Yu. S. Kan

Available identifiers

zbMath Open kan.yu-sMaRDI QIDQ462004

List of research outcomes

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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Yu. S. Kan