| 2009 |
|---|
| 7 | EE | Stan Uryasev:
Derivatives of Probability and Integral Functions: General Theory and Examples.
Encyclopedia of Optimization 2009: 658-663 |
| 2008 |
|---|
| 6 | EE | Clayton W. Commander,
Panos M. Pardalos,
Valeriy Ryabchenko,
Oleg V. Shylo,
Stan Uryasev,
Grigoriy Zrazhevsky:
Jamming communication networks under complete uncertainty.
Optimization Letters 2(1): 53-70 (2008) |
| 2007 |
|---|
| 5 | EE | Pavlo A. Krokhmal,
Stan Uryasev:
A sample-path approach to optimal position liquidation.
Annals OR 152(1): 193-225 (2007) |
| 4 | EE | Clayton W. Commander,
Panos M. Pardalos,
Valeriy Ryabchenko,
Stan Uryasev,
Grigoriy Zrazhevsky:
The wireless network jamming problem.
J. Comb. Optim. 14(4): 481-498 (2007) |
| 2006 |
|---|
| 3 | EE | R. Tyrrell Rockafellar,
Stan Uryasev,
Michael Zabarankin:
Generalized deviations in risk analysis.
Finance and Stochastics 10(1): 51-74 (2006) |
| 2 | EE | R. Tyrrell Rockafellar,
Stan Uryasev,
Michael Zabarankin:
Optimality conditions in portfolio analysis with general deviation measures.
Math. Program. 108(2-3): 515-540 (2006) |
| 2004 |
|---|
| 1 | EE | Sergey Sarykalin,
Stan Uryasev:
Pricing Derivative Securities in Incomplete Markets.
Winter Simulation Conference 2004: 1586- |
