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Publications in Math-Net.Ru
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Choosing a strategy based on the maximin quantile criterion in a game of a company with several groups of clients
Trudy Inst. Mat. i Mekh. UrO RAN, 31:2 (2025), 229–243
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Game with a random second player and its application to the problem of optimal fare choice
Izv. IMI UdGU, 57 (2021), 170–180
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Study of the dynamics of a jump-like change in price in the generalized Black–Scholes model
Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 190 (2021), 88–92
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Probabilistic solutions to the problem of rational consumer choice with random income
Vestnik YuUrGU. Ser. Mat. Model. Progr., 14:2 (2021), 17–26
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Probabilistic solutions of conditional optimization problems
Trudy Inst. Mat. i Mekh. UrO RAN, 26:1 (2020), 198–211
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Forecasting the return of the loan portfolio on the basis of Markov model
Vestnik YuUrGU. Ser. Mat. Model. Progr., 10:3 (2017), 54–66
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Forecasting credit portfolio components with a Markov chain model
Avtomat. i Telemekh., 2012, no. 4, 47–65
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Constructing maximum likelihood estimates for statistically uncertain linear systems
Avtomat. i Telemekh., 2011, no. 9, 99–111
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Investigation of a mathematical model of a signal-controlled junction
Trudy Inst. Mat. i Mekh. UrO RAN, 15:4 (2009), 108–119
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Properties of nonlinear confidence estimates for statistically uncertain systems
Avtomat. i Telemekh., 2007, no. 10, 166–174
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Optimal and suboptimal solutions to stochastically uncertain problems of quintile optimization
Avtomat. i Telemekh., 2007, no. 7, 31–43
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Comparison of linear and nonlinear methods of confidence estimation for statistically uncertain systems
Avtomat. i Telemekh., 2007, no. 4, 51–60
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Nonlinear Confidence Estimates for Statistically Uncertain Systems
Avtomat. i Telemekh., 2003, no. 11, 84–95
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Stochastic Systems with a Random Jump in Phase Trajectory: Stability of Their Motion
Avtomat. i Telemekh., 2002, no. 7, 33–43
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Generalized Confidence Sets for a Statistically Indeterminate Random Vector
Avtomat. i Telemekh., 2002, no. 6, 44–56
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Methods of the guaranteed control theory in a problem of dynamic investment portfolio reconstruction
Trudy Inst. Mat. i Mekh. UrO RAN, 6:2 (2000), 460–476
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Bicriteria problem of stochastic optimization
Avtomat. i Telemekh., 1997, no. 3, 116–123
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A modified residual method in a statistically indeterminate estimation problem
Avtomat. i Telemekh., 1994, no. 2, 100–109
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Scientific biography of I. Ya. Kats
Avtomat. i Telemekh., 2007, no. 10, 5–15
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