21 citations to https://www.mathnet.ru/rus/tvp74
-
Gushchin A.A., “The Minimum Increment of F-Divergences Given Total Variation Distances”, Math. Methods Stat., 25:4 (2016), 304–312
-
Ben-Tal A., den Hertog D., Vial J.-Ph., “Deriving Robust Counterparts of Nonlinear Uncertain Inequalities”, Math. Program., 149:1-2 (2015), 265–299
-
A. Gushchin, “A characterization of maximin tests for two composite hypotheses”, Math. Methods Statist., 24:2 (2015), 110–121
-
A. A. Gushchin, R. V. Khasanov, I. S. Morozov, “Some functional analytic tools for utility maximization”, Springer Optimization and Its Applications, 90 (2014), 267–285
-
Ben-Tal A., den Hertog D., De Waegenaere A., Melenberg B., Rennen G., “Robust Solutions of Optimization Problems Affected by Uncertain Probabilities”, Manage. Sci., 59:2 (2013), 341–357
-
Yanikoglu I., den Hertog D., “Safe Approximations of Ambiguous Chance Constraints Using Historical Data”, INFORMS J. Comput., 25:4 (2013), 666–681
-
Gushchin A.A., “A Characterization of a Minimax Test in the Problem of Testing Two Composite Hypotheses”, Dokl. Math., 87:3 (2013), 345–347
-
Р. В. Хасанов, “О задаче максимизации полезности в случае неограниченного случайного вклада”, Вестн. Моск. ун-та. Сер. 1. Матем., мех., 2013, № 3, 10–21 ; R. V. Khasanov, “Utility maximization problem in the case of unbounded endowment”, Moscow University Mathematics Bulletin, 68:3 (2013), 138–147
-
Aharon Ben-Tal, Dick den Hertog, Jean-Philippe Vial, “Deriving Robust Counterparts of Nonlinear Uncertain Inequalities”, SSRN Journal, 2012
-
И. С. Морозов, “Дифференцируемость целевой функции в задаче максимизации робастной полезности”, Теория вероятн. и ее примен., 56:2 (2011), 374–384 ; I. S. Morozov, “Differentiability of objective function in robast utility maximization”, Theory Probab. Appl., 56:2 (2011), 327–337