Uryasev Stanislav

Stanislav Uryasev

Information about the author Stanislav Uryasev will soon be added to the site.
Found 7 papers in total
Robust multi‐sensor scheduling for multi‐site surveillance
Robust multi‐sensor scheduling for multi‐site surveillance
2011
This paper presents mathematical programming techniques for solving a class of...
A sample-path approach to optimal position liquidation
A sample-path approach to optimal position liquidation
2007
We consider the problem of optimal position liquidation where the expected cash flow...
The α-reliable mean-excess regret model for stochastic facility location modeling
The α-reliable mean-excess regret model for stochastic facility location modeling
2006
In this paper, we study a strategic facility location problem under uncertainty. The...
Aircraft routing under the risk of detection
Aircraft routing under the risk of detection
2006
The deterministic problem for finding an aircraft's optimal risk trajectory in a...
Credit cards scoring with quadratic utility functions
Credit cards scoring with quadratic utility functions
2002
The paper considers a general approach for classifying objects using mathematical...
Optimal security liquidation algorithms
Optimal security liquidation algorithms
2005
This paper develops trading strategies for liquidation of a financial security, which...
Derivatives of probability functions and some applications
Derivatives of probability functions and some applications
1995
Probability functions depending upon parameters are represented as integrals over sets...
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