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I graduated from the State University of Chernivtsi in 1964. I had been working in Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine in 1965–1996. I obtained degree of candidate of sciences (Physics and Mathematics) in 1969 and degree of Doctor of sciences (Physics and Mathematics) in 1992. I obtained the academic rank of Senior Researcher in 1993. I have been working as the leading researcher of the research department of the applied nonlinear analysis of IASA NTUU KPI since 1996. I am also the professor of MMSA.

The reduction methods were investigated as the effective instruments of system analysis in the problems of complex stochastic models optimization. These methods allowed to:

  • build the optimal strategies of stochastic control of markov and semi-markov models,
  • obtain the solutions of nonlinear functional optimality equations of Bellman type for weakly controlled markov and semi-markov models,
  • obtain the solutions of nonlinear functional optimality equations of Wald type in the problems of the optimal stopping of markov and semi-markov models with the stochastic discounting and small absorption probability.

Scientific interests: theory and practice of decision-making under stochastic uncertainty, markov individual and collective decision-making processes under incomplete information, theoretical and methodological approaches to Bayesian statistical decision-making under stochastic uncertainty, nonstationary processes forecasting methods in economics and finances.

More than 140 publications, 7 books among them.

Contact

Андрєєв Микола Варфоломійович
Phone: 
+38 (044) 242-85-30
Office: 
216-35