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Vladimir Norkin
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A branch and bound method for stochastic global optimization
VI Norkin, GC Pflug, A Ruszczyński
Mathematical programming 83, 425-450, 1998
4481998
On optimal allocation of indivisibles under uncertainty
VI Norkin, YM Ermoliev, A Ruszczyński
Operations Research 46 (3), 381-395, 1998
2131998
The minimization of semicontinuous functions: mollifier subgradients
YM Ermoliev, VI Norkin, RJB Wets
Siam journal on control and optimization 33 (1), 149-167, 1995
1501995
Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
YM Ermoliev, TY Ermolieva, GJ MacDonald, VI Norkin
Annals of operations research 99, 207-225, 2000
1432000
Methods of nonconvex optimization
VS Mikhalevich, AM Gupal, VI Norkin
M.: Nauka 279, 1987
135*1987
A system approach to management of catastrophic risks
YM Ermoliev, TY Ermolieva, GJ MacDonald, VI Norkin, A Amendola
European Journal of Operational Research 122 (2), 452-460, 2000
872000
On nonsmooth and discontinuous problems of stochastic systems optimization
YM Ermoliev, VI Norkin
European Journal of Operational Research 101 (2), 230-244, 1997
661997
Stochastic generalized gradient method for nonconvex nonsmooth stochastic optimization
YM Ermol'ev, VI Norkin
Cybernetics and Systems Analysis 34 (2), 196-215, 1998
511998
Sample average approximation method for compound stochastic optimization problems
YM Ermoliev, VI Norkin
SIAM Journal on Optimization 23 (4), 2231-2263, 2013
472013
Insurability of catastrophic risks: the stochastic optimization model
YM Ermoliev, TY Ermolieva, GJ Macdonald, VI Norkin
Optimization 47 (3-4), 251-265, 2000
442000
On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
AI Kibzun, AV Naumov, VI Norkin
Automation and Remote Control 74, 951-967, 2013
432013
Spatial stochastic model for optimization capacity of insurance networks under dependent catastrophic risks: numerical experiments
TY Ermolieva, YM Ermoliev, VI Norkin
IR-97-028, 1997
381997
α-concave functions and measures and their applications
VI Norkin, NV Roenko
Cybernetics and Systems Analysis 27, 860-869, 1991
371991
Problems on insurance of catastrophic risks
YM Ermol'yev, TY Ermol'Yeva, G McDonald, VI Norkin
Cybernetics and Systems Analysis 37, 220-234, 2001
352001
The analysis and optimization of probability functions
VI Norkin
WP-93-006, 1993
331993
On stochastic optimization and statistical learning in reproducing kernel hilbert spaces by support vector machines (svm)
V Norkin, M Keyzer
Informatica 20 (2), 273-292, 2009
302009
Generalized-differentiable functions
VI Norkin
Cybernetics 16 (1), 10-12, 1980
301980
Normalized convergence in stochastic optimization
YM Ermoliev, VI Norkin
Annals of Operations Research 30, 187-198, 1991
271991
Stochastic generalized-differentiable functions in the problem of nonconvex nonsmooth stochastic optimization
VI Norkin
Cybernetics 22 (6), 804-809, 1986
271986
Safety-first portfolio selection
VI Norkin, SV Boyko
Cybernetics and Systems Analysis 48, 180-191, 2012
252012
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