A branch and bound method for stochastic global optimization VI Norkin, GC Pflug, A Ruszczyński Mathematical programming 83, 425-450, 1998 | 470 | 1998 |
On optimal allocation of indivisibles under uncertainty VI Norkin, YM Ermoliev, A Ruszczyński Operations Research 46 (3), 381-395, 1998 | 217 | 1998 |
The minimization of semicontinuous functions: mollifier subgradients YM Ermoliev, VI Norkin, RJB Wets Siam journal on control and optimization 33 (1), 149-167, 1995 | 156 | 1995 |
Methods of nonconvex optimization VS Mikhalevich, AM Gupal, VI Norkin arXiv preprint arXiv:2406.10406, 2024 | 148* | 2024 |
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 | 146 | 2000 |
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 | 93 | 2000 |
On nonsmooth and discontinuous problems of stochastic systems optimization YM Ermoliev, VI Norkin European Journal of Operational Research 101 (2), 230-244, 1997 | 66 | 1997 |
Stochastic generalized gradient method for nonconvex nonsmooth stochastic optimization YM Ermol'ev, VI Norkin Cybernetics and Systems Analysis 34 (2), 196-215, 1998 | 58 | 1998 |
Sample average approximation method for compound stochastic optimization problems YM Ermoliev, VI Norkin SIAM Journal on Optimization 23 (4), 2231-2263, 2013 | 56 | 2013 |
Insurability of catastrophic risks: the stochastic optimization model YM Ermoliev, TY Ermolieva, GJ Macdonald, VI Norkin Optimization 47 (3-4), 251-265, 2000 | 45 | 2000 |
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 | 44 | 2013 |
Generalized-differentiable functions VI Norkin Cybernetics 16 (1), 10-12, 1980 | 41 | 1980 |
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 | 40 | 1997 |
α-concave functions and measures and their applications VI Norkin, NV Roenko Cybernetics and Systems Analysis 27, 860-869, 1991 | 38 | 1991 |
Problems on insurance of catastrophic risks YM Ermol'yev, TY Ermol'Yeva, G McDonald, VI Norkin Cybernetics and Systems Analysis 37, 220-234, 2001 | 36 | 2001 |
The analysis and optimization of probability functions VI Norkin WP-93-006, 1993 | 35 | 1993 |
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 | 32 | 2009 |
Normalized convergence in stochastic optimization YM Ermoliev, VI Norkin Annals of Operations Research 30, 187-198, 1991 | 29 | 1991 |
Stochastic generalized-differentiable functions in the problem of nonconvex nonsmooth stochastic optimization VI Norkin Cybernetics 22 (6), 804-809, 1986 | 29 | 1986 |
Safety-first portfolio selection VI Norkin, SV Boyko Cybernetics and Systems Analysis 48, 180-191, 2012 | 25 | 2012 |