Books
-
Kurdila, A., Zabarankin, M., Convex
Functional
Analysis,
Vol. I (2005) Series: Systems and Control: Foundations and
Applications, Birkhauser,
Switzerland (ISBN: 3-7643-2198-9)
- Kurdila, A., Zabarankin, M. Convex Functional Analysis and
Variational
Principles, Vol. II, Series: Systems & Control: Foundations &
Applications, Birkhauser, Switzerland, in revision
-
Kurdila, A., Pardalos, P.,
Zabarankin, M. (Eds.) (2006) Robust
Optimization-Directed
Design, Series: Nonconvex
Optimization
and
Its
Applications,
Vol. 81, Springer Publishers (ISBN:
0-387-28263-7)
-
Tsyurmasto, P., Zabarankin, M., Uryasev, S., Value-at-Risk Support Vector Machine: Stability to Outliers, submitted
-
Zabarankin, M., Minimum-Resistance Shapes in Linear Continuum Mechanics, submitted
-
Zabarankin, M., Generalized Analytic Functions in Linear Continuum Mechanics, submitted
-
Grechuk, B., Zabarankin, M., Cooperative Investment, submitted
-
Grechuk, B., Zabarankin, M.,
Risk Averse Decision Making under Catastrophic Risk, submitted
-
Grechuk, B., Zabarankin, M. (2013) Inverse Portfolio Problem with Mean-Deviation Model, European Journal of Operational Research, to appear
-
Zabarankin, M., Pavlikov, K., Uryasev, S. (2013) Capital Asset Pricing
Model (CAPM) with Drawdown Measure, European Journal of Operational Research, to appear
-
Zabarankin, M., Murphey, R.,
Murray, R. (2013) Optimization of Convergence Rate and Stability Margin of Information Flow in Cooperative Systems, Automatica, to appear
-
Zabarankin, M., Smagin, I.,
Lavrenteva, O., Nir, A. (2013) Viscous Drop in Compressional Stokes Flow,
Journal of Fluid Mechanics, Vol. 720, pp. 169-191
-
Zabarankin, M. (2013)
A Liquid Spheroidal Drop in A Viscous Incompressible Fluid under A Steady
Electric Field, SIAM Journal on Applied Mathematics, Vol. 73, No. 2, pp. 677-699
-
Grechuk, B., Molyboha, A.,
Zabarankin, M. (2013) Cooperative
Games
with
General
Deviation
Measures, Mathematical Finance,
Vol. 23, No. 2, pp. 339-365
-
Zabarankin, M. (2012)
Cauchy Integral Formula for Generalized Analytic Functions in
Hydrodynamics, Proceedings
of
the
Royal
Society
A:
Mathematical,
Physical
and
Engineering
Sciences, Vol. 468, No. 2148, pp. 3745-3764
-
Molyboha, A.,
Zabarankin, M. (2012) Stochastic
Optimization
of
Sensor
Placement
for
Diver
Detection, Operations Research,
Vol.
60,
No.
2,
pp.
292-312
-
Grechuk,
B.,
Zabarankin, M.
(2012) Schur
Convex
Uncertainty
Measures, Mathematical
Finance, Vol. 22, No. 2, pp. 411-418
Grechuk, B.,
Zabarankin, M. (2012) Optimal Risk Sharing with General Deviation Measures,
Annals of Operations Research, Vol. 200, No. 1, pp. 9-21
-
Grechuk, B.,
Molyboha, A., Zabarankin, M. (2012) Mean-Deviation Analysis in the Theory of Choice, Risk Analysis, Vol. 32, No. 8,
pp. 1277-1292
-
Zabarankin, M. (2011) Minimum-Drag
Shapes
in
Magnetohydrodynamics, Proceedings
of
the
Royal
Society
A:
Mathematical,
Physical
and
Engineering
Sciences,
Vol. 467, No. 2136, pp. 3371-3392
-
Zabarankin, M. (2011) Generalized
Analytic
Functions
in
Magnetohydrodynamics, Proceedings
of
the
Royal
Society
A:
Mathematical,
Physical
and
Engineering
Sciences, Vol. 467, No. 2136, pp. 3343-3370
-
Molyboha, A.,
Zabarankin, M. (2011) Optimization
of
Steerable
Sensor
Network
for
Threat
Detection, Naval Research
Logistics,
Vol. 58, No. 6, pp. 564-577
-
Zabarankin, M., Molyboha, A.
(2011) Shape
Optimization
in
Viscous
Incompressible
Fluid
under
Oseen
Approximation, SIAM
Journal on Control and Optimization,
Vol.
