| Publication | Date of Publication | Type |
|---|
An extension of the quantile optimization problem with a loss function linear in random parameters
Automation and Remote Control | 2021-02-18 | Paper |
Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel
Automation and Remote Control | 2020-04-22 | Paper |
Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion
Automation and Remote Control | 2020-01-27 | Paper |
On optimal retention of the trajectory of discrete stochastic system in tube
Automation and Remote Control | 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
Automation and Remote Control | 2018-06-20 | Paper |
One-parameter optimal correction problem for the trajectory of an aerial vehicle with respect to the probability criterion
Journal of Computer and Systems Sciences International | 2018-04-12 | Paper |
Asymptotic confidence interval for conditional probability at decision making
Automation and Remote Control | 2018-02-06 | Paper |
Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters
Automation and Remote Control | 2017-11-03 | Paper |
Design of optimal strategies in the problems of discrete system control by the probabilistic criterion
Automation and Remote Control | 2017-08-31 | Paper |
A method for solving quantile optimization problems with a bilinear loss function
Automation and Remote Control | 2016-01-13 | Paper |
On approximate computation of the quantile criterion
Automation and Remote Control | 2014-10-15 | Paper |
Optimization of the area of a takeoff and landing runway
Journal of Computer and Systems Sciences International | 2014-09-03 | Paper |
Quantile criterion-based control of the securities portfolio with a nonzero ruin probability
Automation and Remote Control | 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
Automation and Remote Control | 2011-06-16 | Paper |
On approximate solution of the problem of formation of the fixed-income portfolio of securities
Automation and Remote Control | 2011-01-03 | Paper |
On guaranteed sample volume in the problem of estimating unknown probability
Automation and Remote Control | 2010-09-24 | Paper |
| Problems in stochastic programming with probabilistic criteria | 2010-04-07 | Paper |
Fundamentals of the linearization method for quantile analysis with small random parameters
Automation and Remote Control | 2009-02-26 | Paper |
Selection of a fixed-income portfolio
Automation and Remote Control | 2007-10-23 | Paper |
Comparison of the quantile and guaranteeing approaches to system analysis
Automation and Remote Control | 2007-06-14 | Paper |
Control optimization by the quantile criterion
Automation and Remote Control | 2005-06-17 | Paper |
Optimal control of the investment portfolio with respect to the quantile criterion
Automation and Remote Control | 2005-06-17 | Paper |
On convergence of a stochastic quasigradient algorithm of quantile optimization
Automation and Remote Control | 2005-06-17 | Paper |
Bilinear loss function: quantile minimization of its normal distribution
Automation and Remote Control | 2004-10-19 | Paper |
Quantile minimization with bilinear loss function
Automation and Remote Control | 2004-10-19 | Paper |
On substantiation of the principle of uniformity in the problem of optimization of the probabilistic performance
Automation and Remote Control | 2004-10-18 | Paper |
| Sensitivity analysis of worst-case distribution for probability optimization problems | 2002-09-08 | Paper |
Convexity properties of probability and quantile functions in optimization problems
Automation and Remote Control | 1999-05-24 | Paper |
| scientific article; zbMATH DE number 1187202 (Why is no real title available?) | 1999-03-23 | Paper |
A qualitative study of probability and quantile functions
Journal of Computer and Systems Sciences International | 1998-10-18 | Paper |
A quasi-gradient algorithm for minimizing the quantile 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 |
Stabilization of a quasi-linear system with a random noise in control
Automation and Remote Control | 1997-01-21 | Paper |
Stabilization of a dynamic system which is under the action of undetermined and random disturbances
Automation and Remote Control | 1992-06-26 | Paper |
Optimal control of linear systems on the basis of a quantile criterion
Automation and Remote Control | 1990-01-01 | Paper |
