Andrei Ivanovich Kibzun (to Anniversary Since Birth)

References

1. Malyshev V.V., Kibzun A.I. Analiz i sintez vysokotochnogo upravleniya letatel'nymi apparatami [Analysis and Synthesis of High-Accuracy Aircrafts Control], Moscow, Mashinostroenie, 1987. (In Russian)
2. Kibzun A.I., Kan Yu.S. Stochastic Programming Problems with Probability and Quantile Functions, London, John Wiley & Sons, 1996.
3. Kibzun A.I., Kan Yu.S. Zadachi stohasticheskogo programmirovaniya s veroyatnostnymi kriteriyami [Problems of Stochastic Programming with Probabilistic Criteria], Moscow, Fizmatlit, 2009. (In Russian)
4. Kibzun A.I., Goryainova E.R., Naumov A.V. Teoriya veroyatnostey i matematicheskaya statistika. Bazovyy kurs s primerami i zadachami [Probability Theory and Mathematical Statistics. Basic Course with Examples and Problems], Moscow, Fizmatlit, 2002, 2005, 2007, 2014. (In Russian)
5. Kibzun A.I., Malyshev V.V. Generalized Minimax Approach to Solving Optimization Problems with Chance Constraints. Izvestiya akademii nauk SSSR. Tekhnicheskaya kibernetika, 1984, no. 1, pp. 20-29. (in Russian)
6. Kibzun A.I., Lebedev A.A., Malysev V.V. On Reducing Problem with Probabilistic Constraints to the Equivalent Minimax. Izvestiya akademii nauk SSSR. Tekhnicheskaya kibernetika, 1984, no. 4, pp. 73-80. (in Russian)
7. Karp K.A., Kibzun A.I., Malyshev V.V. A Minimax Approach for Statistical Simulation of Complex Technical Systems. Advances in Modelling and Simulation, 1988, vol. 10, no. 3, pp. 35-46.
8. Kibzun A.I., Kurbakovskiy V.Yu. Guaranteeing Approach to Solving Quantile Optimization Problems. Annals of Operations Research, 1991, vol. 30, no. 1, pp. 81-94. DOI: 10.1007/BF02204810
9. Kibzun A.I., Zabelin S.A. Stochastic System Control in Fuzzy Environment. Advances in Modelling and Analysis, 1992, vol. 32, no. 3, pp. 45-55.
10. Kibzun A., Uryasev S. Differentiability of Probability Function. Stochastic Analysis and Applications, 1998, vol. 16, no. 6, pp. 1101-1128. DOI: 10.1080/07362999808809581
11. Kibzun A.I., Kuznetsov E.A. Analysis of Criteria VaR and CVaR. Journal of Banking & Finance, 2006, vol. 30, no. 2, pp. 779-796. DOI: 10.1016/j.jbankfin.2005.04.003
12. Kibzun A., Matveev E. Optimization of the Quantile Criterion for the Loss Function by a Stochastic Quasigradient Algorithm. Annals of Operations Research, 2012, vol. 200, no. 1, pp. 183-198. DOI: 10.1007/s10479-011-0987-z
13. Norkin V.I., Kibzun A.I., Naumov A.V. Reducing Two-Stage Probabilistic Optimization Problems with Discrete Distribution of Random Data to Mixed-Integer Programming Problems. Cybernetics and Systems Analysis, 2014, vol. 50, no. 5, pp. 679-692. DOI: 10.1007/s10559-014-9658-9
14. Kibzun A.I. Comparison of Two Algorithms for Solving a Two-Stage Bilinear Stochastic Programming Problem with Quantile Criterion. Applied Stochastic Models in Business and Industry, 2015, vol. 31, no. 6, pp. 862-874. DOI: 10.1002/asmb.2115
15. Ivanov S.V., Kibzun A.I., et al. Variable Neighborhood Search for Stochastic Linear Programming Problem with Quantile Criterion. Journal of Global Optimization, 2019, vol. 74, no. 3, pp. 549-564. DOI: 10.1007/s10898-019-00773-2
16. Ivanov S.V., Kibzun A.I., Stepanova A.S. An Algorithm to Solve a Quantile Optimization Problem with Loss Function Having a Separable Structure and Its Application to an Aerospace Problem. Applied Stochastic Models in Business and Industry, 2019, vol. 35, no. 5, pp. 1269-1281. DOI: 10.1002/asmb.2475