| 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 |
