Zabarankin Michael

Michael Zabarankin

Information about the author Michael Zabarankin will soon be added to the site.
Found 7 papers in total
Inverse portfolio problem with coherent risk measures
Inverse portfolio problem with coherent risk measures
2016
In general, a portfolio problem minimizes risk (or negative utility) of a portfolio of...
Optimal risk sharing with general deviation measures
Optimal risk sharing with general deviation measures
2012
An optimal risk sharing problem for agents with utility functionals depending only on...
Optimization of steerable sensor network for threat detection
Optimization of steerable sensor network for threat detection
2011
A Markov chain approach to detecting a threat in a given surveillance zone by a...
Optimal sensor placement for underwater threat detection
Optimal sensor placement for underwater threat detection
2008
The optimization framework for optimal sensor placement for underwater threat...
Risk Tuning with Generalized Linear Regression
Risk Tuning with Generalized Linear Regression
2008
A framework is set up in which linear regression, as a way of approximating a random...
Maximum entropy principle with general deviation measures
Maximum entropy principle with general deviation measures
2009
An approach to the Shannon and Rényi entropy maximization problems with...
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...
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