Yu. S. Kan

Available identifiers

zbMath Open kan.yu-sMaRDI QIDQ462004

List of research outcomes

Publication	Date of Publication	Type
An extension of the quantile optimization problem with a loss function linear in random parameters	2021-02-18	Paper
Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel	2020-04-22	Paper
Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion	2020-01-27	Paper
On optimal retention of the trajectory of discrete stochastic system in tube	2020-01-23	Paper
Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion	2018-06-20	Paper
One-parameter optimal correction problem for the trajectory of an aerial vehicle with respect to the probability criterion	2018-04-12	Paper
Asymptotic confidence interval for conditional probability at decision making	2018-02-06	Paper
Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters	2017-11-03	Paper
Design of optimal strategies in the problems of discrete system control by the probabilistic criterion	2017-08-31	Paper
A method for solving quantile optimization problems with a bilinear loss function	2016-01-13	Paper
On approximate computation of the quantile criterion	2014-10-15	Paper
Optimization of the area of a takeoff and landing runway	2014-09-03	Paper
Quantile criterion-based control of the securities portfolio with a nonzero ruin probability	2013-08-07	Paper
On the convergence of a stochastic approximation procedure for estimating the quantile criterion in the case of a discontinuous distribution function	2011-06-16	Paper
On approximate solution of the problem of formation of the fixed-income portfolio of securities	2011-01-03	Paper
On guaranteed sample volume in the problem of estimating unknown probability	2010-09-24	Paper
https://portal.mardi4nfdi.de/entity/Q3550889	2010-04-07	Paper
Fundamentals of the linearization method for quantile analysis with small random parameters	2009-02-26	Paper
Selection of a fixed-income portfolio	2007-10-23	Paper
Comparison of the quantile and guaranteeing approaches to system analysis	2007-06-14	Paper
Control optimization by the quantile criterion	2005-06-17	Paper
On convergence of a stochastic quasigradient algorithm of quantile optimization	2005-06-17	Paper
Optimal control of the investment portfolio with respect to the quantile criterion	2005-06-17	Paper
Bilinear loss function: quantile minimization of its normal distribution	2004-10-19	Paper
Quantile minimization with bilinear loss function	2004-10-19	Paper
On substantiation of the principle of uniformity in the problem of optimization of the probabilistic performance	2004-10-18	Paper
https://portal.mardi4nfdi.de/entity/Q2724695	2002-09-08	Paper
Convexity properties of probability and quantile functions in optimization problems	1999-05-24	Paper
https://portal.mardi4nfdi.de/entity/Q3840409	1999-03-23	Paper
A qualitative study of probability and quantile functions	1998-10-18	Paper
A quasi-gradient algorithm for minimizing the quantile function	1998-10-18	Paper
https://portal.mardi4nfdi.de/entity/Q4339054	1997-06-04	Paper
Stabilization of a quasi-linear system with a random noise in control	1997-01-21	Paper
Stabilization of a dynamic system which is under the action of undetermined and random disturbances	1992-06-26	Paper
Optimal control of linear systems on the basis of a quantile criterion	1990-01-01	Paper

Research outcomes over time

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