Items where IIASA Author is "Norkin, Vladimir"

Haivoronskyy, O.O., Ermoliev, Y., Knopov, P. & Norkin, V. (2015). Mathematical modeling of distributed catastrophic and terrorist risks. Cybernetics and Systems Analysis 51 (1), 85-95. 10.1007/s10559-015-9700-6.

Ermoliev, Y.M. & Norkin, V. (2013). Sample average approximation method for compound stochastic optimization problems. SIAM Journal on Optimization 23 (4), 2231-2263. 10.1137/120863277.

Ermoliev, Y.M., Ermolieva, T.Y. & Norkin, V.I. (2006). Economic Growth Under Shocks: Path Dependencies and Stabilization. IIASA Research Report (Reprint). IIASA, Laxenburg, Austria: RP-06-001. Reprinted from MICRO MESO MACRO: Addressing Complex Systems Couplings, H Liljenstroem, U Svedin (eds), World Scientific Publishing, Singapore, pp.289-302 [2006].

Keyzer, M.A., Ermoliev, Y. & Norkin, V.I. (2006). General equilibrium models with discrete choices in a spatial continuum. In: Coping with Uncertainty, Modeling and Policy Issues. Eds. Marti, K., Ermoliev, Y., Makowski, M. ORCID: https://orcid.org/0000-0002-6107-0972 & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Berlin: Springer-Verlag. ISBN 978-3-540-35258-7 10.1007/3-540-35262-7_8.

Ermoliev, Y., Ermolieva, T. & Norkin, V.I. (2005). Economic growth under shocks: Path dependencies and stabilization. In: Micro-Meso-Macro: Addressing Complex Systems Couplings. Eds. Liljenstroem, H. & Svedin, U., London: World Scientific. ISBN 978-981-238-918-3

Ermoliev, Y.M. & Norkin, V.I. (2003). Risk and Extended Expected Utility Functions: Optimization Approaches. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-03-033

Ermoliev, Y. & Norkin, V.I. (2003). Stochastic optimization of risk function via parametric smoothing. In: Dynamic Stochastic Optimization. Eds. Marti, K., Ermoliev, Y. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Heidelberg: Springer-Verlag. ISBN 3-540-40506-2

Ermoliev, Y.M., Keyzer, M.A. & Norkin, V.I. (2002). Estimation of Econometric Models by Risk Minimization: A Stochastic Quasigradient Approach. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-02-021

Keyzer, M.A., Ermoliev, Y.M. & Norkin, V.I. (2001). General Equilibrium and Welfare Modeling in Spatial Continuum: A Practical Framework for Land Use Planning. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-01-033

Ermoliev, Y.M., Ermolieva, T.Y., MacDonald, G.J. & Norkin, V.I. (2001). Optimization of catastrophic risk processes. Cybernetics and Systems Analysis 37 (2), 220-234. 10.1023/A:1016798903215.

Ermoliev, Y.M., Ermolieva, T.Y., MacDonald, G.J. & Norkin, V.I. (2001). Catastrophic risk management and economic growth. In: New Management Trends in New Century, Proc. ICM'2001, 4th International Conference on Management, 5-7 May 2001.

Ermoliev, Y., Ermolieva, T., MacDonald, G.J. & Norkin, V.I. (2001). Problems of catastrophic risks insurance. Kibernetika I Systemny Analiz, 99-110.

Ermoliev, Y.M., Ermolieva, T.Y., MacDonald, G.J. & Norkin, V.I. (2000). Catastrophic Risk Management and Economic Growth. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-00-058

Ermoliev, Y.M., Keyzer, M.A. & Norkin, V.I. (2000). Global convergence of the stochastic tatonnement process. Journal of Mathematical Economics 34 (2), 173-190. 10.1016/S0304-4068(00)00037-9.

Ermoliev, Y.M., Ermolieva, T.Y., MacDonald, G.J. & Norkin, V.I. (2000). Catastrophic risk management and economic growth. In: Proceedings of the EuroConference on Global Change and Catastrophe Risk Management: Earthquake Risks in Europe, 6-9 July 2000.

Ermoliev, Y.M., Ermolieva, T.Y., MacDonald, G.J. & Norkin, V.I. (2000). Insurability of Catastrophic Risks: The Stochastic Optimization Model. IIASA Research Report (Reprint). IIASA, Laxenburg, Austria: RR-00-020. Reprinted from Optimization, 47:251-265 [2000].

Ermoliev, Y.M., Ermolieva, T.Y., MacDonald, G.J. & Norkin, V.I. (2000). Insurability of catastrophic risks: The stochastic optimization model. Optimization 47 (3), 251-265. 10.1080/02331930008844480.

Ermoliev, Y.M., Ermolieva, T.Y., MacDonald, G.J. & Norkin, V.I. (2000). Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks. Annals of Operations Research 99 (1), 207-225. 10.1023/A:1019244405392.

Ermoliev, Y.M., Ermolieva, T.Y., MacDonald, G.J., Norkin, V.I. & Amendola, A. (2000). A Systems Approach to Management of Catastrophic Risks. IIASA Research Report (Reprint). IIASA, Laxenburg, Austria: RR-00-008. Reprinted from European Journal of Operational Research, 122:452-460 [2000].

Ermoliev, Y.M., Ermolieva, T.Y., MacDonald, G.J., Norkin, V.I. & Amendola, A. (2000). A systems approach to management of catastrophic risks. European Journal of Operational Research 122 (2), 452-460. 10.1016/S0377-2217(99)00246-5.

