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Kibzun, Andrei Ivanovich

Statistics Math-Net.Ru
Total publications: 67
Scientific articles: 60
Presentations: 1

Number of views:
This page:4054
Abstract pages:17705
Full texts:5034
References:1218
Kibzun, Andrei Ivanovich
Professor
Doctor of physico-mathematical sciences (1987)
Speciality: 05.13.01 (System analysis, the control and processing of information (separated by fields))
Birth date: 31.07.1951
E-mail:

http://www.mathnet.ru/eng/person37016
List of publications on Google Scholar
http://zbmath.org/authors/?q=ai:kibzun.a-i
https://mathscinet.ams.org/mathscinet/MRAuthorID/218425

Publications in Math-Net.Ru
2020
1. A. I. Kibzun, S. V. Ivanov, A. S. Stepanova, “Construction of confidence absorbing set for analysis of static stochastic systems”, Avtomat. i Telemekh., 2020, 4,  21–36  mathnet  elib; Autom. Remote Control, 81:4 (2020), 589–601  isi  scopus
2019
2. S. V. Ivanov, A. I. Kibzun, “General properties of two-stage stochastic programming problems with probabilistic criteria”, Avtomat. i Telemekh., 2019, 6,  70–90  mathnet  elib; Autom. Remote Control, 80:6 (2019), 1041–1057  isi  scopus
3. 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, 1,  54–66  mathnet  elib; Autom. Remote Control, 80:1 (2019), 43–52  isi  scopus
2018
4. D. N. Gainanov, A. I. Kibzun, V. A. Rasskazova, “The decomposition problem for the set of paths in a directed graph and its application”, Avtomat. i Telemekh., 2018, 12,  142–166  mathnet  elib; Autom. Remote Control, 79:12 (2018), 2217–2236  isi  scopus
5. A. I. Kibzun, A. Tarasov, “Stochastic model of the electric power purchase system on a railway segment”, Avtomat. i Telemekh., 2018, 3,  44–60  mathnet  elib; Autom. Remote Control, 79:3 (2018), 425–438  isi  scopus
6. S. V. Ivanov, A. I. Kibzun, “On the convergence of sample approximations for stochastic programming problems with probabilistic criteria”, Avtomat. i Telemekh., 2018, 2,  19–35  mathnet  elib; Autom. Remote Control, 79:2 (2018), 216–228  isi  scopus
7. A. V. Borisov, A. V. Bosov, A. I. Kibzun, G. B. Miller, K. V. Semenikhin, “The conditionally minimax nonlinear filtering method and modern approaches to state estimation in nonlinear stochastic systems”, Avtomat. i Telemekh., 2018, 1,  3–17  mathnet  elib; Autom. Remote Control, 79:1 (2018), 1–11  isi  scopus
8. M. V. Buyanov, A. I. Kibzun, “Algorithm of effective transportation work for cargo traffic”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 11:1 (2018),  75–83  mathnet  elib
2017
9. A. I. Kibzun, E. A. Zharkov, “Two algorithms for estimating test complexity levels”, Avtomat. i Telemekh., 2017, 12,  84–99  mathnet  mathscinet  elib; Autom. Remote Control, 78:12 (2017), 2165–2177  isi  scopus
10. A. I. Kibzun, A. N. Ignatov, “On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion”, Avtomat. i Telemekh., 2017, 10,  139–154  mathnet  elib; Autom. Remote Control, 78:10 (2017), 1845–1856  isi  scopus
11. 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  mathnet  elib
12. 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  mathnet  elib; Proc. Steklov Inst. Math. (Suppl.), 303, suppl. 1 (2018), 115–123  isi
2016
13. A. I. Kibzun, A. N. Ignatov, “Reduction of the two-step problem of stochastic optimal control with bilinear model to the problem of mixed integer linear programming”, Avtomat. i Telemekh., 2016, 12,  89–111  mathnet  elib; Autom. Remote Control, 77:12 (2016), 2175–2192  isi  scopus
14. S. V. Ivanov, A. I. Kibzun, A. V. Osokin, “Stochastic optimization model of locomotive assignment to freight trains”, Avtomat. i Telemekh., 2016, 11,  80–95  mathnet  elib; Autom. Remote Control, 77:11 (2016), 1944–1956  isi  elib  scopus
15. A. N. Ignatov, A. I. Kibzun, E. N. Platonov, “Estimating collision probabilities for trains on railroad stations based on a Poisson model”, Avtomat. i Telemekh., 2016, 11,  43–59  mathnet  elib; Autom. Remote Control, 77:11 (2016), 1914–1927  isi  elib  scopus
16. A. I. Kibzun, O. M. Khromova, “Mathematical modelling of a transport system with minimal maintenance costs”, Vestnik YuUrGU. Ser. Mat. Model. Progr., 9:3 (2016),  41–54  mathnet  isi  elib
2015
17. A. I. Kibzun, V. R. Sobol', “The modified sequential hedging strategy: hedger's loss distribution”, Avtomat. i Telemekh., 2015, 11,  34–50  mathnet  elib; Autom. Remote Control, 76:11 (2015), 1931–1944  isi  elib  scopus
18. A. I. Kibzun, A. N. Ignatov, “The two-step problem of investment portfolio selection from two risk assets via the probability criterion”, Avtomat. i Telemekh., 2015, 7,  78–100  mathnet  elib; Autom. Remote Control, 76:7 (2015), 1201–1220  isi  elib  scopus
