My papers

Here is a list of my recent papers (see more in https://www.researchgate.net/profile/Vladimir_Norkin/contributions):

P.S. Knopov, V.I. Norkin. Convergence conditions for the observed mean method in stochastic programming. Cybernetics and Systems Analysis, 2018,  Vol. 54, No. 1, 45-59.

A.A. Gaivoronski, Yu.M.Ermoliev, P.S. Knopov, V.I. Norkin. Mathematical modeling of distributed catastrophic and terrorist risks. Cybernetics and Systems Analysis, 2015,  Vol. 51, No. 1, 85-95.

V.I. Norkin, A.I. Kibzun, and A.V. Naumov. Reduction of two-stage probabilistic optimization problems with discrete distribution of random data to mixed integer programming problems. Cybernetics and Systems Analysis, 2014,  Vol. 50, No. 5, 679-692.

V.I. Norkin and R.J-B. Wets. On a strong graphical law of large numbers for random semi-continuous mappings. Vestnik of S.Petersburg University, Ser. 10, 2013,  Issue 3, pp. 102-111.

A.I. Kibzun, A.V. Naumov, and V.I. Norkin. On reduction of quantile optimization problems with discrete distribution to mixed integer programming problems. Automation and Remote Control,  2013, Vol. 74, Issue 6, pp. 951-967.

Ermoliev, Yuri M., and Norkin, Vladimir I.. “Sample average approximation method for compound stochastic optimization problems.” SIAM J. on Optimization 23, no. 4 (2013): 2231-2263.

V.I. Norkin and R.J-B. Wets. Law of small numbers as concentration inequalities for sums of independent random sets and random set valued mappings / Proceedings of the International workshop “Stochastic programming for implementation and advanced applications” (STOPROG-2012, July 3-6, 2012, Neringa, Lithuania), L.Sakalauskas, A.Tomasgard, S.W.Wallase (Eds.), Vilnius Gediminas Technical University, Vilnius, 2012, pp. 94-99. Doi:10.5200/stoprog.2012.17

A.I. Kibzun, A.V. Naumov, and V.I. Norkin. Reduction of two-stage probabilistic optimization problems with discrete distribution of random data to mixed integer programming problems, in Stochastic programming and its applications, P.S.Knopov and V.I.Zorkaltsev (Eds.), Irkutsk, Melentiev Energy Systems Institute of Siberian Branch of the Russian Academy of Sciences, 2012, pp. 76-103 (In Russian).

A.I. Kibzun, A.V. Naumov,  and V.I. Norkin. On equivalence of the quantile optimization problem with discrete distribution and a mixed integer programming problem / Proceedings of the International workshop “Stochastic programming for implementation and advanced applications” (STOPROG-2012, July 3-6, 2012, Neringa, Lithuania), L.Sakalauskas, A.Tomasgard, S.W.Wallase (Eds.), Vilnius Gediminas Technical University, Vilnius, 2012, pp. 60-65. Doi:10.5200/stoprog.2012.11

V.I. Norkin and S.V. Boyko. Portfolio optimization based on safety principle, Cybernetics and Systems AnalysisVol. 48 (2012), No. 2, 180-191.

V.S. Kirilyuk and V.I. Norkin. Polyhedral Coherent Risk Measures and their Application to Investment Decisions Support under Catastrophic Flood Risks, in: Intelligent Data Processing in Global Monitoring for Environment and Security, K. Markov and V. Velychko (eds.). ITHEA®, Sofia-Kiev, 2011, pp. 277-299.

OTHER PAPERS

V.I. Norkin and M.A. Keyzer. On convergence of kernel learning estimators, SIAM J. Optim., Vol. 20 (2009), No. 3, pp. 1205–1223.

V.I. Norkin and M.A. Keyzer. On stochastic optimization and statistical learning in reproducing kernel Hilbert spaces by SVM, Informatica (Vilnius), 2009, Vol. 20, No. 2, 273–292.

V.I. Norkin and M.A. Keyzer. Efficiency of classification methods based on empirical risk minimization, Cybernetics and Systems Analysis, Vol. 45 (2009), No. 5, 750-761. 

V.I. Norkin and M.A. Keyzer. Asymptotic efficiency of kernel support vector machines (SVM), Cybernetics and Systems Analysis, Vol. 45 (2009), No. 4, pp.575-588.

V.I. Norkin and B.O. Onishchenko. Reliability optimization of a complex system by the stochastic branch and bound method, Cybernetics and systems analysis, Vol. 44 (2008),  No. 3, pp. 418-428.

V.I. Norkin. Self-insurance of an investor under repeating catastrophic risks, Cybernetics and systems analysis, Vol. 43 (2007),  No. 3, 377-383

V.I. Norkin. On measuring and profiling catastrophic risks, Cybernetics and systems analysis, Vol. 42 (2006), No.6, 839-850.

V.I. Norkin.  On solution of Wiener-Hopf equation with probabilistic kernel, Cybernetics and systems analysisVol. 42 (2006),  No.2, 195-201.

V.I. Norkin and B.O. Onishchenko. Minorant methods of stochastic global optimization. Cybernetics and systems analysis, Vol. 41 (2005), No.2, 203-214.

Y.M. Ermoliev and V.I. Norkin. Solution of nonconvex nonsmooth stochastic optimization problems. Cybernetics and systems analysisVol. 39 (2003), No.5, 701-715.