Optimal Control Theory

Methods of Reliability Theory and Risk

&nbsp;Norkin V. (2024). The exact projective penalty method for constrained optimization. J. Glob. Optim. Vol. 89, pp. 259-276. https://doi.org/10.1007/s10898-023-01350-4 (Q1). Published online 03.01.2024.

Norkin V., Kirilyuk V. Constrained Recursive Kernel Density/Regression Estimation by Stochastic Quasi-Gradient Methods. &nbsp;In: A. Zagorodny et al. (eds.), Nexus of Sustainability, Springer Studies in Systems, Decision and Control 559, Springer Nature Switzerland AG, 2024. &nbsp;https://doi.org/10.1007/978-3-031-66764-0_4

Norkin, V., &amp; Pichler, A. (2024). Portfolio reshaping under 1st-order stochastic dominance constraints by the exact penalty function methods.&nbsp;Optimization, 1–34. <a href="https://doi.org/10.1080/02331934.2024.2313086">https://doi.org/10.1080/02331934.2024.2313086</a> (Q2)

Applied Mathematics Department

Volodymyr Norkin