caa a22 4500 605518513 CHVBK 20210128100726.0 cr unu---uuuuu 210128e20150101xx s 000 0 eng 10.1007/s10559-015-9700-6 doi (NATIONALLICENCE)springer-10.1007/s10559-015-9700-6 Mathematical Modeling of Distributed Catastrophic and Terrorist Risks1 [Elektronische Daten] [O. Haivoronskyy, Yu. Ermoliev, P. Knopov, V. Norkin] The paper shows how the mathematical tools of the theory of controlled Markov fields can be applied to model catastrophic risks caused by natural events or terrorist threats. The examples of problem statements of long-term investment in security are given. A survey of solution methods for stochastic optimal control problems is proposed. It is shown that these problems can be reduced to finite-dimensional stochastic programming problems and can be solved by the stochastic quasigradient method. Springer Science+Business Media New York, 2015 catastrophic risk nationallicence terrorist threat nationallicence controlled Markov field nationallicence random field with local interaction nationallicence Gibbs field nationallicence stochastic programming nationallicence stochastic quasigradient method nationallicence Haivoronskyy O. Norwegian University of Science and Technology, Trondheim, Norway aut Ermoliev Yu International Institute of Applied Systems Analysis, Laxenburg, Austria aut Knopov P. V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine aut Norkin V. V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine aut Cybernetics and Systems Analysis Springer US; http://www.springer-ny.com 51/1(2015-01-01), 85-95 1060-0396 51:1<85 2015 51 10559 https://doi.org/10.1007/s10559-015-9700-6 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s10559-015-9700-6 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Haivoronskyy O. Norwegian University of Science and Technology, Trondheim, Norway aut NATIONALLICENCE 700 1- Ermoliev Yu International Institute of Applied Systems Analysis, Laxenburg, Austria aut NATIONALLICENCE 700 1- Knopov P. V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine aut NATIONALLICENCE 700 1- Norkin V. V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine aut NATIONALLICENCE 773 0- Cybernetics and Systems Analysis Springer US; http://www.springer-ny.com 51/1(2015-01-01), 85-95 1060-0396 51:1<85 2015 51 10559