stochastic programming,
quantile, value-at-risk,
systems analysis.
Subject:
Stochastic programming problems with probabilistic criteria, mathematical modeling
Main publications:
S. V. Ivanov, “Bilevel stochastic linear programming problems with quantile criterion”, Autom. Remote Control, 75:1 (2014), 107–118
S. V. Ivanov, A. V. Naumov, “Algorithm to optimize the quantile criterion for the polyhedral loss function and discrete distribution of random parameters”, Autom. Remote Control, 73:1 (2012), 105–117
A. V. Naumov, S. V. Ivanov, “On stochastic linear programming problems with the quantile criterion”, Autom. Remote Control, 72:2 (2011), 353–369
A. N. Ignatov, S. V. Ivanov, “Comparing the solvers for the mixed integer linear programming problems and the software environments that call them”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 17:3 (2024), 57–72
2023
2.
S. V. Ivanov, A. I. Kibzun, V. N. Akmaeva, “Parametric algorithm for finding a guaranteed solution to a quantile optimization problem”, Avtomat. i Telemekh., 2023, no. 8, 73–87; Autom. Remote Control, 84:8 (2023), 947–957
2021
3.
S. V. Ivanov, S. D. Merzlikina, “Search for nash equilibria in bimatrix games with probability and quantile payoff functions”, Avtomat. i Telemekh., 2021, no. 12, 105–124; Autom. Remote Control, 82:12 (2021), 2125–2142
4.
S. V. Ivanov, V. N. Akmaeva, “Two-stage stochastic facility location model with quantile criterion and choosing reliability level”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 14:3 (2021), 5–17
A. I. Kibzun, S. V. Ivanov, “Construction of confidence absorbing sets using statistical methods”, Avtomat. i Telemekh., 2020, no. 12, 82–99; Autom. Remote Control, 81:12 (2020), 2206–2219
A. I. Kibzun, S. V. Ivanov, A. S. Stepanova, “Construction of confidence absorbing set for analysis of static stochastic systems”, Avtomat. i Telemekh., 2020, no. 4, 21–36; Autom. Remote Control, 81:4 (2020), 589–601
S. V. Ivanov, A. I. Kibzun, “General properties of two-stage stochastic programming problems with probabilistic criteria”, Avtomat. i Telemekh., 2019, no. 6, 70–90; Autom. Remote Control, 80:6 (2019), 1041–1057
S. V. Ivanov, A. I. Kibzun, N. Mladenović, “Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion”, Avtomat. i Telemekh., 2019, no. 1, 54–66; Autom. Remote Control, 80:1 (2019), 43–52
2018
9.
S. V. Ivanov, A. I. Kibzun, “On the convergence of sample approximations for stochastic programming problems with probabilistic criteria”, Avtomat. i Telemekh., 2018, no. 2, 19–35; Autom. Remote Control, 79:2 (2018), 216–228
S. V. Ivanov, “A bilevel stochastic programming problem with random parameters in the Follower's objective function”, Diskretn. Anal. Issled. Oper., 25:4 (2018), 27–45; J. Appl. Industr. Math., 12:4 (2018), 658–667
M. V. Buyanov, S. V. Ivanov, A. I. Kibzun, A. V. Naumov, “Development of the mathematical model of cargo transportation control on a railway network segment taking into account random factors”, Inform. Primen., 11:4 (2017), 85–93
S. V. Ivanov, A. I. Kibzun, “Sample average approximation in the two-stage stochastic linear programming problem with quantile criterion”, Trudy Inst. Mat. i Mekh. UrO RAN, 23:3 (2017), 134–143; Proc. Steklov Inst. Math. (Suppl.), 303, suppl. 1 (2018), 115–123
S. V. Ivanov, A. I. Kibzun, A. V. Osokin, “Stochastic optimization model of locomotive assignment to freight trains”, Avtomat. i Telemekh., 2016, no. 11, 80–95; Autom. Remote Control, 77:11 (2016), 1944–1956
S. V. Ivanov, M. V. Morozova, “Stochastic problem of competitive location of facilities with quantile criterion”, Avtomat. i Telemekh., 2016, no. 3, 109–122; Autom. Remote Control, 77:3 (2016), 451–461
V. M. Azanov, M. V. Buyanov, D. N. Gaynanov, S. V. Ivanov, “Algorithm and software development to allocate locomotives for transportation of freight trains”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 9:4 (2016), 73–85
S. V. Ivanov, “Bilevel stochastic linear programming problems with quantile criterion”, Avtomat. i Telemekh., 2014, no. 1, 130–144; Autom. Remote Control, 75:1 (2014), 107–118
S. V. Ivanov, A. V. Naumov, “Algorithm to optimize the quantile criterion for the polyhedral loss function and discrete distribution of random parameters”, Avtomat. i Telemekh., 2012, no. 1, 116–129; Autom. Remote Control, 73:1 (2012), 105–117
A. V. Naumov, S. V. Ivanov, “On stochastic linear programming problems with the quantile criterion”, Avtomat. i Telemekh., 2011, no. 2, 142–158; Autom. Remote Control, 72:2 (2011), 353–369
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