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Chernobrovov Alexei I
Publications in Math-Net.Ru
Equivalence of the problems with quantile and integral quantile criteria
Avtomat. i Telemekh.
, 2013, no. 2,
75–93
Stochastic quasigradient algorithm to minimize the function of integral quantile
Avtomat. i Telemekh.
, 2012, no. 2,
41–60
Algorithm to solve the generalized Markowitz problem
Avtomat. i Telemekh.
, 2011, no. 2,
77–92
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Steklov Math. Inst. of RAS
, 2026