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Article

Uryasev, S.P. (1992). A stochastic quasigradient algorithm with variable metric. Annals of Operations Research 39 (1), 251-267. 10.1007/BF02060944.

Ermoliev, Y. & Uryasev, S.P. (1982). Nash equilibrium in n-person games. Cybernetics and Systems Analysis 18 (3), 367-372. 10.1007/BF01069765.

Book Section

Ermoliev, Y.M., Uryasev, S.P. & Wessels, J. (2000). On optimization of unreliable material flow systems. In: Probabilistic Constrained Optimization: Methodology and Applications. Eds. Uryasev, S.P., Dordrecht: Kluwer Academic Publishers. ISBN 0-7923-6644-1

Monograph

Ermoliev, Y.M., Uryasev, S.P. & Wessels, J. (1992). On Optimization of Dynamical Material Flow Systems Using Simulation. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-92-076

Uryasev, S.P. (1991). Differentiation Formula for Integrals over Sets Given by Inequalities. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-91-038

Pulkkinen, U. & Uryasev, S.P. (1991). Optimal Operational Strategies for an Inspected Component - Solution Techniques. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-91-013

Pulkkinen, U. & Uryasev, S.P. (1990). Optimal Operational Strategies for an Inspected Component - Statement of the Problem. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-90-062

Schoepp, W. ORCID: https://orcid.org/0000-0001-5990-423X & Uryasev, S.P. (1990). On the Optimization Model for Acid Loads on Forest Soils. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-90-037

Uryasev, S.P. & Valerga, H. (1990). Using Probabilistic Safety Analysis (PSA) to Optimize Operation Schedules. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-90-030

Uryasev, S.P. (1989). A Stochastic Quasigradient Algorithm with Variable Metric. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-89-098

Roenko, N., Loskutov, V. & Uryasev, S.P. (1989). Stochastic Nonlinear Programming System. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-89-075

Uryasev, S.P. (1988). Adaptive Variable Metric Algorithms for Generalized Equations. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-107

Uryasev, S.P. (1988). Adaptive Variable Metric Algorithms for Nonsmooth Optimization Problems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-060

Uryasev, S.P. (1988). Differentiation Formula for Integrals Over Sets Given by Inclusion. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-059

Uryasev, S.P. (1987). On the Anti-Monotonicity of Differential Mappings Connected with General Equilibrium Problem. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-006

Uryasev, S.P. & Kutliev, G.K. (1987). Parameters Calculation of Solar- and Wind-Electric Water Lifting Systems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-007

Uryasev, S.P. (1986). Stochastic Quasi-Gradient Algorithms with Adaptively Controlled Parameters. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-86-032