19. A. I. Kibzun, V. R. Sobol', “A two-step problem of hedging a European call option under a random duration of transactions”, Trudy Inst. Mat. i Mekh. UrO RAN, 21:3 (2015),  164–174  mathnet  mathscinet  elib; Proc. Steklov Inst. Math. (Suppl.), 295, suppl. 1 (2016), 78–88  isi
2014
20. A. I. Kibzun, O. M. Khromova, “On reduction of the two-stage problem of quantile optimization to the problem of convex programming”, Avtomat. i Telemekh., 2014, 5,  67–82  mathnet; Autom. Remote Control, 75:5 (2014), 859–871  isi  scopus
21. A. I. Kibzun, O. M. Khromova, “On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming”, Avtomat. i Telemekh., 2014, 4,  120–133  mathnet; Autom. Remote Control, 75:4 (2014), 688–699  isi  scopus
22. A. I. Kibzun, A. O. Inozemtsev, “Using the maximum likelihood method to estimate test complexity levels”, Avtomat. i Telemekh., 2014, 4,  20–37  mathnet; Autom. Remote Control, 75:4 (2014), 607–621  isi  scopus
23. A. N. Ignatov, A. I. Kibzun, “On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component”, Avtomat. i Telemekh., 2014, 3,  87–105  mathnet; Autom. Remote Control, 75:3 (2014), 481–495  isi  scopus
2013
24. A. I. Kibzun, A. V. Naumov, V. I. Norkin, “On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem”, Avtomat. i Telemekh., 2013, 6,  66–86  mathnet  mathscinet; Autom. Remote Control, 74:6 (2013), 951–967  isi  scopus
25. A. I. Kibzun, A. I. Chernobrovov, “Equivalence of the problems with quantile and integral quantile criteria”, Avtomat. i Telemekh., 2013, 2,  75–93  mathnet  zmath; Autom. Remote Control, 74:2 (2013), 225–239  isi  scopus
26. A. I. Kibzun, V. R. Sobol', “Modernization of the stop-loss start-gain strategy for hedging an option position”, Trudy Inst. Mat. i Mekh. UrO RAN, 19:2 (2013),  179–192  mathnet  mathscinet  elib
2012
27. A. I. Kibzun, O. M. Khromova, “Choosing optimal road trajectory with random work cost in different areas”, Avtomat. i Telemekh., 2012, 7,  89–108  mathnet; Autom. Remote Control, 73:7 (2012), 1181–1194  isi  scopus
28. A. I. Kibzun, S. I. Panarin, “Generation of integral rating by statistical processing of the test results”, Avtomat. i Telemekh., 2012, 6,  119–139  mathnet; Autom. Remote Control, 73:6 (2012), 1029–1045  isi  scopus
29. A. I. Kibzun, A. I. Chernobrovov, “Stochastic quasigradient algorithm to minimize the function of integral quantile”, Avtomat. i Telemekh., 2012, 2,  41–60  mathnet; Autom. Remote Control, 73:2 (2012), 247–264  isi  scopus
30. A. I. Kibzun, A. V. Naumov, S. V. Ivanov, “Bilevel optimization problem for railway transport hub planning”, UBS, 38 (2012),  140–160  mathnet
2011
31. A. I. Kibzun, A. I. Chernobrovov, “Algorithm to solve the generalized Markowitz problem”, Avtomat. i Telemekh., 2011, 2,  77–92  mathnet  mathscinet  zmath; Autom. Remote Control, 72:2 (2011), 289–304  isi  scopus
2010
32. A. I. Kibzun, E. L. Matveev, “Stochastic quasigradient algorithm to minimize the quantile function”, Avtomat. i Telemekh., 2010, 6,  64–78  mathnet  mathscinet  zmath; Autom. Remote Control, 71:6 (2010), 1034–1047  isi  scopus
33. A. I. Kibzun, E. L. Matveev, “Sufficient conditions for quasiconcavity of the probability function”, Avtomat. i Telemekh., 2010, 3,  54–71  mathnet  mathscinet  zmath; Autom. Remote Control, 71:3 (2010), 413–430  isi  scopus
2009
34. A. I. Kibzun, V. L. Miroshkin, “About the mathematical model of space vehicle motion”, Matem. Mod., 21:6 (2009),  17–27  mathnet  mathscinet  zmath
2007
35. B. V. Vishnyakov, A. I. Kibzun, “Application of the bootstrap method for estimation of the quantile function”, Avtomat. i Telemekh., 2007, 11,  46–60  mathnet  mathscinet  zmath; Autom. Remote Control, 68:11 (2007), 1931–1944  scopus
36. A. I. Kibzun, “Parallelization of the quantile function optimization algorithms”, Avtomat. i Telemekh., 2007, 5,  59–70  mathnet  mathscinet  zmath; Autom. Remote Control, 68:5 (2007), 799–810  scopus
37. I. I. Eremin, A. I. Kibzun, “Current problems in parallelization of the computation algorithms and organization of parallel computations”, Avtomat. i Telemekh., 2007, 5,  3  mathnet  mathscinet  zmath; Autom. Remote Control, 68:5 (2007), 745  scopus
38. A. I. Kibzun, E. L. Matveev, “Optimization of the quantile function on the basis of kernel estimates”, Avtomat. i Telemekh., 2007, 1,  68–81  mathnet  mathscinet  zmath; Autom. Remote Control, 68:1 (2007), 64–74  scopus
2006
39. B. V. Vishnyakov, A. I. Kibzun, “Deterministic equivalents for the problems of stochastic programming with probabilistic criteria”, Avtomat. i Telemekh., 2006, 6,  126–143  mathnet  mathscinet  zmath; Autom. Remote Control, 67:6 (2006), 945–961  scopus
