Vladimir NORKIN’s publications record
Book
1.Methods of Nonconvex
Optimization (Abstract), Nauka,
Papers in refereed
international journals
2. Stochastic Optimization of Insurance
Portfolios for Managing Exposure to Catastrophic Risks, Annals of Operations Research
99, 2000, 207-225. (co-authored with Ermoliev Y.M.,
Ermolieva T.Y. and MacDonald G.)
3. Global
convergence of the stochastic tatonement process, J.of Mathematical Economics, 2000, V.34, P.173-190 (co-authored
with Ermoliev Yu., Keyzer M.A.)
4. A system
approach to management of catastrophic risks (Abstract), European
J. of Operational Research,
2000, V.122, P.452-460 (co-authored with Ermoliev Y.M., Ermolieva T.Y.,
MacDonald G.J. Amendola A.).
5.
Insurability of catastrophic risks: the stochastic optimization model (Abstract), Optimization,
2000, Vol. 47, 251-265 (co-authored with Ermoliev Y.M., Ermolieva T.Y.,
MacDonald G.J.).
6. A branch
and bound method for stochastic global optimization, Math. Progr., 1998, V.
83, 425-450 (co-authored with Pflug G.Ch. and Ruszczynski A.)
7. On
optimal allocation of indivisibles under uncertainty, Operations Research,
1998, Vol. 46, N 3, 381-395 (co-authored with Yu.M.Ermoliev and A.Ruszczynski).
8.
9. The
minimization of semicontinuous functions: Mollifier subgradients, SIAM
Journal on Control and Optimization, 1995, N 1, 149-167 (co-authored
with Ermoliev Yu.M. and Wets R.J-B.)
10. Normalized
convergence in stochastic optimization, Annals of Operations Research, 1991,
N 1, 187-198 (co-authored with Yu.M.Ermoliev).
Papers in refereed
Russian/Ukrainian journals translated into English
11. Methods
for solution of nonconvex nonsmooth stochastic optimization problems, Kibernetika i sistemnyi analiz (in Russian, English translation in Cybernetics and Systems
Analysis), 2003, N 5, 60-81 (co-authored with Ermoliev Y.M.)
12. A nonparametric index approach for the evaluation
of financial market actors through return-risk trade-off on example of
commercial banks, Problemy upravleniya i
informatiki (English
translation in J. of Automation and Information Sciences), 2002, ¹ 6, 120-131
(In Russian, co-authored with
Domrachev V.N. and Kirilyuk V.S.).
13. Problems
of catastrophic risks insurance, Kibernetika
i sistemnyi analiz (in Russian, English translation in Cybernetics and
Systems Analysis), 2001, N 2, 99-110 (co-authored with Ermoliev Y.M.,
Ermolieva T.Y. and MacDonald G.)
14. On a possibility to reduce a
general equilibrium model to optimization problems, Kibernetika i sistemnyi analiz (in Russian, English translation in Cybernetics
and Systems Analysis), 1999, N 5, 75-86.
15.
Stochastic generalized gradient method for solving nonconvex nonsmooth
stochastic optimization problems, Kibernetika
i sistemny analiz, 1998, N 2, 50-71 (In Russian, English translation in Cybernetics
and systems analysis, V. 34, N 2), (co-authored with Yu.Ermoliev).
16. On
nonstationary law of large numbers for dependent random variables and its
application to stochastic optimization, Kibernetika
i sistemny analiz, 1998, N 4, 94-106 (In Russian, English translation in Cybernetics
and systems analysis, Vol. 34, N 4), (co-authored with Yu.Ermoliev).
17. On
convergence of one method for searching economic equilibrium, Kibernetika i sistemnyi analiz, 1997, N
6 (In Russian, English translation in Cybernetics and Systems Analysis,
co-authored with Ermoliev Y.M. and Fischer G.)
18. On
Pijavski’s method for solving general global optimization problem, Zhurnal Vychislitel'noj Matematiki i
Matematicheskoj Fiziki, 1992, N 7, 992-1006 (in Russian, English
translation in Comp. Maths and Math. Phys.,
1992, N 7, 873-886).
19. On
Convergence and Rate of Convergence of Empirical Mean Value Method in
Mathematical Statistics and Stochastic Programming, Kibernetika i Sistemnyi Analiz, 1992, N 3, 84-92 (in Russian,
English translation in Cybernetics and Systems Analysis,
1992, V. 28, N 3).