Ermoliev, Y.M., Ermolieva, T.Y., MacDonald, G.J. & Norkin, V.I. (1999). Optimization of catastrophic risk portfolios. In: Proceedings of the 24th Meeting of the EURO Working Group on Financial Modeling, 8-10 April 1999.

Ermoliev, Y.M., Ermolieva, T.Y., MacDonald, G.J. & Norkin, V.I. (1998). On the Design of Catastrophic Risk Portfolios. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-98-056

Ermoliev, Y.M. & Norkin, V.I. (1998). Nonstationary law of large numbers for dependent random variables and its application in stochastic optimization. Cybernetics and Systems Analysis 34 (4), 553-563. 10.1007/BF02667000.

Ermoliev, Y.M. & Norkin, V.I. (1998). Stochastic generalized gradient method for solving nonconvex nonsmooth stochastic optimization problems. Cybernetics and Systems Analysis 34 (2), 196-215. 10.1007/BF02742069.

Ermoliev, Y.M. & Norkin, V.I. (1998). Monte Carlo Optimization and Path Dependent Nonstationary Laws of Large Numbers. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-98-009

Ermoliev, Y.M. & Norkin, V.I. (1998). Constrained optimization of discontinuous systems. In: Stochastic Programming and Technical Applications. Eds. Marti, K. & Kall, P., Heidelberg: Springer-Verlag.

Norkin, V.I. (1998). Global optimization of probabilities by the stochastic branch and bound method. In: Stochastic Programming and Technical Applications. Eds. Marti, K. & Kall, P., Heidelberg: Springer-Verlag.

Ermoliev, Y.M. & Norkin, V.I. (1998). Monte Carlo optimization and path dependent nonstationary laws of large numbers. Kibernetika I Systemny Analiz 4

Ermoliev, Y.M., Norkin, V.I. & Ruszczynski, A. (1998). On optimal allocation of indivisibles under uncertainty. Operations Research 46 (4), 381-395.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Norkin, V.I. & Ruszczynski, A. (1998). A branch and bound method for stochastic global optimization. Mathematical Programming, 425-450. 10.1007/BF02680569.

Norkin, V.I., Fischer, G. & Ermoliev, Y.M. (1997). Convergence of a method for computing economic equilibria. Cybernetics and Systems Analysis 33 (6), 854-866. 10.1007/BF02733225.

Ermoliev, Y.M. & Norkin, V.I. (1997). On nonsmooth and discontinuous problems of stochastic systems optimization. European Journal of Operational Research 101 (2), 230-244. 10.1016/S0377-2217(96)00395-5.

Ermolieva, T.Y., Ermoliev, Y.M. & Norkin, V.I. (1997). Spatial Stochastic Model for Optimization Capacity of Insurance Networks Under Dependent Catastrophic Risks: Numerical Experiments. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-97-028

Ermoliev, Y.M. & Norkin, V.I. (1997). Stochastic Generalized Gradient Method with Application to Insurance Risk Management. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-97-021

Ermoliev, Y.M., Keyzer, M.A. & Norkin, V.I. (1997). Global Convergence of the Stochastic Tatonnement Process. Stichting onderzoek wereldvoedselvoorziening (SOW) WP-97-04 , Amsterdam, Netherlands.

Ermolieva, T.Y., Ermoliev, Y.M. & Norkin, V.I. (1997). On the role of advanced modeling in managing catastrophic risks. In: Proceedings of the 1997 Annual Meeting of the Society for Risk Analysis - Europe: New Risk Frontiers, 15-18 June 1997.

Ermoliev, Y.M., Fischer, G. & Norkin, V.I. (1996). On Convergence of the Sequential Joint Maximization Method for Applied Equilibrium Problems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-118

Ermoliev, Y.M. & Norkin, V.I. (1996). Constrained Optimization of Discontinuous Systems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-078

Norkin, V.I., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Ruszczynski, A. (1996). A Branch and Bound Method for Stochastic Global Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-065

Ermoliev, Y.M. & Norkin, V.I. (1996). On constrained discontinuous optimization. In: Proceedings of Workshop on Stochastic Optimization: Numerical Methods and Technical Applications, 17-20 June 1996.

Ermoliev, Y.M. & Norkin, V.I. (1995). On Nonsmooth Problems of Stochastic Systems Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-096

Ermoliev, Y.M., Norkin, V.I. & Wets, R.J.-B. (1995). The minimization of semicontinuous functions: Mollifier subgradients. SIAM Journal on Control and Optimization 33 (1), 149-167. 10.1137/S0363012992238369.

Norkin, V.I., Ermoliev, Y.M. & Ruszczynski, A. (1994). On Optimal Allocation of Indivisibles Under Uncertainty. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-021

Norkin, V.I. (1993). The Analysis and Optimization of Probability Functions. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-93-006

Ermoliev, Y.M., Norkin, V.I. & Wets, R.J.-B. (1992). The Minimization of Discontinuous Functions: Mollifier Subgradients. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-92-073

Ermoliev, Y. & Norkin, V.I. (1991). Normalized convergence in stochastic optimization. Annals of Operations Research 30 (1), 187-198. 10.1007/BF02204816.

Ermoliev, Y. & Norkin, V.I. (1990). Normalized convergence of random variables and its applications. Cybernetics and Systems Analysis 26 (6), 912-918. 10.1007/BF01069497.

Ermoliev, Y.M. & Norkin, V.I. (1989). Normalized Convergence in Stochastic Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-89-091