Stanislav P. Uryasev

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Classification and severity progression measure of COVID-19 patients using pairs of multi-omic factors
Journal of Applied Statistics
2023-09-27Paper
Application of buffered probability of exceedance in reliability optimization problems
Cybernetics and Systems Analysis
2020-12-14Paper
Optimization techniques to obtain the best combination of alloy strength and toughness
Cybernetics and Systems Analysis
2016-10-31Paper
Robust multi-sensor scheduling for multi-site surveillance
Journal of Combinatorial Optimization
2011-06-17Paper
scientific article; zbMATH DE number 5494121 (Why is no real title available?)2009-01-20Paper
A sample-path approach to optimal position liquidation
Annals of Operations Research
2008-03-31Paper
The α-reliable mean-excess regret model for stochastic facility location modeling
Naval Research Logistics
2007-02-20Paper
On relation between expected regret and conditional value-at-risk2006-03-09Paper
Optimal security liquidation algorithms
Computational Optimization and Applications
2005-11-16Paper
DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION
International Journal of Theoretical and Applied Finance
2005-05-06Paper
Credit cards scoring with quadratic utility functions
Journal of Multi-Criteria Decision Analysis
2003-10-29Paper
scientific article; zbMATH DE number 1836444 (Why is no real title available?)2002-11-27Paper
scientific article; zbMATH DE number 1836463 (Why is no real title available?)2002-11-27Paper
Credit risk optimization with conditional Value-at-Risk criterion
Mathematical Programming. Series A. Series B
2002-10-10Paper
Optimal estimation of signal parameters using bilinear observations2002-09-01Paper
Conditional value-at-risk: optimization approach2002-08-07Paper
On optimization of unreliable material flow systems2001-07-12Paper
Probabilistic constrained optimization. Methodology and applications
Nonconvex Optimization and Its Applications
2001-04-22Paper
scientific article; zbMATH DE number 1424221 (Why is no real title available?)2000-08-21Paper
Optimization in the space of distribution functions and applications in the Bayes analysis2000-01-01Paper
Differentiability of probability function
Stochastic Analysis and Applications
1999-01-06Paper
Analytic perturbation analysis for deds with discontinuous sample-path functions<sup>∗</sup>
Communications in Statistics. Stochastic Models
1997-09-17Paper
Derivatives of probability functions and some applications
Annals of Operations Research
1995-08-27Paper
Derivatives of probability functions and integrals over sets given by inequalities
Journal of Computational and Applied Mathematics
1995-08-07Paper
On relaxation algorithms in computation of noncooperative equilibria
IEEE Transactions on Automatic Control
1995-05-01Paper
scientific article; zbMATH DE number 617930 (Why is no real title available?)1994-08-09Paper
New variable-metric algorithms for nondifferentiable optimization problems
Journal of Optimization Theory and Applications
1994-04-27Paper
scientific article; zbMATH DE number 194340 (Why is no real title available?)1993-06-05Paper
A stochastic quasigradient algorithm with variable metric
Annals of Operations Research
1993-05-16Paper
Differentiability of the integral over a set defined by inclusion
Cybernetics
1992-09-26Paper
scientific article; zbMATH DE number 4162675 (Why is no real title available?)1990-01-01Paper
A differentiation formula for integrals overseas given by inclusion
Numerical Functional Analysis and Optimization
1989-01-01Paper
On the anti-monotonicity of differential mappings connected with general equilibrium problem
Optimization
1988-01-01Paper
scientific article; zbMATH DE number 3959133 (Why is no real title available?)1986-01-01Paper
scientific article; zbMATH DE number 4031416 (Why is no real title available?)1986-01-01Paper
scientific article; zbMATH DE number 3903451 (Why is no real title available?)1985-01-01Paper
scientific article; zbMATH DE number 3968346 (Why is no real title available?)1985-01-01Paper
scientific article; zbMATH DE number 4016625 (Why is no real title available?)1985-01-01Paper
scientific article; zbMATH DE number 3920217 (Why is no real title available?)1984-01-01Paper
scientific article; zbMATH DE number 3887444 (Why is no real title available?)1983-01-01Paper
Adaptive step adjustment for a stochastic optimization algorithm
USSR Computational Mathematics and Mathematical Physics
1983-01-01Paper
Nash equilibrium in n-person games
Cybernetics
1982-01-01Paper
On step length adjustment in limiting extremum problems
Cybernetics
1981-01-01Paper
Step control for direct stochastic-programming methods
Cybernetics
1980-01-01Paper


Research outcomes over time


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