2005
40. B. V. Vishnyakov, A. I. Kibzun, “A two-step capital variation model: optimization by different statistical criteria”, Avtomat. i Telemekh., 2005, 7,  126–143  mathnet  mathscinet  zmath; Autom. Remote Control, 66:7 (2005), 1137–1152  scopus
2004
41. A. I. Kibzun, E. A. Kuznetsov, “Convex properties of the quantile function in stochastic programming”, Avtomat. i Telemekh., 2004, 2,  33–42  mathnet  mathscinet  zmath; Autom. Remote Control, 65:2 (2004), 184–192  isi  scopus
2003
42. A. I. Kibzun, E. A. Kuznetsov, “Comparison of VaR and CVaR Criteria”, Avtomat. i Telemekh., 2003, 7,  153–164  mathnet  mathscinet  zmath; Autom. Remote Control, 64:7 (2003), 1154–1164  isi  scopus
43. B. G. Volik, A. I. Kibzun, “Modeling and Analysis of Safety and Risk in Complex Systems”, Avtomat. i Telemekh., 2003, 7,  3–4  mathnet; Autom. Remote Control, 64:7 (2003), 1021  isi  scopus
44. A. I. Kibzun, E. A. Kuznetsov, “Positional Strategy of Forming the Investment Portfolio”, Avtomat. i Telemekh., 2003, 1,  151–166  mathnet  mathscinet  zmath; Autom. Remote Control, 64:1 (2003), 138–152  isi  scopus
2001
45. A. I. Kibzun, E. A. Kuznetsov, “Optimal Control of Discretionary Portfolio”, Avtomat. i Telemekh., 2001, 9,  101–113  mathnet  mathscinet  zmath; Autom. Remote Control, 62:9 (2001), 1489–1501  isi  scopus
46. A. I. Kibzun, I. V. Nikulin, “Discrete Approximation of a Linear Two-Stage Problem of Stochastic Programming with Quantile Criterion”, Avtomat. i Telemekh., 2001, 8,  127–137  mathnet  mathscinet  zmath; Autom. Remote Control, 62:8 (2001), 1339–1348  isi  scopus
2000
47. A. I. Kibzun, A. V. Naumov, S. V. Ulanov, “A stochastic control algorithm for aircraft allocation”, Avtomat. i Telemekh., 2000, 8,  126–136  mathnet  zmath; Autom. Remote Control, 61:8 (2000), 1355–1363
1999
48. V. A. Guberniev, A. I. Kibzun, “Sequential hedging of an option position: analysis and refinement”, Avtomat. i Telemekh., 1999, 1,  113–125  mathnet  mathscinet  zmath; Autom. Remote Control, 60:1 (1999), 92–113  isi
1998
49. A. I. Kibzun, “On the worst-case distribution in stochastic optimization problems with probability function”, Avtomat. i Telemekh., 1998, 11,  104–116  mathnet  mathscinet  zmath; Autom. Remote Control, 59:11 (1998), 1587–1597
50. B. G. Dostupov, S. V. Emel'yanov, I. E. Kazakov, A. I. Kibzun, N. A. Kuznetsov, I. A. Mizin, I. V. Sinitcina, I. N. Sinitsyn, V. I. Sinitsyn, “Review of scientific works of academician V. S. Pugachev”, Avtomat. i Telemekh., 1998, 11,  8–21  mathnet  zmath; Autom. Remote Control, 59:11 (1998), 1507–1516
51. A. I. Kibzun, I. N. Sinitsyn, “Modern problems in optimization of stochastic systems”, Avtomat. i Telemekh., 1998, 11,  3  mathnet
1997
52. A. I. Kibzun, G. L. Tretyakov, “On the Smoothness of Criteria Function in Quantile Optimization”, Avtomat. i Telemekh., 1997, 9,  69–80  mathnet  mathscinet  zmath; Autom. Remote Control, 58:9 (1997), 1459–1468
53. A. I. Kibzun, G. L. Tret'yakov, “Differentiability of the probability function”, Dokl. Akad. Nauk, 354:2 (1997),  159–161  mathnet  mathscinet  zmath
1996
54. V. A. Efremov, A. I. Kibzun, “Optimal Extremal Order Estimates of Quantiles”, Avtomat. i Telemekh., 1996, 12,  3–15  mathnet  mathscinet  zmath; Autom. Remote Control, 57:12 (1996), 1691–1700
55. Yu. S. Kan, A. I. Kibzun, “Convexity Property of Prqbability Functions and Quantiles in Optimization Problems”, Avtomat. i Telemekh., 1996, 3,  82–102  mathnet  mathscinet  zmath; Autom. Remote Control, 57:3 (1996), 368–383
1995
56. A. I. Kibzun, A. N. Sotskii, “Control of a linear stochastic system by a probability functional”, Avtomat. i Telemekh., 1995, 5,  78–85  mathnet  mathscinet  zmath; Autom. Remote Control, 56:5 (1995), 677–683
57. A. I. Kibzun, A. V. Naumov, “A two-stage quantile linear programming problem”, Avtomat. i Telemekh., 1995, 1,  83–93  mathnet  mathscinet  zmath; Autom. Remote Control, 56:1 (1995), 68–76
1992
58. S. A. Zabelin, A. I. Kibzun, “Control of a linear scalar fuzzy system”, Avtomat. i Telemekh., 1992, 7,  62–69  mathnet  mathscinet  zmath; Autom. Remote Control, 53:7 (1992), 1006–1012
1990
59. Yu. S. Kan, A. I. Kibzun, “Stabilization of dynamic system under uncertain and random perturbations”, Avtomat. i Telemekh., 1990, 12,  75–84  mathnet  mathscinet  zmath; Autom. Remote Control, 51:12 (1990), 1665–1673
60. Yu. S. Kan, A. I. Kibzun, “Optimal control of a linear system according to a quantile criterion”, Avtomat. i Telemekh., 1990, 1,  37–43  mathnet  mathscinet  zmath; Autom. Remote Control, 51:1 (1990), 30–35

