Yuri S. Kan

Publication Activity (10 Years)

Years Active: 2013-2019
Publications (10 Years): 9

Top Topics

Optimization Problems

Relaxation Algorithm

Stochastic Programming Problems

Probability Measure

Top Venues

Autom. Remote. Control.

Publications

Sofia N. Vasil'eva, Yuri S. Kan
Approximation of Probabilistic Constraints in Stochastic Programming Problems with a Probability Measure Kernel. Autom. Remote. Control. 80 (11) (2019)
Yuri S. Kan, Sofia N. Vasil'eva
Deterministic Approximation of Stochastic Programming Problems with Probabilistic Constraints. MOTOR (2) (2019)
Valentin M. Azanov, Yuri S. Kan
On Optimal Retention of the Trajectory of Discrete Stochastic System in Tube. Autom. Remote. Control. 80 (1) (2019)
Valentin M. Azanov, Yuri S. Kan
Refined Estimation of the Bellman Function for Stochastic Optimal Control Problems with Probabilistic Performance Criterion. Autom. Remote. Control. 80 (4) (2019)
Valentin M. Azanov, Yuri S. Kan
Bilateral Estimation of the Bellman Function in the Problems of Optimal Stochastic Control of Discrete Systems by the Probabilistic Performance Criterion. Autom. Remote. Control. 79 (2) (2018)
Valentin M. Azanov, Yuri S. Kan
Design of optimal strategies in the problems of discrete system control by the probabilistic criterion. Autom. Remote. Control. 78 (6) (2017)
Sofia N. Vasil'eva, Yuri S. Kan
Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters. Autom. Remote. Control. 78 (7) (2017)
Yuri S. Kan, V. R. Sobol'
Asymptotic confidence interval for conditional probability at decision making. Autom. Remote. Control. 78 (10) (2017)
Sofia N. Vasil'eva, Yuri S. Kan
A method for solving quantile optimization problems with a bilinear loss function. Autom. Remote. Control. 76 (9) (2015)
Yuri S. Kan, A. A. Travin
On approximate computation of the quantile criterion. Autom. Remote. Control. 74 (6) (2013)
T. V. Bunto, Yuri S. Kan
Quantile criterion-based control of the securities portfolio with a nonzero ruin probability. Autom. Remote. Control. 74 (5) (2013)