Evgueni Gordienko

Publication Activity (10 Years)

Years Active: 1997-2021
Publications (10 Years): 1

Top Topics

Asset Liability Management

Convergence Rate

Stochastic Programming

Top Venues

Publications

Evgueni Gordienko, Yury Gryazin
A note on the convergence rate in regularized stochastic programming. Kybernetika 57 (1) (2021)
Evgueni Gordienko, Juan Ruiz de Chávez
Quantitative Estimates of Stability in Controlled GI | D | 1 | ∞ Queueing Systems and in Control of Water Release in a Simple Dam Model. ICINCO (1) (2012)
Evgueni Gordienko, Andrey Novikov, Elena Zaitseva
Stability Estimating in Optimal Sequential Hypotheses Testing. Kybernetika 45 (2) (2009)
Evgueni Gordienko, Antonio Garcia, Juan Ruiz de Chávez
Asymptotic Properties and Optimization of Some Non-Markovian Stochastic Processes. Kybernetika 45 (3) (2009)
Hugo Cruz-Suárez, Evgueni Gordienko, Raúl Montes-de-Oca
A note on deterministic approximation of discounted Markov decision processes. Appl. Math. Lett. 22 (8) (2009)
Evgueni Gordienko, Enrique Lemus-Rodríguez, Raúl Montes-de-Oca
Average cost Markov control processes: stability with respect to the Kantorovich metric. Math. Methods Oper. Res. 70 (1) (2009)
Evgueni Gordienko, Enrique Lemus-Rodríguez, Raúl Montes-de-Oca
Discounted cost optimality problem: stability with respect to weak metrics. Math. Methods Oper. Res. 68 (1) (2008)
Evgueni Gordienko
Comparing the distributions of sums of independent random vectors. Kybernetika 41 (4) (2005)
Evgueni Gordienko
Stability estimates of generalized geometric sums and their applications. Kybernetika 40 (2) (2004)
Evgueni Gordienko, Alexander Yushkevich
Stability estimates in the problem of average optimal switching of a Markov chain. Math. Methods Oper. Res. 57 (3) (2003)
Alexander Yushkevich, Evgueni Gordienko
Average optimal switching of a Markov chain with a Borel state space. Math. Methods Oper. Res. 55 (1) (2002)
Evgueni Gordienko, Francisco Salem-Silva
Estimates of stability of Markov control processes with unbounded costs. Kybernetika 36 (2) (2000)
Evgueni Gordienko, J. Adolfo Minjárez-Sosa
Adaptive control for discrete-time Markov processes with unbounded costs: Average criterion. Math. Methods Oper. Res. 48 (1) (1998)
Evgueni Gordienko, J. Adolfo Minjárez-Sosa
Adaptive control for discrete-time Markov processes with unbounded costs: Discounted criterion. Kybernetika 34 (2) (1998)
Evgueni Gordienko, Juan Ruiz de Chávez
New estimates of continuity in M/GI/1/Y queues. Queueing Syst. Theory Appl. 29 (2-4) (1998)
Igor Ushakov, Sumantra Chakravarty, Evgueni Gordienko
Novel simulation technique for spare kit optimization. SMC (1998)
Evgueni Gordienko, Raúl Montes-de-Oca, J. Adolfo Minjárez-Sosa
Approximation of average cost optimal policies for general Markov decision processes with unbounded costs. Math. Methods Oper. Res. 45 (2) (1997)