Kan Yurii Sergeevich

Publications in Math-Net.Ru

1. An extension of the quantile optimization problem with a loss function linear in random parameters
   
   Avtomat. i Telemekh., 2020, no. 12,  67–81
2. Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel
   
   Avtomat. i Telemekh., 2019, no. 11,  93–107
3. Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion
   
   Avtomat. i Telemekh., 2019, no. 4,  53–69
4. On optimal retention of the trajectory of discrete stochastic system in tube
   
   Avtomat. i Telemekh., 2019, no. 1,  38–53
5. Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion
   
   Avtomat. i Telemekh., 2018, no. 2,  3–18
6. A visualization algorithm for the plane probability measure kernel
   
   Inform. Primen., 12:2 (2018),  60–68
7. Asymptotic confidence interval for conditional probability at decision making
   
   Avtomat. i Telemekh., 2017, no. 10,  130–138
8. Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters
   
   Avtomat. i Telemekh., 2017, no. 7,  95–109
9. Design of optimal strategies in the problems of discrete system control by the probabilistic criterion
   
   Avtomat. i Telemekh., 2017, no. 6,  57–83
10. A method for solving quantile optimization problems with a bilinear loss function
    
    Avtomat. i Telemekh., 2015, no. 9,  83–101
11. On approximate computation of the quantile criterion
    
    Avtomat. i Telemekh., 2013, no. 6,  57–65
12. Quantile criterion-based control of the securities portfolio with a nonzero ruin probability
    
    Avtomat. i Telemekh., 2013, no. 5,  114–136
13. On the convergence of a stochastic approximation procedure for estimating the quantile criterion in the case of a discontinuous distribution function
    
    Avtomat. i Telemekh., 2011, no. 2,  71–76
14. On approximate solution of the problem of formation of the fixed-income portfolio of securities
    
    Avtomat. i Telemekh., 2010, no. 6,  130–141
15. On guaranteed sample volume in the problem of estimating unknown probability
    
    Avtomat. i Telemekh., 2010, no. 3,  46–53
16. Fundamentals of the linearization method for quantile analysis with small random parameters
    
    Avtomat. i Telemekh., 2008, no. 8,  71–81
17. Comparison of the quantile and guaranteeing approaches to system analysis
    
    Avtomat. i Telemekh., 2007, no. 1,  57–67
18. Selection of a fixed-income portfolio
    
    Avtomat. i Telemekh., 2006, no. 4,  97–104
19. Optimal control of the investment portfolio with respect to the quantile criterion
    
    Avtomat. i Telemekh., 2004, no. 2,  179–197
20. On Convergence of a Stochastic Quasigradient Algorithm of Quantile Optimization
    
    Avtomat. i Telemekh., 2003, no. 2,  100–116
21. Control Optimization by the Quantile Criterion
    
    Avtomat. i Telemekh., 2001, no. 5,  77–88
22. On the justification of the uniformity principle in the optimization of a probability performance index
    
    Avtomat. i Telemekh., 2000, no. 1,  54–70
23. Quantile minimization of the normal distribution of a bilinear loss function
    
    Avtomat. i Telemekh., 1998, no. 11,  82–92
24. The quantile minimization problem with a bilinear loss function
    
    Avtomat. i Telemekh., 1998, no. 7,  67–75
25. Convexity Property of Prqbability Functions and Quantiles in Optimization Problems
    
    Avtomat. i Telemekh., 1996, no. 3,  82–102
26. Stabilization of a quasilinear system with random errors in the control channel
    
    Avtomat. i Telemekh., 1994, no. 10,  184–187
27. Stabilization of dynamic system under uncertain and random perturbations
    
    Avtomat. i Telemekh., 1990, no. 12,  75–84
28. Optimal control of a linear system according to a quantile criterion
    
    Avtomat. i Telemekh., 1990, no. 1,  37–43