Problems of unconstrained optimization with an objective function depending on a scalar parameter (time) are considered. The solution of these problems also depends on time and any numerical method must keep track of this dependence. For the solution of such nonstationary problems, a discrete gradient method is treated, in which only one gradient step is taken for the varying function at each instant of time. Estimates of intervals (variations) between exact and approximate solutions are found and an asymptotic behavior of these estimates is defined.
The paper presents a new approach to restoration characteristics randomized models under small amounts of input and output data. This approach proceeds from involving randomized static and dynamic models and estimating the probabilistic characteristics of their parameters. We consider static and dynamic models described by Volterra polynomials. The procedures of robust parametric and non-parametric estimation are constructed by exploiting the entropy concept based on the generalized informational Boltzmann's and Fermi's entropies.
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