29. Numerical Comparison of Conditional Value-at-Risk and Conditional Drawdown-at-Risk Approaches: Application to Hedge Funds. - Pavlo A. Krokhmal; Stan Uryasev; Grigoriy Zrazhevsky (Applications of Stochastic Programming, 2005)

The wireless network jamming problem. - Clayton W. Commander; Panos M. Pardalos; Valeriy Ryabchenko; Stan Uryasev; Grigoriy Zrazhevsky (J. Comb. Optim., 2007)

Jamming communication networks under complete uncertainty. - Clayton W. Commander; Panos M. Pardalos; Valeriy Ryabchenko; Oleg V. Shylo; Stan Uryasev; Grigoriy Zrazhevsky (Optim. Lett., 2008)

Robust multi-sensor scheduling for multi-site surveillance. - Nikita Boyko; Timofey Turko; Vladimir Boginski; David E. Jeffcoat; Stanislav Uryasev; Grigoriy Zrazhevsky; Panos M. Pardalos (J. Comb. Optim., 2011)

Generalized Approach for Estimatingand Forecasting of Dynamical VaRand CVaR Based on Metalog Distribution. - Vira Zrazhevska; Grigoriy Zrazhevsky (ISDMCI, 2020)