20. On Normalized Convergence of
Random Variables, Kibernetika i
Sistemnyi Analiz, 1992, N 2, 107-120 (in Russian, English translation in Cybernetics
and Systems Analysis, 1992, V. 28, N 2).
21. a-concave
functions and measures and their applications, Kibernatica i Systemnyi Analiz, 1991, N 6, 84-94. (In Russian,
English translation in Cybernetics and Systems Analysis,
1991, V. 27, N 6, 860-869) (co-authored with Roenko N.V.)
22.
Normalized convergence of random variables and its applications, Kibernetika, 1990, N 6, 85-89. (In
Russian, English translation in Cybernetics, 1990, V. 26, N 6,
co-authored with Yu.M.Ermoliev).
23. On
necessary and sufficient convergence conditions for nonlinear programming
algorithms, Kibernetika, 1987, No.4,
50-55. (In Russian, English translation in
Cybernetics, V. 23, No.4).
24. Random
generalized differentiable functions in nonconvex nonsmooth stochastic
programming problems, Kibernetika,
1986, No.6, 98-102 (In Russian, English translation in Cybernetics, V. 22, No.6,
804-809)
25. On
random Lipschitz functions, Kibernetika,
1986, No.2, 66-71,76 (In Russian, English translation in Cybernetics, V. 22, No.2)
26. On
stability of a decent generalized gradient method, Kibernetika, 1985, No.4, 65-72. (In Russian, English translation in
Cybernetics,
V. 21, No.4)
27.
Nondifferentiable function minimization method with averaging of generalized
gradients, Kibernetika, 1980, No.6,
88-89 (In Russian, English translation in Cybernetics, 1980, V. 16, No.6)
28.
Generalized differentiable functions, Kibernetika,
1980, No.1, 9-11 (In Russian, English translation in Cybernetics, V. 16, No.1)
29. On
convergence conditions for combined nonlinear programming algorithms, Kibernetika, 1979, No.6, 73-77 (In
Russian, English translation in Cybernetics, V. 15, No.6)
30. Nonlocal
algorithms for minimization of nondifferentiable functions, Kibernetika, 1978, No.5, 44-48 (In
Russian, English translation in Cybernetics, V. 14, No.5)
31.
Minimization algorithms for discontinues functions, Kibernetika, 1977, No.2, 101-107 (In Russian, English translation
in Cybernetics,
V. 13, No.2) (co-authored with A.M.Gupal).
Proceedings of
international conferences
32. Ermoliev
Y.M., Norkin V.I. Stochastic Optimization of Risk Functions via Parametric
Smoothing, in Dynamic Stochastic Optimization. Eds. K.Marti, Y.Ermoliev and G.Pflug, Lecture Notes in Economics and
Mathematical Systems 532, Springer, 2004, pp. 225-247.
33.
Catastrophic Risk Management and Economic Growth, In: Xi Youmin, Huang Haijun, Liang Lei, and
Wang Kanliang (eds), New Management Trends in New Century,
Proceedings of ICM'2001, 4th
International Conference on Management, 5-7 May 2001, Xi'an, China, China Higher
Education Press Beijing (CHEP), and Springer Verlag, 2001, pp. 881-890 [ISBN
7-04-010017-7], (co-authored with Y.M. Ermoliev, T.Y. Ermolieva, G.J.
MacDonald).
34.
Optimization of catastrophic risk portfolios, Papers and Proceedings of 24-th
Meeting of Euro Working Group on Financial Modeling, M.Bonilla at el.,
Eds.,
35. On
modeling spatial, temporal and magnitude aspects in insuring cataclysmic
events, Proceedings of the Second
International School on Actuarial and Finantial Mathematics, Kyiv, Ukraine, 8-12 June, 1999, Theory
of Stochastic Processes(Kiev), 1999, ¹1-2, 98-110.
