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Publications in Math-Net.Ru |
Citations |
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2020 |
1. |
Yu. S. Kan, “An extension of the quantile optimization problem with a loss function linear in random parameters”, Avtomat. i Telemekh., 2020, no. 12, 67–81 ; Autom. Remote Control, 81:12 (2020), 2194–2205 |
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2019 |
2. |
S. N. Vasil'eva, Yu. S. Kan, “Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel”, Avtomat. i Telemekh., 2019, no. 11, 93–107 ; Autom. Remote Control, 80:11 (2019), 2005–2016 |
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3. |
V. M. Azanov, Yu. S. Kan, “Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion”, Avtomat. i Telemekh., 2019, no. 4, 53–69 |
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4. |
V. M. Azanov, Yu. S. Kan, “On optimal retention of the trajectory of discrete stochastic system in tube”, Avtomat. i Telemekh., 2019, no. 1, 38–53 ; Autom. Remote Control, 80:1 (2019), 30–42 |
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2018 |
5. |
V. M. Azanov, Yu. S. Kan, “Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion”, Avtomat. i Telemekh., 2018, no. 2, 3–18 ; Autom. Remote Control, 79:2 (2018), 203–215 |
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6. |
S. N. Vasil'eva, Yu. S. Kan, “A visualization algorithm for the plane probability measure kernel”, Inform. Primen., 12:2 (2018), 60–68 |
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2017 |
7. |
Yu. S. Kan, V. R. Sobol', “Asymptotic confidence interval for conditional probability at decision making”, Avtomat. i Telemekh., 2017, no. 10, 130–138 ; Autom. Remote Control, 78:10 (2017), 1837–1844 |
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8. |
S. N. Vasil'eva, Yu. S. Kan, “Linearization method for solving quantile optimization problems with loss function depending on a vector of small random parameters”, Avtomat. i Telemekh., 2017, no. 7, 95–109 ; Autom. Remote Control, 78:7 (2017), 1251–1263 |
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9. |
V. M. Azanov, Yu. S. Kan, “Design of optimal strategies in the problems of discrete system control by the probabilistic criterion”, Avtomat. i Telemekh., 2017, no. 6, 57–83 ; Autom. Remote Control, 78:6 (2017), 1006–1027 |
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2015 |
10. |
S. N. Vasil'eva, Yu. S. Kan, “A method for solving quantile optimization problems with a bilinear loss function”, Avtomat. i Telemekh., 2015, no. 9, 83–101 ; Autom. Remote Control, 76:9 (2015), 1582–1597 |
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2013 |
11. |
Yu. S. Kan, A. A. Travin, “On approximate computation of the quantile criterion”, Avtomat. i Telemekh., 2013, no. 6, 57–65 ; Autom. Remote Control, 74:6 (2013), 944–950 |
12. |
T. V. Bunto, Yu. S. Kan, “Quantile criterion-based control of the securities portfolio with a nonzero ruin probability”, Avtomat. i Telemekh., 2013, no. 5, 114–136 ; Autom. Remote Control, 74:5 (2013), 811–828 |
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2011 |
13. |
Yu. S. Kan, “On the convergence of a stochastic approximation procedure for estimating the quantile criterion in the case of a discontinuous distribution function”, Avtomat. i Telemekh., 2011, no. 2, 71–76 ; Autom. Remote Control, 72:2 (2011), 283–288 |
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2010 |
14. |
Yu. S. Kan, A. V. Sysuev, “On approximate solution of the problem of formation of the fixed-income portfolio of securities”, Avtomat. i Telemekh., 2010, no. 6, 130–141 ; Autom. Remote Control, 71:6 (2010), 1094–1104 |
15. |
A. V. Kan, Yu. S. Kan, “On guaranteed sample volume in the problem of estimating unknown probability”, Avtomat. i Telemekh., 2010, no. 3, 46–53 ; Autom. Remote Control, 71:3 (2010), 406–412 |
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2008 |
16. |
Yu. S. Kan, A. V. Sysuev, “Fundamentals of the linearization method for quantile analysis with small random parameters”, Avtomat. i Telemekh., 2008, no. 8, 71–81 ; Autom. Remote Control, 69:8 (2008), 1333–1343 |
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2007 |
17. |
Yu. S. Kan, A. V. Sysuev, “Comparison of the quantile and guaranteeing approaches to system analysis”, Avtomat. i Telemekh., 2007, no. 1, 57–67 ; Autom. Remote Control, 68:1 (2007), 54–63 |
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2006 |
18. |
Yu. S. Kan, A. N. Krasnopol'skaya, “Selection of a fixed-income portfolio”, Avtomat. i Telemekh., 2006, no. 4, 97–104 ; Autom. Remote Control, 67:4 (2006), 598–605 |
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2004 |
19. |
V. P. Grigor'ev, Yu. S. Kan, “Optimal control of the investment portfolio with respect to the quantile criterion”, Avtomat. i Telemekh., 2004, no. 2, 179–197 ; Autom. Remote Control, 65:2 (2004), 319–336 |
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2003 |
20. |
Yu. S. Kan, “On Convergence of a Stochastic Quasigradient Algorithm of Quantile Optimization”, Avtomat. i Telemekh., 2003, no. 2, 100–116 ; Autom. Remote Control, 64:2 (2003), 263–278 |
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2001 |
21. |
Yu. S. Kan, “Control Optimization by the Quantile Criterion”, Avtomat. i Telemekh., 2001, no. 5, 77–88 ; Autom. Remote Control, 62:5 (2001), 746–757 |
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2000 |
22. |
Yu. S. Kan, “On the justification of the uniformity principle in the optimization of a probability performance index”, Avtomat. i Telemekh., 2000, no. 1, 54–70 ; Autom. Remote Control, 61:1 (2000), 50–64 |
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1998 |
23. |
Yu. S. Kan, N. V. Tuzov, “Quantile minimization of the normal distribution of a bilinear loss function”, Avtomat. i Telemekh., 1998, no. 11, 82–92 ; Autom. Remote Control, 59:11 (1998), 1568–1576 |
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24. |
Yu. S. Kan, A. V. Rusyaev, “The quantile minimization problem with a bilinear loss function”, Avtomat. i Telemekh., 1998, no. 7, 67–75 ; Autom. Remote Control, 59:7 (1998), 960–966 |
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1996 |
25. |
Yu. S. Kan, A. I. Kibzun, “Convexity Property of Prqbability Functions and Quantiles in Optimization Problems”, Avtomat. i Telemekh., 1996, no. 3, 82–102 ; Autom. Remote Control, 57:3 (1996), 368–383 |
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1994 |
26. |
Yu. S. Kan, “Stabilization of a quasilinear system with random errors in the control channel”, Avtomat. i Telemekh., 1994, no. 10, 184–187 ; Autom. Remote Control, 55:10 (1994), 1546–1549 |
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1990 |
27. |
Yu. S. Kan, A. I. Kibzun, “Stabilization of dynamic system under uncertain and random perturbations”, Avtomat. i Telemekh., 1990, no. 12, 75–84 ; Autom. Remote Control, 51:12 (1990), 1665–1673 |
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28. |
Yu. S. Kan, A. I. Kibzun, “Optimal control of a linear system according to a quantile criterion”, Avtomat. i Telemekh., 1990, no. 1, 37–43 ; Autom. Remote Control, 51:1 (1990), 30–35 |
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