Alexandra Rodkina

According to our database, Alexandra Rodkina authored at least 18 papers between 1999 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Including stochastics in Prediction-Based Control of difference systems: Stabilizing and destabilizing by noise.

Elena Braverman, Alexandra Rodkina

Syst. Control. Lett., 2024

2023

Noisy prediction-based control leading to stability switch.

Elena Braverman, Alexandra Rodkina

Math. Comput. Simul., November, 2023

2020

Stabilization of cycles for difference equations with a noisy PF control.

Elena Braverman, Josef Diblík, Alexandra Rodkina, Zdenek Smarda

Autom., 2020

On local stability of stochastic delay nonlinear discrete systems with state-dependent noise.

Josef Diblík, Alexandra Rodkina, Zdenek Smarda

Appl. Math. Comput., 2020

2018

Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations.

Cónall Kelly, Alexandra Rodkina, Eeva Maria Rapoo

J. Comput. Appl. Math., 2018

2016

On asymptotic optimality of Merton's myopic portfolio strategies under time discretization.

Alexandra Rodkina, Nikolai Dokuchaev

IMA J. Math. Control. Inf., 2016

2013

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'.

Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina

LMS J. Comput. Math., 2013

Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation.

Cónall Kelly, Peter Palmer, Alexandra Rodkina

Comput. Math. Appl., 2013

Difference equations of Ricker and logistic types under bounded stochastic perturbations with positive mean.

Elena Braverman, Alexandra Rodkina

Comput. Math. Appl., 2013

2012

Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations.

Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina

LMS J. Comput. Math., 2012

On difference equations with asymptotically stable 2-cycles perturbed by a decaying noise.

Elena Braverman, Alexandra Rodkina

Comput. Math. Appl., 2012

2011

Stochastic Difference Equations and Applications.

Alexandra Rodkina, Cónall Kelly

Proceedings of the International Encyclopedia of Statistical Science, 2011

2010

Preserving positivity in solutions of discretised stochastic differential equations.

John A. D. Appleby, Malgorzata Guzowska, Cónall Kelly, Alexandra Rodkina

Appl. Math. Comput., 2010

2008

Stabilization and Destabilization of Nonlinear Differential Equations by Noise.

John A. D. Appleby, Xuerong Mao, Alexandra Rodkina

IEEE Trans. Autom. Control., 2008

2007

On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term.

Alexandra Rodkina, Michael V. Basin

Syst. Control. Lett., 2007

2006

On delay-dependent stability for a class of nonlinear stochastic delay-differential equations.

Alexandra Rodkina, Michael V. Basin

Math. Control. Signals Syst., 2006

On delay-dependent stability for discrete nonlinear stochastic systems with state delay and Volterra diffusion term.

Alexandra Rodkina, Michael V. Basin

Proceedings of the American Control Conference, 2006

1999

On stability of cutting processes in presence of random noises.

Alexandra Rodkina, Marian Wiercigroch

Proceedings of the 5th European Control Conference, 1999