36. On the
role of advanced modeling in managing catastrophic risks, Proc. New Risk Frontiers:
Conference for the 10-th Anniversary of the Society for Risk Analysis –
37. On Constrained Discontinuous Optimization, Method, Proceedings of 3rd GAMM/IFIP
Workshop (Neubiberg/Munchen, 1996), Stochastic
optimization: Numerical methods and technical applications, Lecture
Notes in Economics and Mathematical Systems 458,
38. Global
Optimization of Probabilities by the Stochastic Branch and Bound Method,
Proceedings of 3rd GAMM/IFIP Workshop (Neubiberg/Munchen, 1996), Stochastic optimization: Numerical methods
and technical applications, Lecture Notes in Economics and Mathematical
Systems 458, Berlin,
Springer, 1998, 186-201.
Papers in Ukrainian
journals
39. On the use of a return-risk frontier
for the evaluation of banks functioning, Finansovye
riski (Financial risks), 2002,
No. 1-2(29), pp.75-77. (In Russian, co-authored with Domrachev V.N. and
Kirilyuk V.S.)
40. Method
of nonparametric indexes for the analysis of productivity, technical growth and
efficiency chainge on the example of Ukrainian agriculture in 1996-1999, Finansovye riski (Financial risks), 2001, No. 3(27), pp.77-84. (In Russian,
co-authored with Domrachev V.N. and Kirilyuk V.S.)
41. On
asset/liability management for a commercial bank on the basis of statistical
information about financial market, Finansovye
riski (Financial risks), 2000,
N2 (22), 91-96 (In Russian, co-authored with Domrachev V.N. and Kirilyuk V.S.)
42. Packet
of programs for solving linear, nonlinear and stochastic programming problems, Upravlyauschie Sistemy i maschyny (Controlling
Systems and Machines, In Russian), 1989, N 3, 109-112 (co-authored with
Mikchalevich V.S., Gupal A.M., Drakin V.I., et al.)
Papers in proceedings
of the Institute of Cybernetics (Kiev, Ukraine)
43. Norkin
V.I., Onischenko B.O. On the global minimization of minimum functions by the
minorant method, Teoria optimalnyh
risheniy (Theory of optimal decisions), Ed. N.Z.Shor, Glushkov Institute
of Cybernetics,
44. Norkin
V.I., Onischenko B.O. A
branch and bound method with minorant estimates used to solve stochastic global
optimization problems, Komputernaya matematika (Computer mathematics),
45. Norkin V.I. On application of principle components method in multi-dimensional regression analysis, Komputernaya matematika (Computer mathematics),
46. Modeling
equilibria in applied economic models, Informatization
and Market Transformations in Ukrainian Economy, DNDIIME,
47. Global
Stochastic Optimization: Branch and Probabilistic Bound Method, In Methods of Control and Decision-Making under
Risk and Uncertainty, Ed. Yu.M.Ermoliev, Glushkov Institute of Cybernetics,
Kiev, 1993, 3-12 (In Russian).
48.
Optimization of risk functions, Models
and Methods of Operations Research, risk theory and reliability, Glushkov
Institute of Cybernetics,
49. On
Stochastic Integer Programming, Mathematical
Methods for Modeling and System Analysis under Incomplete Information, Ed.
Yu.M.Ermoliev, Glushkov Institute of Cybernetics, Kiev, 1991, 26-34 (In
Russian).
50. Construction
of linear models on the basis of limited experimental data, in: Mathematical Methods of Decision-Making
under uncertainty, Eds. Yu.M.Ermoliev and I.N.Kovalenko, Glushkov Institute
of Cybernetics,
51. Reduced
gradient method for solving nonsmooth and stochastic programming problems, Mathematical Methods for Analyzing and
Optimization of Complex Systems which Function under Uncertainty, Eds.
Yu.M.Ermoliev and I.N.Kovalenko, Glushkov Institute of Cybernetics,
52.
Construction of relaxation methods for nonconvex nonsmooth optimization, in: Mathematical Methods for Analyzing and
Optimization of Systems which Function under Uncertainty, Eds.
Yu.M.Ermoliev and I.N.Kovalenko, Glushkov Institute of Cybernetics, Kiev, 1986,
35-41 (In Russian).
53. Two
random search algorithms for minimization of non-differentiable functions, Mathematical Methods of Operations Research
and Reliability Theory, Eds. Yu.M.Ermoliev and I.N.Kovalenko, Glushkov
Institute of Cybernetics,
Preprints of the
International Institute for Applied Systems Analysis
(Laxenburg, Austria)
54. Risk and
Extended Expected Utility Functions: Optimization Approaches, Interim
Report IR-03-033, Int. Inst. for Appl. Syst. Anal., 2003, 23p. (co-authored with Ermoliev
Yu.M.).
