| Publication | Date of Publication | Type |
|---|
On the method of numerical simulation of limit reachable sets for linear discrete-time systems with bounded control
Vestnik Yuzhno-Ural'skogo Gosudarstvennogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie | 2024-12-04 | Paper |
An algorithm to solve a quantile optimization problem with loss function having a separable structure, and its application to an aerospace problem
Applied Stochastic Models in Business and Industry | 2024-07-18 | Paper |
Parametric algorithm for finding a guaranteed solution to a quantile optimization problem
Automation and Remote Control | 2024-01-08 | Paper |
Linear integer programming model as mathematical ware for an optimal flow production planning system at operational scheduling stage
Automation and Remote Control | 2023-09-27 | Paper |
Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement
Automation and Remote Control | 2023-09-13 | Paper |
Construction of confidence absorbing sets using statistical methods
Automation and Remote Control | 2021-02-18 | Paper |
Construction of confidence absorbing set for analysis of static stochastic systems
Automation and Remote Control | 2021-01-14 | Paper |
Statistical analysis module for weight design of aircraft elements
Bulletin of the South Ural State University. Series "Mathematical Modelling, Programming and Computer Software" | 2021-01-12 | Paper |
General properties of two-stage stochastic programming problems with probabilistic criteria
Automation and Remote Control | 2020-01-27 | Paper |
Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion
Automation and Remote Control | 2020-01-23 | Paper |
Sample average approximation in a two-stage stochastic linear program with quantile criterion
Proceedings of the Steklov Institute of Mathematics | 2019-06-24 | Paper |
Variable neighborhood search for stochastic linear programming problem with quantile criterion
Journal of Global Optimization | 2019-06-20 | Paper |
The decomposition problem for the set of paths in a directed graph and its application
Automation and Remote Control | 2019-03-28 | Paper |
Comparison of two algorithms for solving a two-stage bilinear stochastic programming problem with quantile criterion
Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
Algorithm of effective transportation work for cargo traffic
Bulletin of the South Ural State University. Series "Mathematical Modelling, Programming and Computer Software" | 2018-10-26 | Paper |
Stochastic model of the electric power purchase system on a railway segment
Automation and Remote Control | 2018-06-26 | Paper |
On the convergence of sample approximations for stochastic programming problems with probabilistic criteria
Automation and Remote Control | 2018-06-20 | Paper |
The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems
Automation and Remote Control | 2018-06-20 | Paper |
Two algorithms for estimating test complexity levels
Automation and Remote Control | 2018-04-06 | Paper |
Convergence of discrete approximations of stochastic programming problems with probabilistic criteria
Discrete Optimization and Operations Research | 2018-02-13 | Paper |
On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion
Automation and Remote Control | 2018-02-06 | Paper |
A two-step problem of hedging a European call option under a random duration of transactions
Proceedings of the Steklov Institute of Mathematics | 2017-06-08 | Paper |
Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming
Automation and Remote Control | 2017-03-23 | Paper |
Estimating collision probabilities for trains on railroad stations based on a Poisson model
Automation and Remote Control | 2017-02-17 | Paper |
Stochastic optimization model of locomotive assignment to freight trains
Automation and Remote Control | 2017-02-17 | Paper |
Mathematical modelling of a transport system with minimal maintenance costs
Vestnik Yuzhno-Ural'skogo Gosudarstvennogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie | 2016-11-01 | Paper |
The modified sequential hedging strategy: hedger's loss distribution
Automation and Remote Control | 2016-04-27 | Paper |
The two-step problem of investment portfolio selection from two risk assets via the probability criterion
Automation and Remote Control | 2015-10-02 | Paper |
Trajectory control of a high altitude hypervelocity flying vehicle in the midcourse active phase of the flight
Journal of Computer and Systems Sciences International | 2015-03-19 | Paper |
Reducing two-stage probabilistic optimization problems with discrete distribution of random data to mixed-integer programming problems
Cybernetics and Systems Analysis | 2015-03-18 | Paper |
Stochastic quasigradient algorithm to minimize the function of integral quantile
Automation and Remote Control | 2015-03-13 | Paper |
On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component
Automation and Remote Control | 2014-10-16 | Paper |
Using the maximum likelihood method to estimate test complexity levels
Automation and Remote Control | 2014-10-16 | Paper |
On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming
Automation and Remote Control | 2014-10-16 | Paper |
On reduction of the two-stage problem of quantile optimization to the problem of convex programming
Automation and Remote Control | 2014-10-16 | Paper |
On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
Automation and Remote Control | 2014-10-15 | Paper |
Generation of integral rating by statistical processing of the test results
Automation and Remote Control | 2014-10-15 | Paper |
Choosing optimal road trajectory with random work cost in different areas
Automation and Remote Control | 2013-11-28 | Paper |
Equivalence of the problems with quantile and integral quantile criteria
Automation and Remote Control | 2013-08-01 | Paper |
Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
Annals of Operations Research | 2013-01-15 | Paper |
Scientific and educational activity of Academician V. S. Pugachev at the Moscow Aviation Institute
Automation and Remote Control | 2011-06-16 | Paper |
Algorithm to solve the generalized Markowitz problem
Automation and Remote Control | 2011-06-16 | Paper |
Stochastic quasigradient algorithm to minimize the quantile function
Automation and Remote Control | 2011-01-03 | Paper |
Sufficient conditions for quasiconcavity of the probability function
Automation and Remote Control | 2010-09-24 | Paper |
| Problems in stochastic programming with probabilistic criteria | 2010-04-07 | Paper |
| About the mathematical model of space vehicle motion | 2009-09-28 | Paper |
Present-day problems in optimization and stability of uncertain and stochastic systems
Automation and Remote Control | 2008-06-09 | Paper |
Application of the bootstrap method for estimation of the quantile function
Automation and Remote Control | 2008-06-09 | Paper |
Topical issue: Current problems in parallelization of the computation algorithms and organization of parallel computations.
