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Search Results - Kibzun, Andrey I.
Search Results - Kibzun, Andrey I.
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On Propeties of the LIP Model in the Class of RCPSPs
by
Kibzun, Andrey I.
,
Rasskazova, Varvara A.
Published in
Mathematics (Basel)
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Variable neighborhood search for stochastic linear programming problem with quantile criterion
by
Ivanov, Sergey V.
,
Kibzun, Andrey I.
,
Mladenović, Nenad
,
Urošević, Dragan
Published in
Journal of global optimization
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Analysis of criteria VaR and CVaR
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Kibzun, Andrey I.
,
Kuznetsov, Evgeniy A.
Published in
Journal of banking & finance
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Stochastic Programming Problems with Probability and Quantile Functions
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Wu, John Chih-Hang
Published in
Journal of the American Statistical Association
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Comparison of two algorithms for solving a two-stage bilinear stochastic programming problem with quantile criterion
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Kibzun, Andrey
Published in
Applied stochastic models in business and industry
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Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
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Kibzun, Andrey
,
Matveev, Evgeniy
Published in
Annals of operations research
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Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
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Kibzun, Andrey
,
Matveev, Evgeniy
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Annals of operations research
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Differentiability of probability function
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Kibzun, Andrey
,
Uryasev, Stanislav
Published in
Stochastic analysis and applications
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