55. Estimation of
econometric models by risk minimization: Stochastic Quasi-gradient
approach (Abstract), Interim
Report IR-02-021, Int. Inst. for Appl. Syst. Anal., 2002, 32p. (co-authored with Ermoliev Yu.M.
and Keyzer M.A.)
56. General
equilibrium and welfare modeling in spatial continuum: a practical
framework for land use planning (Abstract),
Interim Report IR-01-033, Int.
Inst. for Appl. Syst. Anal., August 2001, 28p. (co-authored with Ermoliev Yu.M.
and Keyzer M.A.)
57. Catastrophic
Risk Management and Economic Growth, Interim Report IR-00-058, Int. Inst. for Appl. Systems Analysis, Laxenburg,
Austria, 2000, 12p. (co-authored Ermoliev Y.M., Ermolieva T.Y., MacDonald G.).
58. Monte Carlo
Optimization and Path Dependent Nonstationary Laws of Large Numbers
(Abstract), Interim Report IR-98-009, Int. Inst. for Appl. Syst. Anal., Laxenburg, Austria,
1998 (co-authored with Ermoliev Y.M.).
59. On the
design of catastrophic risk portfolios (Abstract),
Interim Report IR-98-056, Int. Inst. for Appl. Syst.
Anal.,
60. Stochastic
generalized gradient method with application to insurance risk
management (Abstract), Interim Report IR-97-021, Int. Inst. for Appl. Systems Anal.,
61. Spatial
Stochastic Model for Optimization Capacity of Insurance Networks
under Dependent Catastrophic Risks: Numerical Experiments (Abstract), Interim
Report IR-97-028/June, Int.
Inst. for Appl. Syst. Analysis, Laxenburg, Austria, 1997, 25 p. (Co-authored
with Ermoliev Yu.M. and Ermolieva T.)
62. A Branch and
Bound Method for Stochastic Global Optimization (Abstract),
Working Paper WP-96-065, Int. Inst. for Appl. Systems Anal., Laxenburg, Austria,
1996, 25p. (Co-authored with Pflug G.Ch. and Ruszczynski A.)
63.
Constrained optimization of discontinuous systems, Working Paper WP-96-78, Int. Inst. for Appl. Systems
Anal.,
64. On
Convergence of the Sequential Joint Maximization Method for Applied
Equilibrium Problems, Working Paper WP-96-118, Int. Inst.
for Appl. Systems Anal.,
65. On
nonsmooth problems of stochastic systems optimization, Working Paper WP-95-96, Int. Inst. for Appl. Systems
Anal.,
66. Optimal
Allocation of Indivisibles under Uncertainty
(Abstract), Working paper WP-94-21, Int. Inst. for Appl. Syst. Anal.,
67. The
Analysis and Optimization of Probability Functions, Working paper WP-93-6,
Int. Inst. for Appl. Syst. Anal.,
68. The
minimization of Discontinues functions: Mollifier Subgradients, Working
paper WP-92-73, Int. Inst.
for Appl. Syst. Anal.,
69.
Normalized convergence in stochastic optimization, Working paper WP-89-091, Int. Inst. for Appl. Syst.
Anal., Luxenburg, Austria, 1989 (co-authored with Yu.M.Ermoliev).
Preprints in English
70. Global
convergence of Stochastic Tâtonnement Process, Staff Working Paper WP-97-04, Center for World Food
Studies, Department of Economics and Econometrics of the Vrije Universiteit
Amsterdam,
71. a-concave
functions and measures and their applications, Working Paper, Institute
fur Operations Research der Universitat
Preprints in
Russian/Ukrainian
72. Stochastic
methods for solving nonconvex stochastic programming problems and their
applications, Abstract of Doctor Thesis, Glushkov Institute of Cybernetics of
the Ukrainian Academy of Sciences,
73.
Stability of stochastic optimization models and statistical methods of
stochastic programming, Preprint 89-53, Glushkov Institute
of Cybernetics,
74.
Optimization of probabilities, Preprint 89-6, Glushkov
Institute of Cybernetics,
75.
Generalized gradient method in nonconvex nonsmooth optimization, Abstract
of Candidate (Ph.D.) Thesis, Glushkov Institute of Cybernetics,