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Kan, Yurii Sergeevich
Statistics Math-Net.Ru
Total publications: 28
Scientific articles: 28
Presentations: 1

Number of views:
This page:1073
Abstract pages:8031
Full texts:5298
References:782
Kan, Yurii Sergeevich
Professor
Doctor of physico-mathematical sciences
Keywords: stochastic programming, stochastic optimal cintrol, probabilistic criteria.

Subject:

stochastic programming, stochastic optimal cintrol, application of theoretical probabilistic methods

https://www.mathnet.ru/eng/person59980
List of publications on Google Scholar
https://zbmath.org/authors/?q=ai:kan.yu-s
https://mathscinet.ams.org/mathscinet/MRAuthorID/276425

Publications in Math-Net.Ru Citations
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  mathnet  elib; Autom. Remote Control, 81:12 (2020), 2194–2205  isi  scopus 2
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  mathnet  elib; Autom. Remote Control, 80:11 (2019), 2005–2016  isi  scopus 7
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  mathnet  elib 3
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  mathnet  elib; Autom. Remote Control, 80:1 (2019), 30–42  isi  scopus 3
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  mathnet  elib; Autom. Remote Control, 79:2 (2018), 203–215  isi  scopus 10
6. S. N. Vasil'eva, Yu. S. Kan, “A visualization algorithm for the plane probability measure kernel”, Inform. Primen., 12:2 (2018),  60–68  mathnet  elib 4
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  mathnet  elib; Autom. Remote Control, 78:10 (2017), 1837–1844  isi  scopus 1
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  mathnet  mathscinet  elib; Autom. Remote Control, 78:7 (2017), 1251–1263  isi  scopus 5
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  mathnet  elib; Autom. Remote Control, 78:6 (2017), 1006–1027  isi  scopus 12
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  mathnet  elib; Autom. Remote Control, 76:9 (2015), 1582–1597  isi  elib  scopus 12
2013
11. Yu. S. Kan, A. A. Travin, “On approximate computation of the quantile criterion”, Avtomat. i Telemekh., 2013, no. 6,  57–65  mathnet  mathscinet; Autom. Remote Control, 74:6 (2013), 944–950  isi  scopus
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  mathnet  mathscinet  zmath; Autom. Remote Control, 74:5 (2013), 811–828  isi  scopus 10
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  mathnet  mathscinet  zmath; Autom. Remote Control, 72:2 (2011), 283–288  isi  scopus 2
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  mathnet  mathscinet  zmath; Autom. Remote Control, 71:6 (2010), 1094–1104  isi  scopus
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  mathnet  mathscinet  zmath; Autom. Remote Control, 71:3 (2010), 406–412  isi  scopus 1
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  mathnet  mathscinet  zmath; Autom. Remote Control, 69:8 (2008), 1333–1343  isi  scopus 3
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  mathnet  mathscinet  zmath; Autom. Remote Control, 68:1 (2007), 54–63  scopus 3
2006
18. Yu. S. Kan, A. N. Krasnopol'skaya, “Selection of a fixed-income portfolio”, Avtomat. i Telemekh., 2006, no. 4,  97–104  mathnet  mathscinet  zmath; Autom. Remote Control, 67:4 (2006), 598–605  scopus 5
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  mathnet  mathscinet  zmath; Autom. Remote Control, 65:2 (2004), 319–336  isi  scopus 19
2003
20. Yu. S. Kan, “On Convergence of a Stochastic Quasigradient Algorithm of Quantile Optimization”, Avtomat. i Telemekh., 2003, no. 2,  100–116  mathnet  mathscinet  zmath; Autom. Remote Control, 64:2 (2003), 263–278  isi  scopus 2
2001
21. Yu. S. Kan, “Control Optimization by the Quantile Criterion”, Avtomat. i Telemekh., 2001, no. 5,  77–88  mathnet  mathscinet  zmath; Autom. Remote Control, 62:5 (2001), 746–757  isi  scopus 18
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  mathnet  mathscinet  zmath; Autom. Remote Control, 61:1 (2000), 50–64 7
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  mathnet  mathscinet  zmath; Autom. Remote Control, 59:11 (1998), 1568–1576 7
24. Yu. S. Kan, A. V. Rusyaev, “The quantile minimization problem with a bilinear loss function”, Avtomat. i Telemekh., 1998, no. 7,  67–75  mathnet  mathscinet  zmath; Autom. Remote Control, 59:7 (1998), 960–966 1
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  mathnet  mathscinet  zmath; Autom. Remote Control, 57:3 (1996), 368–383 10
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  mathnet  mathscinet  zmath; Autom. Remote Control, 55:10 (1994), 1546–1549 1
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  mathnet  mathscinet  zmath; Autom. Remote Control, 51:12 (1990), 1665–1673 4
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  mathnet  mathscinet  zmath; Autom. Remote Control, 51:1 (1990), 30–35

Presentations in Math-Net.Ru
1. Расширение задачи стохастического программирования с квантильным критерием
Yu. S. Kan
All-Moscow regular scientific seminar "Control Theory and Optimization"
February 4, 2020 11:30

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