Items where IIASA Author is "Uryasev, Stanislav"

Article

Uryasev, S. (1995). Derivatives of probability functions and some applications. Annals of Operations Research 56 (1), 287-311. 10.1007/BF02031712.

Uryas'ev, S. (1994). Derivatives of probability functions and integrals over sets given by inequalities. Journal of Computational and Applied Mathematics 56 (1-2), 197-223. 10.1016/0377-0427(94)90388-3.

Uryas'ev, S. & Vallerga, H. (1993). Optimization of test strategies: a general approach. Reliability Engineering & System Safety 41 (2), 155-165. 10.1016/0951-8320(93)90028-W.

Uryasev, S.P. (1992). A stochastic quasigradient algorithm with variable metric. Annals of Operations Research 39 (1), 251-267. 10.1007/BF02060944.

Uryasev, S. (1991). New variable-metric algorithms for nondifferentiable optimization problems. Journal of Optimization Theory and Applications 71 (2), 359-388. 10.1007/BF00939925.

Sandblom, C.L. & Uryasev, S. (1989). Direct Gradient Approaches for Optimizing Smooth, Nonsmooth and Stochastic Dynamic Economic Systems. IFAC Proceedings Volumes 22 (5), 139-143. 10.1016/S1474-6670(17)53443-6.

Ermoliev, Y. & Uryasev, S.P. (1982). Nash equilibrium in n-person games. Cybernetics and Systems Analysis 18 (3), 367-372. 10.1007/BF01069765.

Book Section

Ermoliev, Y.M., Uryasev, S.P. & Wessels, J. (2000). On optimization of unreliable material flow systems. In: Probabilistic Constrained Optimization: Methodology and Applications. Eds. Uryasev, S.P., Dordrecht: Kluwer Academic Publishers. ISBN 0-7923-6644-1

Uryasev, S. (1990). Adaptive variable metric methods for nondifferentiable optimization problems. In: Analysis and Optimization of Systes. pp. 432-441 Germany: Springer Berlin/Heidelberg. ISBN 978-3-540-47085-4 10.1007/BFb0120066.

Sandblom, C.-L. & Uryas'ev, S.P. (1990). Direct gradient approaches for optimizing smooth, nonsmoooth and stochastic dynamic economic systems. In: Dynamic Modelling and Control of National Economies 1989. Eds. Christodoulakis, N.M., pp. 139-143 Oxford, UK: Pergamon Press. ISBN 978-0-08-037538-0 10.1016/B978-0-08-037538-0.50027-7.

Monograph

Ermoliev, Y.M., Uryasev, S.P. & Wessels, J. (1992). On Optimization of Dynamical Material Flow Systems Using Simulation. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-92-076

Uryasev, S.P. (1991). Differentiation Formula for Integrals over Sets Given by Inequalities. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-91-038

Pulkkinen, U. & Uryasev, S.P. (1991). Optimal Operational Strategies for an Inspected Component - Solution Techniques. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-91-013

Pulkkinen, U. & Uryasev, S.P. (1990). Optimal Operational Strategies for an Inspected Component - Statement of the Problem. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-90-062

Schoepp, W. ORCID: https://orcid.org/0000-0001-5990-423X & Uryasev, S.P. (1990). On the Optimization Model for Acid Loads on Forest Soils. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-90-037

Uryasev, S.P. & Valerga, H. (1990). Using Probabilistic Safety Analysis (PSA) to Optimize Operation Schedules. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-90-030

Uryasev, S.P. (1989). A Stochastic Quasigradient Algorithm with Variable Metric. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-89-098

Roenko, N., Loskutov, V. & Uryasev, S.P. (1989). Stochastic Nonlinear Programming System. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-89-075

Uryasev, S.P. (1988). Adaptive Variable Metric Algorithms for Generalized Equations. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-107

Uryasev, S.P. (1988). Adaptive Variable Metric Algorithms for Nonsmooth Optimization Problems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-060

Uryasev, S.P. (1988). Differentiation Formula for Integrals Over Sets Given by Inclusion. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-059

Uryasev, S.P. (1987). On the Anti-Monotonicity of Differential Mappings Connected with General Equilibrium Problem. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-006

Uryasev, S.P. & Kutliev, G.K. (1987). Parameters Calculation of Solar- and Wind-Electric Water Lifting Systems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-007

Uryasev, S.P. (1986). Stochastic Quasi-Gradient Algorithms with Adaptively Controlled Parameters. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-86-032

Book

Ermoliev, Y. (1990). Adaptive Algorithms in Stochastic Optimization and Game Theory. Moscow: Nauka. ISBN 5020142611