Michael Zabarankin

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Bogdan Grechuk

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Publications

2024
[j33]
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Bogdan Grechuk, Michael Zabarankin, Alexander Mafusalov, Stan Uryasev:
Buffered and Reduced Multidimensional Distribution Functions and Their Application in Optimization. Optim. Lett. 18(2): 403-426 (2024)
2020
[j31]
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  - journals/siamam/ZabarankinG20
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Michael Zabarankin, Bogdan Grechuk:
Matrix Difference Equations in Applied Mathematics. SIAM J. Appl. Math. 80(2): 753-771 (2020)
2019
[j29]
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  - journals/mp/GrechukZ19
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Bogdan Grechuk, Michael Zabarankin:
Regression analysis: likelihood, error and entropy. Math. Program. 174(1-2): 145-166 (2019)
2018
[j26]
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  - journals/eor/GrechukZ18
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Bogdan Grechuk, Michael Zabarankin:
Direct data-based decision making under uncertainty. Eur. J. Oper. Res. 267(1): 200-211 (2018)
2017
[j25]
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Bogdan Grechuk, Michael Zabarankin:
Synergy effect of cooperative investment. Ann. Oper. Res. 249(1-2): 409-431 (2017)
[j24]
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  - journals/siamco/ZabarankinG17
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Michael Zabarankin, Bogdan Grechuk:
Forward and Inverse Problems in Two-Phase Fluid Dynamics. SIAM J. Control. Optim. 55(6): 3969-3989 (2017)
[j23]
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Bogdan Grechuk, Michael Zabarankin:
Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures. SIAM J. Optim. 27(4): 2481-2507 (2017)
2016
[j22]
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Bogdan Grechuk, Michael Zabarankin:
Inverse portfolio problem with coherent risk measures. Eur. J. Oper. Res. 249(2): 740-750 (2016)
2014
[j20]
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  - journals/eor/GrechukZ14
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Bogdan Grechuk, Michael Zabarankin:
Inverse portfolio problem with mean-deviation model. Eur. J. Oper. Res. 234(2): 481-490 (2014)
[j18]
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  - journals/eor/GrechukZ14a
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Bogdan Grechuk, Michael Zabarankin:
Risk averse decision making under catastrophic risk. Eur. J. Oper. Res. 239(1): 166-176 (2014)
2012
[j14]
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  - journals/anor/GrechukZ12
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Bogdan Grechuk, Michael Zabarankin:
Optimal risk sharing with general deviation measures. Ann. Oper. Res. 200(1): 9-21 (2012)
2009
[j8]
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  - journals/mor/GrechukMZ09
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Bogdan Grechuk, Anton Molyboha, Michael Zabarankin:
Maximum Entropy Principle with General Deviation Measures. Math. Oper. Res. 34(2): 445-467 (2009)

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