Yuri S. Kan

According to our database1, Yuri S. Kan authored at least 11 papers between 2013 and 2019.

Collaborative distances:
  • Dijkstra number2 of seven.
  • Erdős number3 of six.

Timeline

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Bibliography

2019
Approximation of Probabilistic Constraints in Stochastic Programming Problems with a Probability Measure Kernel.
Autom. Remote. Control., 2019

Refined Estimation of the Bellman Function for Stochastic Optimal Control Problems with Probabilistic Performance Criterion.
Autom. Remote. Control., 2019

On Optimal Retention of the Trajectory of Discrete Stochastic System in Tube.
Autom. Remote. Control., 2019

Deterministic Approximation of Stochastic Programming Problems with Probabilistic Constraints.
Proceedings of the Mathematical Optimization Theory and Operations Research, 2019

2018
Bilateral Estimation of the Bellman Function in the Problems of Optimal Stochastic Control of Discrete Systems by the Probabilistic Performance Criterion.
Autom. Remote. Control., 2018

2017
Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters.
Autom. Remote. Control., 2017

Asymptotic confidence interval for conditional probability at decision making.
Autom. Remote. Control., 2017

Design of optimal strategies in the problems of discrete system control by the probabilistic criterion.
Autom. Remote. Control., 2017

2015
A method for solving quantile optimization problems with a bilinear loss function.
Autom. Remote. Control., 2015

2013
On approximate computation of the quantile criterion.
Autom. Remote. Control., 2013

Quantile criterion-based control of the securities portfolio with a nonzero ruin probability.
Autom. Remote. Control., 2013


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