Alexei N. Ignatov

Publication Activity (10 Years)

Years Active: 2014-2023
Publications (10 Years): 9

Top Topics

Investment Strategies

Agnostic Learning

Portfolio Optimization

Top Venues

Autom. Remote. Control.

AIST (Supplement)

Publications

Alexei N. Ignatov
On the General Problem Statement of Cargo Carriages Scheduling and Ways to Solve It. Autom. Remote. Control. 84 (4) (2023)
Alexei N. Ignatov
On the Algorithm of Cargoes Transportation Scheduling in the Transport Network. Autom. Remote. Control. 84 (9) (2023)
Alexei N. Ignatov, Andrey V. Naumov
On the Problem of Increasing the Railway Station Capacity. Autom. Remote. Control. 82 (1) (2021)
Alexei N. Ignatov
On the Construction of Positional Control in a Multistep Portfolio Optimization Problem with Probabilistic Criterion. Autom. Remote. Control. 81 (12) (2020)
Damir N. Gainanov, Alexei N. Ignatov, Andrey V. Naumov, V. A. Rasskazova
On Track Procession Assignment Problem at the Railway Network Sections. Autom. Remote. Control. 81 (6) (2020)
Andrey I. Kibzun, Alexei N. Ignatov
On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion. Autom. Remote. Control. 78 (10) (2017)
Alexei N. Ignatov
The Structure of an Investment Portfolio in Two-step Problem of Optimal Investment with One Risky Asset Via the Probability Criterion. AIST (Supplement) (2016)
Alexei N. Ignatov, Andrey I. Kibzun, Evgeni N. Platonov
Estimating collision probabilities for trains on railroad stations based on a Poisson model. Autom. Remote. Control. 77 (11) (2016)
Andrey I. Kibzun, Alexei N. Ignatov
Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming. Autom. Remote. Control. 77 (12) (2016)
Andrey I. Kibzun, Alexei N. Ignatov
The two-step problem of investment portfolio selection from two risk assets via the probability criterion. Autom. Remote. Control. 76 (7) (2015)
Alexei N. Ignatov, Andrey I. Kibzun
On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component. Autom. Remote. Control. 75 (3) (2014)