A. Kibzun

发表

Generation of integral rating by statistical processing of the test results

S. I. Panarin, A. Kibzun, 2012, Automation and Remote Control.

Stochastic quasigradient algorithm to minimize the function of integral quantile

A. I. Chernobrovov, A. Kibzun, 2012, Automation and Remote Control.

The Conditionally Minimax Nonlinear Filtering Method and Modern Approaches to State Estimation in Nonlinear Stochastic Systems

A. V. Borisov, A. V. Bosov, G. Miller, 2018, Automation and Remote Control.

General Properties of Two-Stage Stochastic Programming Problems with Probabilistic Criteria

S. Ivanov, A. Kibzun, 2019, Automation and Remote Control.

Choosing optimal road trajectory with random work cost in different areas

A. Kibzun, O. M. Khromova, 2012, Automation and Remote Control.

Stochastic Model of the Electric Power Purchase System on a Railway Segment

A. Tarasov, A. Kibzun, 2018, Autom. Remote. Control..

Variable neighborhood search for stochastic linear programming problem with quantile criterion

N. Mladenović, D. Urošević, S. Ivanov, 2019, Journal of Global Optimization.

Stochastic optimization model of locomotive assignment to freight trains

S. Ivanov, A. Kibzun, A. Osokin, 2016, Automation and Remote Control.

On reduction of the two-stage problem of quantile optimization to the problem of convex programming

A. Kibzun, O. M. Khromova, 2014, Automation and Remote Control.

Equivalence of the problems with quantile and integral quantile criteria

A. I. Chernobrovov, A. Kibzun, 2013, Automation and Remote Control.

Using the maximum likelihood method to estimate test complexity levels

A. O. Inozemtsev, A. Kibzun, 2014, Automation and Remote Control.

Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm

A. Kibzun, E. Matveev, 2011, Annals of Operations Research.

Reducing Two-Stage Probabilistic Optimization Problems with Discrete Distribution of Random Data to Mixed-Integer Programming Problems*

V. Norkin, A. Naumov, A. Kibzun, 2014, Cybernetics and Systems Analysis.

On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem

V. Norkin, A. Naumov, A. Kibzun, 2013, Automation and Remote Control.

On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion

A. N. Ignatov, A. Kibzun, 2017, Automation and Remote Control.

Present-day problems in optimization and stability of uncertain and stochastic systems

N. Krasovskii, A. B. Kurzhanskiĭ, A. Kibzun, 2007 .

The Conditionally Minimax Nonlinear Filtering Method and Modern Approaches to State Estimation in Nonlinear Stochastic Systems

Konstantin V. Semenikhin, Gregory B. Miller, Andrey I. Kibzun, 2018, Autom. Remote. Control..

Deterministic equivalents for the problems of stochastic programming with probabilistic criteria

A. I. Kibzun, V. B. Vishnaykov, A. Kibzun, 2006 .

Convex Properties of the Quantile Function in Stochastic Programming

E. A. Kuznetsov, A. Kibzun, 2004 .

Sensitivity Analysis of Worst-Case Distribution for Probability Optimization Problems

Yu. S. Kan, Andrey I. Kibzun, A. Kibzun, 2000 .

The Decomposition Problem for the Set of Paths in a Directed Graph and Its Application

Andrey I. Kibzun, Damir N. Gainanov, V. A. Rasskazova, 2018, Autom. Remote. Control..

Choosing optimal road trajectory with random work cost in different areas

A. Kibzun, O. M. Khromova, 2012 .

Analysis of criteria VaR and CVaR

A. I. Kibzun, E. A. Kuznetsov, A. Kibzun, 2006 .

A Two-Step Capital Variation Model: Optimization by Different Statistical Criteria

A. Kibzun, B. Vishnyakov, 2005 .

Comparison of VaR and CVaR Criteria

Andrey I. Kibzun, V. N. Vagin, V. Vagin, 2003 .

Positional Strategy of Forming the Investment Portfolio

Andrey I. Kibzun, E. A. Kuznetsov, A. Kibzun, 2003 .

Discrete Approximation in Quantile Problem of Portfolio Selection

Andrey I. Kibzun, Riho Lepp, R. Lepp, 2001 .

Differentiability of probability function

A. I. Kibzun, S. Uryasev, A. Kibzun, 1998 .

Variable neighborhood search for stochastic linear programming problem with quantile criterion

Nenad Mladenovic, Dragan Urosevic, Andrey I. Kibzun, 2019, J. Glob. Optim..

Comparison of two algorithms for solving a two-stage bilinear stochastic programming problem with quantile criterion

Andrey I. Kibzun, A. Kibzun, 2015 .

A Linear Two-Stage Stochastic Programming Problem with Quantile Criterion: Its Discrete Approximation

A. I. Kibzun, I. V. Nikulin, A. Kibzun, 2001 .

Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm

Andrey I. Kibzun, Evgeniy Matveev, A. Kibzun, 2012, Ann. Oper. Res..

Optimization of the quantile function on the basis of kernel estimates

A. Kibzun, E. Matveev, 2007 .

The modified sequential hedging strategy: Hedger’s loss distribution

Andrey I. Kibzun, V. R. Sobol', A. Kibzun, 2015, Autom. Remote. Control..

The modified sequential hedging strategy: Hedger’s loss distribution

A. Kibzun, V. Sobol, 2015, Automation and Remote Control.

OPTIMIZATION OF THE PARAMETERS OF THE WATER SUPPLY SYSTEM OF A DESERT REGION UNDER A PROBABILISTIC LIMIT

A. Kibzun, N. S. Shilyaeva, 2022, Vestnik komp'iuternykh i informatsionnykh tekhnologii.

On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem

Andrey I. Kibzun, Vladimir I. Norkin, Andrey V. Naumov, 2013, Autom. Remote. Control..

Stochastic Programming Problems with Probability and Quantile Functions

Yu. S. Kan, A. I. Kibzun, A. Kibzun, 1996 .