Automation and Remote Control | 2007-10-31 | Paper |
Parallelization of the quantile function optimization algorithms
Automation and Remote Control | 2007-10-31 | Paper |
Optimization of the quantile function on the basis of kernel estimates
Automation and Remote Control | 2007-06-14 | Paper |
A two-step capital variation model: optimization by different statistical criteria
Automation and Remote Control | 2005-12-19 | Paper |
Comparison of VaR and CVaR criteria
Automation and Remote Control | 2005-08-08 | Paper |
Optimal control of the portfolio
Automation and Remote Control | 2005-06-17 | Paper |
Positional strategy of forming the investment portfolio
Automation and Remote Control | 2005-06-17 | Paper |
A linear two-stage stochastic programming problem with quantile criterion: its discrete approximation
Automation and Remote Control | 2005-06-17 | Paper |
Convex properties of the quantile function in stochastic programming
Automation and Remote Control | 2005-06-17 | Paper |
On the worst-case distribution in stochastic optimization problems with probability function
Automation and Remote Control | 2004-10-19 | Paper |
Review of scientific works of Academician V. V. Pugachev
Automation and Remote Control | 2004-10-19 | Paper |
A stochastic control algorithm for aircraft allocation
Automation and Remote Control | 2004-10-18 | Paper |
Stop-loss start-gain strategy: Analysis and improvement
Automation and Remote Control | 2004-10-13 | Paper |
| Sensitivity analysis of worst-case distribution for probability optimization problems | 2002-09-08 | Paper |
| Discrete approximation in quantile problem of Portfolio selection | 2002-08-14 | Paper |
Differentiability of a probability function
Doklady Mathematics | 2001-02-13 | Paper |
Control of a linear stochastic system by a probability functional
Automation and Remote Control | 2000-08-21 | Paper |
Optimal extremal order estimates of quantiles
Automation and Remote Control | 1999-10-31 | Paper |
On the smoothness of an objective function in quantile optimization problems
Automation and Remote Control | 1999-06-29 | Paper |
A two-stage quantile linear programming problem
Automation and Remote Control | 1999-05-24 | Paper |
Convexity properties of probability and quantile functions in optimization problems
Automation and Remote Control | 1999-05-24 | Paper |
Differentiability of probability function
Stochastic Analysis and Applications | 1999-01-06 | Paper |
On the differentiability of a probability function
Journal of Computer and Systems Sciences International | 1998-10-18 | Paper |
| scientific article; zbMATH DE number 1016946 (Why is no real title available?) | 1997-06-04 | Paper |
| scientific article; zbMATH DE number 651952 (Why is no real title available?) | 1994-11-06 | Paper |
Control of stochastic systems under fuzzy conditions
Journal of Computer and Systems Sciences International | 1994-11-03 | Paper |
| scientific article; zbMATH DE number 635626 (Why is no real title available?) | 1994-09-08 | Paper |
Control of a linear scalar fuzzy system
Automation and Remote Control | 1994-05-18 | Paper |
Stabilization of a dynamic system which is under the action of undetermined and random disturbances
Automation and Remote Control | 1992-06-26 | Paper |
Guaranteeing approach to solving quantile optimization problems
Annals of Operations Research | 1992-06-26 | Paper |
Optimal control of linear systems on the basis of a quantile criterion
Automation and Remote Control | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4207226 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4072717 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4080609 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3976920 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3968338 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 4057290 (Why is no real title available?) | 1984-01-01 | Paper |
