Speciality: 05.13.16 (Computer techniques, mathematical modelling, and mathematical methods with an application to scientific researches)
Birth date: 16.03.1954
E-mail:
Keywords: Markov (and semi-Markov) decision processes; multicriteria optimization; Markov chains; dynamic programming; linear and convex programming.

Main publications:

• Constrained Markovian decision processes: the dynamic programming approach (with X. Mao) // Oper. Res. Letters, 2000, 27, 3, 119–126.
• Multiple objective nonatomic Markov decision processes with total reward criteria (with E. Feinberg) // J. Math. Anal. Appl., 2000, 247, 45–66.
• Controlled random sequences: the convex analytic approach and constrained problems // Russ. Math. Surveys, 1998, 53, 6, 1233–1293.
• A controlled jump discounted model with constraints // Theory Probab. Appl., 1998, 42, 1, 51–72.
• Optimal Control of Random Sequences in Problems with Constraints. Kluwer Academic Publishers: Dordrecht, 1997, MIA, V. 410, 360 pp.

Publications in Math-Net.Ru

Personal pages:

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Organisations:

• Institute for Physico-Technical Problems, Moscow
• Moscow Institute of Electronic Engineering
• Moscow Mathematical Society
• University of Liverpool