Quantile criterion-based control of the securities portfolio with a nonzero ruin probability. - T. V. Bunto; Yuri S. Kan (Autom. Remote. Control., 2013)

On approximate computation of the quantile criterion. - Yuri S. Kan; A. A. Travin (Autom. Remote. Control., 2013)

A method for solving quantile optimization problems with a bilinear loss function. - Sofia N. Vasil'eva; Yuri S. Kan (Autom. Remote. Control., 2015)

Design of optimal strategies in the problems of discrete system control by the probabilistic criterion. - Valentin M. Azanov; Yuri S. Kan (Autom. Remote. Control., 2017)

Asymptotic confidence interval for conditional probability at decision making. - Yuri S. Kan; V. R. Sobol' (Autom. Remote. Control., 2017)

Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters. - Sofia N. Vasil'eva; Yuri S. Kan (Autom. Remote. Control., 2017)

Bilateral Estimation of the Bellman Function in the Problems of Optimal Stochastic Control of Discrete Systems by the Probabilistic Performance Criterion. - Valentin M. Azanov; Yuri S. Kan (Autom. Remote. Control., 2018)

Deterministic Approximation of Stochastic Programming Problems with Probabilistic Constraints. - Yuri S. Kan; Sofia N. Vasil'eva (MOTOR (2), 2019)

On Optimal Retention of the Trajectory of Discrete Stochastic System in Tube. - Valentin M. Azanov; Yuri S. Kan (Autom. Remote. Control., 2019)

Refined Estimation of the Bellman Function for Stochastic Optimal Control Problems with Probabilistic Performance Criterion. - Valentin M. Azanov; Yuri S. Kan (Autom. Remote. Control., 2019)

Approximation of Probabilistic Constraints in Stochastic Programming Problems with a Probability Measure Kernel. - Sofia N. Vasil'eva; Yuri S. Kan (Autom. Remote. Control., 2019)