Yuri S. Kan

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