimation in Hilbert spaces”, Dokl. Akad. Nauk, 345:6 (1995),  727–729  mathnet  mathscinet  zmath 1
1992
62. A. V. Borisov, A. R. Pankov, N. M. Sotskiĭ, “Minimax estimation in linear differential indeterminate-stochastic systems”, Avtomat. i Telemekh., 1992, no. 4,  57–63  mathnet  mathscinet  zmath; Autom. Remote Control, 53:4 (1992), 521–527
1991
63. A. V. Borisov, A. R. Pankov, N. M. Sotskiĭ, “Filtering and smoothing in nondeterministic-stochastic systems with partially observable inputs”, Avtomat. i Telemekh., 1991, no. 3,  85–95  mathnet  mathscinet  zmath; Autom. Remote Control, 52:3 (1991), 369–378

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