2014
61. V. L. Beresnev, A. I. Kibzun, “Modern problems in mathematical programming”, Avtomat. i Telemekh., 2014, 4,  3–4  mathnet
2012
62. A. I. Kibzun, E. A. Nurminskii, M. Yu. Khachai, “Mathematical Programming: State of the Art”, Avtomat. i Telemekh., 2012, 2,  3–4  mathnet  elib
2011
63. A. I. Kibzun, A. R. Pankov, “Scientific and educational activity of academician V. S. Pugachev at the Moscow Aviation Institute”, Avtomat. i Telemekh., 2011, 2,  4–8  mathnet  mathscinet  zmath; Autom. Remote Control, 72:2 (2011), 220–224  isi
64. A. I. Kibzun, “Present problems of optimization of stochastic systems”, Avtomat. i Telemekh., 2011, 2,  3  mathnet  mathscinet; Autom. Remote Control, 72:2 (2011), 219  isi  scopus
2010
65. A. I. Kibzun, “Foreword to the thematical issue “Actual Problems of Information Processing””, Avtomat. i Telemekh., 2010, 2,  3  mathnet; Autom. Remote Control, 71:2 (2010), 171  isi  scopus
2007
66. N. N. Krasovskii, A. B. Kurzhanskii, A. I. Kibzun, “Present-day problems in optimization and stability of uncertain and stochastic systems”, Avtomat. i Telemekh., 2007, 10,  3–4  mathnet  mathscinet  zmath; Autom. Remote Control, 68:10 (2007), 1733–1734  scopus
2004
67. I. I. Eremin, A. I. Kibzun, “Problems of the modern optimization theory”, Avtomat. i Telemekh., 2004, 2,  3  mathnet; Autom. Remote Control, 65:2 (2004), 157  isi

Presentations in Math-Net.Ru
1. Problems of stochastic programming with quantile criteria
A. I. Kibzun
Seminar of M. S. Pinsker Laboratory 1 IITP RAS
November 10, 2011 16:00

Organisations
 
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