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Alexey Y. Golubin
Person information
- affiliation: National Research University Higher School of Economics, Moscow, Russia
- affiliation: Russian Academy of Sciences, Center of Information Technologies in Design, Odintsovo, Russia
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2020 – today
- 2023
- [j8]V. N. Gridin, Alexey Y. Golubin:
Design of Efficient Investment Portfolios with a Shortfall Probability as a Measure of Risk. Autom. Remote. Control. 84(4): 434-442 (2023) - 2020
- [j7]Alexey Y. Golubin
, V. N. Gridin:
Optimal Insurance Strategy Design in a Risk Process under Value-at-Risk Constraints on Capital Increments. Autom. Remote. Control. 81(9): 1679-1691 (2020)
2010 – 2019
- 2019
- [j6]Alexey Y. Golubin
, V. N. Gridin:
Optimal Insurance Strategy in the Individual Risk Model under a Stochastic Constraint on the Value of the Final Capital. Autom. Remote. Control. 80(4): 708-717 (2019) - 2017
- [j5]Alexey Y. Golubin:
Risk process with a periodic reinsurance: Choosing an optimal reinsurance strategy of a total risk. Autom. Remote. Control. 78(7): 1264-1275 (2017) - 2015
- [j4]Alexey Y. Golubin
:
A Note on Optimality Conditions for Multi-objective Problems with a Euclidean Cone of Preferences. J. Optim. Theory Appl. 166(3): 791-803 (2015) - 2013
- [j3]Alexey Y. Golubin
:
On Pareto optimality conditions in the case of two-dimension non-convex utility space. Oper. Res. Lett. 41(6): 636-638 (2013)
2000 – 2009
- 2006
- [j2]Alexey Y. Golubin
:
Optimal decision rule in forming an insurance portfolio. Oper. Res. Lett. 34(3): 316-322 (2006) - 2003
- [j1]Alexey Y. Golubin:
A Note on the Convergence of Policy Iteration in Markov Decision Processes with Compact Action Spaces. Math. Oper. Res. 28(1): 194-200 (2003)
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