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Alexey Y. Golubin

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affiliation: National Research University Higher School of Economics, Moscow, Russia
affiliation: Russian Academy of Sciences, Center of Information Technologies in Design, Odintsovo, Russia

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Journal Articles

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2017
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Alexey Y. Golubin:
Risk process with a periodic reinsurance: Choosing an optimal reinsurance strategy of a total risk. Autom. Remote. Control. 78(7): 1264-1275 (2017)
2015
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Alexey Y. Golubin:
A Note on Optimality Conditions for Multi-objective Problems with a Euclidean Cone of Preferences. J. Optim. Theory Appl. 166(3): 791-803 (2015)
2013
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Alexey Y. Golubin:
On Pareto optimality conditions in the case of two-dimension non-convex utility space. Oper. Res. Lett. 41(6): 636-638 (2013)
2006
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Alexey Y. Golubin:
Optimal decision rule in forming an insurance portfolio. Oper. Res. Lett. 34(3): 316-322 (2006)
2003
[j1]
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Alexey Y. Golubin:
A Note on the Convergence of Policy Iteration in Markov Decision Processes with Compact Action Spaces. Math. Oper. Res. 28(1): 194-200 (2003)

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