Andrey I. Kibzun

Affiliations:
  • Moscow Aviation Institute, Russia


According to our database1, Andrey I. Kibzun authored at least 28 papers between 1991 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2023
Parametric Algorithm for Finding a Guaranteed Solution to a Quantile Optimization Problem.
Autom. Remote. Control., August, 2023

Linear Integer Programming Model as Mathematical Ware for an Optimal Flow Production Planning System at Operational Scheduling Stage.
Autom. Remote. Control., May, 2023

Optimal Retention of the Trajectories of a Discrete-Time Stochastic System in a Tube: One Problem Statement.
Autom. Remote. Control., January, 2023

2020
Construction of Confidence Absorbing Set for Analysis of Static Stochastic Systems.
Autom. Remote. Control., 2020

Construction of Confidence Absorbing Sets Using Statistical Methods.
Autom. Remote. Control., 2020

2019
Variable neighborhood search for stochastic linear programming problem with quantile criterion.
J. Glob. Optim., 2019

Variable Neighborhood Search for a Two-Stage Stochastic Programming Problem with a Quantile Criterion.
Autom. Remote. Control., 2019

General Properties of Two-Stage Stochastic Programming Problems with Probabilistic Criteria.
Autom. Remote. Control., 2019

2018
Stochastic Model of the Electric Power Purchase System on a Railway Segment.
Autom. Remote. Control., 2018

On the Convergence of Sample Approximations for Stochastic Programming Problems with Probabilistic Criteria.
Autom. Remote. Control., 2018

The Decomposition Problem for the Set of Paths in a Directed Graph and Its Application.
Autom. Remote. Control., 2018

The Conditionally Minimax Nonlinear Filtering Method and Modern Approaches to State Estimation in Nonlinear Stochastic Systems.
Autom. Remote. Control., 2018

2017
Two algorithms for estimating test complexity levels.
Autom. Remote. Control., 2017

On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion.
Autom. Remote. Control., 2017

2016
Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming.
Autom. Remote. Control., 2016

Stochastic optimization model of locomotive assignment to freight trains.
Autom. Remote. Control., 2016

Estimating collision probabilities for trains on railroad stations based on a Poisson model.
Autom. Remote. Control., 2016

Convergence of Discrete Approximations of Stochastic Programming Problems with Probabilistic Criteria.
Proceedings of the Discrete Optimization and Operations Research, 2016

2015
The modified sequential hedging strategy: Hedger's loss distribution.
Autom. Remote. Control., 2015

The two-step problem of investment portfolio selection from two risk assets via the probability criterion.
Autom. Remote. Control., 2015

2014
On reduction of the two-stage problem of quantile optimization to the problem of convex programming.
Autom. Remote. Control., 2014

On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming.
Autom. Remote. Control., 2014

Using the maximum likelihood method to estimate test complexity levels.
Autom. Remote. Control., 2014

On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component.
Autom. Remote. Control., 2014

2013
On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem.
Autom. Remote. Control., 2013

Equivalence of the problems with quantile and integral quantile criteria.
Autom. Remote. Control., 2013

2012
Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm.
Ann. Oper. Res., 2012

1991
Guaranteeing approach to solving quantile optimization problems.
Ann. Oper. Res., 1991


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