Andrey I. Kibzun

Publication Activity (10 Years)

Years Active: 1991-2023
Publications (10 Years): 18

Top Topics

Stochastic Programming Problems

Production Planning

Linear Programming

Top Venues

Autom. Remote. Control.

J. Glob. Optim.

Publications

Sergey V. Ivanov, Andrey I. Kibzun, V. N. Akmaeva
Parametric Algorithm for Finding a Guaranteed Solution to a Quantile Optimization Problem. Autom. Remote. Control. 84 (8) (2023)
Andrey I. Kibzun, V. A. Rasskazova
Linear Integer Programming Model as Mathematical Ware for an Optimal Flow Production Planning System at Operational Scheduling Stage. Autom. Remote. Control. 84 (5) (2023)
A. N. Tarasov, Valentin M. Azanov, Andrey I. Kibzun
Optimal Retention of the Trajectories of a Discrete-Time Stochastic System in a Tube: One Problem Statement. Autom. Remote. Control. 84 (1) (2023)
Andrey I. Kibzun, Sergey V. Ivanov, A. S. Stepanova
Construction of Confidence Absorbing Set for Analysis of Static Stochastic Systems. Autom. Remote. Control. 81 (4) (2020)
Andrey I. Kibzun, Sergey V. Ivanov
Construction of Confidence Absorbing Sets Using Statistical Methods. Autom. Remote. Control. 81 (12) (2020)
Sergey V. Ivanov, Andrey I. Kibzun, Nenad Mladenovic, Dragan Urosevic
Variable neighborhood search for stochastic linear programming problem with quantile criterion. J. Glob. Optim. 74 (3) (2019)
Sergey V. Ivanov, Andrey I. Kibzun
General Properties of Two-Stage Stochastic Programming Problems with Probabilistic Criteria. Autom. Remote. Control. 80 (6) (2019)
Sergey V. Ivanov, Andrey I. Kibzun, Nenad Mladenovic
Variable Neighborhood Search for a Two-Stage Stochastic Programming Problem with a Quantile Criterion. Autom. Remote. Control. 80 (1) (2019)
Andrey I. Kibzun, A. N. Tarasov
Stochastic Model of the Electric Power Purchase System on a Railway Segment. Autom. Remote. Control. 79 (3) (2018)
Sergey V. Ivanov, Andrey I. Kibzun
On the Convergence of Sample Approximations for Stochastic Programming Problems with Probabilistic Criteria. Autom. Remote. Control. 79 (2) (2018)
Damir N. Gainanov, Andrey I. Kibzun, V. A. Rasskazova
The Decomposition Problem for the Set of Paths in a Directed Graph and Its Application. Autom. Remote. Control. 79 (12) (2018)
Andrey V. Borisov, Alexey V. Bosov, Andrey I. Kibzun, Gregory B. Miller, Konstantin V. Semenikhin
The Conditionally Minimax Nonlinear Filtering Method and Modern Approaches to State Estimation in Nonlinear Stochastic Systems. Autom. Remote. Control. 79 (1) (2018)
Andrey I. Kibzun, E. A. Zharkov
Two algorithms for estimating test complexity levels. Autom. Remote. Control. 78 (12) (2017)
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)
Sergey V. Ivanov, Andrey I. Kibzun, A. V. Osokin
Stochastic optimization model of locomotive assignment to freight trains. Autom. Remote. Control. 77 (11) (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, Sergey V. Ivanov
Convergence of Discrete Approximations of Stochastic Programming Problems with Probabilistic Criteria. DOOR (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, V. R. Sobol'
The modified sequential hedging strategy: Hedger's loss distribution. Autom. Remote. Control. 76 (11) (2015)
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)
Andrey I. Kibzun, A. O. Inozemtsev
Using the maximum likelihood method to estimate test complexity levels. Autom. Remote. Control. 75 (4) (2014)
Andrey I. Kibzun, Olga M. Khromova
On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming. Autom. Remote. Control. 75 (4) (2014)
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)
Andrey I. Kibzun, Olga M. Khromova
On reduction of the two-stage problem of quantile optimization to the problem of convex programming. Autom. Remote. Control. 75 (5) (2014)
Andrey I. Kibzun, Andrey V. Naumov, Vladimir I. Norkin
On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem. Autom. Remote. Control. 74 (6) (2013)
Andrey I. Kibzun, A. I. Chernobrovov
Equivalence of the problems with quantile and integral quantile criteria. Autom. Remote. Control. 74 (2) (2013)
Andrey I. Kibzun, Evgeniy Matveev
Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm. Ann. Oper. Res. 200 (1) (2012)
Andrey I. Kibzun, V. Yu. Kurbakovskiy
Guaranteeing approach to solving quantile optimization problems. Ann. Oper. Res. 30 (1) (1991)