| Publication | Date of Publication | Type |
|---|
| On the method of numerical simulation of limit reachable sets for linear discrete-time systems with bounded control | 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 | 2024-07-18 | Paper |
| Parametric algorithm for finding a guaranteed solution to a quantile optimization problem | 2024-01-08 | Paper |
| Linear integer programming model as mathematical ware for an optimal flow production planning system at operational scheduling stage | 2023-09-27 | Paper |
| Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement | 2023-09-13 | Paper |
| Construction of confidence absorbing sets using statistical methods | 2021-02-18 | Paper |
| Construction of confidence absorbing set for analysis of static stochastic systems | 2021-01-14 | Paper |
| Statistical Analysis Module for Weight Design of Aircraft Elements | 2021-01-12 | Paper |
| General properties of two-stage stochastic programming problems with probabilistic criteria | 2020-01-27 | Paper |
| Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion | 2020-01-23 | Paper |
| Sample average approximation in a two-stage stochastic linear program with quantile criterion | 2019-06-24 | Paper |
| Variable neighborhood search for stochastic linear programming problem with quantile criterion | 2019-06-20 | Paper |
| The decomposition problem for the set of paths in a directed graph and its application | 2019-03-28 | Paper |
| Comparison of two algorithms for solving a two‐stage bilinear stochastic programming problem with quantile criterion | 2019-02-08 | Paper |
| Algorithm of Effective Transportation Work for Cargo Traffic | 2018-10-26 | Paper |
| Stochastic model of the electric power purchase system on a railway segment | 2018-06-26 | Paper |
| On the convergence of sample approximations for stochastic programming problems with probabilistic criteria | 2018-06-20 | Paper |
| The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems | 2018-06-20 | Paper |
| Two algorithms for estimating test complexity levels | 2018-04-06 | Paper |
| Convergence of Discrete Approximations of Stochastic Programming Problems with Probabilistic Criteria | 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 | 2018-02-06 | Paper |
| A two-step problem of hedging a European call option under a random duration of transactions | 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 | 2017-03-23 | Paper |
| Estimating collision probabilities for trains on railroad stations based on a Poisson model | 2017-02-17 | Paper |
| Stochastic optimization model of locomotive assignment to freight trains | 2017-02-17 | Paper |
| Mathematical modelling of a transport system with minimal maintenance costs | 2016-11-01 | Paper |
| The modified sequential hedging strategy: hedger's loss distribution | 2016-04-27 | Paper |
| The two-step problem of investment portfolio selection from two risk assets via the probability criterion | 2015-10-02 | Paper |
| Trajectory control of a high altitude hypervelocity flying vehicle in the midcourse active phase of the flight | 2015-03-19 | Paper |
| Reducing two-stage probabilistic optimization problems with discrete distribution of random data to mixed-integer programming problems | 2015-03-18 | Paper |
| Stochastic quasigradient algorithm to minimize the function of integral quantile | 2015-03-13 | Paper |
| On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component | 2014-10-16 | Paper |
| Using the maximum likelihood method to estimate test complexity levels | 2014-10-16 | Paper |
| On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming | 2014-10-16 | Paper |
| On reduction of the two-stage problem of quantile optimization to the problem of convex programming | 2014-10-16 | Paper |
| On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem | 2014-10-15 | Paper |
| Generation of integral rating by statistical processing of the test results | 2014-10-15 | Paper |
| Choosing optimal road trajectory with random work cost in different areas | 2013-11-28 | Paper |
| Equivalence of the problems with quantile and integral quantile criteria | 2013-08-01 | Paper |
| Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm | 2013-01-15 | Paper |
| Scientific and educational activity of Academician V. S. Pugachev at the Moscow Aviation Institute | 2011-06-16 | Paper |
| Algorithm to solve the generalized Markowitz problem | 2011-06-16 | Paper |
| Stochastic quasigradient algorithm to minimize the quantile function | 2011-01-03 | Paper |
| Sufficient conditions for quasiconcavity of the probability function | 2010-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3550889 | 2010-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3398437 | 2009-09-28 | Paper |
| Present-day problems in optimization and stability of uncertain and stochastic systems | 2008-06-09 | Paper |
| Application of the bootstrap method for estimation of the quantile function | 2008-06-09 | Paper |
| Topical issue: Current problems in parallelization of the computation algorithms and organization of parallel computations. | 2007-10-31 | Paper |
| Parallelization of the quantile function optimization algorithms | 2007-10-31 | Paper |
| Optimization of the quantile function on the basis of kernel estimates | 2007-06-14 | Paper |
| A two-step capital variation model: optimization by different statistical criteria | 2005-12-19 | Paper |
| Comparison of VaR and CVaR criteria | 2005-08-08 | Paper |
| Optimal control of the portfolio | 2005-06-17 | Paper |
| Positional strategy of forming the investment portfolio | 2005-06-17 | Paper |
| A linear two-stage stochastic programming problem with quantile criterion: its discrete approximation | 2005-06-17 | Paper |
| Convex properties of the quantile function in stochastic programming | 2005-06-17 | Paper |
| On the worst-case distribution in stochastic optimization problems with probability function | 2004-10-19 | Paper |
| Review of scientific works of Academician V. V. Pugachev | 2004-10-19 | Paper |
| A stochastic control algorithm for aircraft allocation | 2004-10-18 | Paper |
| Stop-loss start-gain strategy: Analysis and improvement | 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 | 2001-02-13 | Paper |
| Control of a linear stochastic system by a probability functional | 2000-08-21 | Paper |
| Optimal extremal order estimates of quantiles | 1999-10-31 | Paper |
| On the smoothness of an objective function in quantile optimization problems | 1999-06-29 | Paper |
| A two-stage quantile linear programming problem | 1999-05-24 | Paper |
| Convexity properties of probability and quantile functions in optimization problems | 1999-05-24 | Paper |
| Differentiability of probability function | 1999-01-06 | Paper |
| On the differentiability of a probability function | 1998-10-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4339054 | 1997-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4308825 | 1994-11-06 | Paper |
| Control of stochastic systems under fuzzy conditions | 1994-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4303957 | 1994-09-08 | Paper |
| Control of a linear scalar fuzzy system | 1994-05-18 | Paper |
| Stabilization of a dynamic system which is under the action of undetermined and random disturbances | 1992-06-26 | Paper |
| Guaranteeing approach to solving quantile optimization problems | 1992-06-26 | Paper |
| Optimal control of linear systems on the basis of a quantile criterion | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3354473 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3804452 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3810671 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3743238 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3735475 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3792484 | 1984-01-01 | Paper |