49,
No.
3,
pp. 1358-1382
-
Zabarankin, M., Nir, A. (2011)
Generalized
Analytic
Functions
in
an
Extensional
Stokes
Flow
with
a
Deformable
Drop, SIAM
Journal on Applied Mathematics,
Vol.
71,
No.
4,
pp.
925-951
-
Krokhmal, P., Zabarankin, M.,
Uryasev S. (2011) Modeling
and
Optimization
of
Risk, Surveys in
Operations Research and Management
Sciences, Vol. 16, pp. 49-66
-
Grechuk, B., Molyboha, A.,
Zabarankin, M. (2010) Chebyshev's
Inequalities
with
Law
Invariant
Deviation
Measures, Probability in the
Engineering and
Informational
Sciences, Vol. 24, No. 1, pp. 145-170
-
Zabarankin, M. (2010) Generalized
Analytic
Functions
in
Axially
Symmetric
Oseen
Flows, SIAM
Journal
on
Applied Mathematics,
Vol. 70, No. 7, pp. 2473-2508
-
Zabarankin, M., A. Molyboha
(2010) Three-Dimensional
Shape
Optimization
in
Stokes
Flow
Problems, SIAM
Journal on Applied Mathematics,
Vol.
70,
No.
6,
pp.
1788-1809
-
Grechuk, B., Molyboha, A.,
Zabarankin, M. (2009) Maximum
Entropy
Principle
with
General
Deviation
Measures, Mathematics of
Operations Research, Vol. 34, No. 2
(May), pp. 445-467
-
Rockafellar, R.T., Uryasev,
S., Zabarankin, M. (2008) Risk
Tuning
with
Generalized
Linear
Regression, Mathematics of
Operations
Research, Vol. 33, No. 3, pp. 712-729
-
Pashko, S., Molyboha, A.,
Zabarankin, M.,
Gorovyy, S. (2008) Optimal
Sensor
Placement
for
Underwater
Threat
Detection, Naval Research
Logistics, Vol. 55, No. 7, pp. 684-699
-
Zabarankin, M. (2008) The
Framework
of k-Harmonically Analytic
Functions for Three-dimensional Stokes Flow Problems, Part II, SIAM
Journal on Applied Mathematics,
Vol.
69,
No.
3,
pp.
881-907
-
Zabarankin, M. (2008) The
Framework
of k-Harmonically Analytic
Functions for Three-dimensional Stokes Flow Problems, Part I, SIAM
Journal on Applied Mathematics,
Vol.
69,
No.
3,
pp.
845-880
-
Rockafellar, R.T., Uryasev,
S., Zabarankin, M. (2007) Equilibrium
with
Investors
Using
a
Diversity
of
Deviation
Measures, The
Journal of Banking
and Finance, Vol. 31, No. 11, pp. 3251-3268
-
Zabarankin, M. (2007) Asymmetric
3D
Stokes
Flows
about
Two
Fused
Equal
Spheres, Proceedings of
The
Royal Society of London, Ser. A, Vol. 463, No. 2085, pp.
2329-2349
(DOI:
10.1098/rspa.2007.1872)
-
Zabarankin, M. (2007) Asymmetric
Creeping
Motion
of
a
Rigid
Spindle-shaped
Body
in
a
Viscous
Fluid, SIAM
Journal on Applied Mathematics,
Vol.
68,
No.
2,
pp.
461-485
(DOI:
10.1137/070679958)
-
Zabarankin, M., Krokhmal, P.
(2007) Generalized
Analytic
Functions
in
3D
Stokes
Flows, The
Quarterly Journal of Mechanics
and
Applied Mathematics, Vol. 60, No. 2, pp. 99-123
(DOI:10.1093/qjmam/hbl026)
-
Zabarankin, M., Uryasev, S.,
Murphey, R. (2006) Aircraft
Routing
under
the
Risk
of
Detection, Naval Research Logistics,
Vol. 53, No. 8, pp. 728-747 (DOI: 10.1002/nav.20165)
-
Zabarankin, M., Ulitko, A.F.
(2006) Hilbert
Formulas
for
r-Analytic
Functions and Stokes
Flow about a Biconvex Lens, Quarterly
of
Applied
Mathematics, Vol. 64, No. 4, pp. 663-693
-
Zabarankin, M., Ulitko, A.F.
(2006) Hilbert
Formulas
for
r-Analytic
Functions in the Domain
Exterior to Spindle, SIAM
Journal on Applied Mathematics,
Vol.
66,
No.
4,
pp.
1270-1300
(DOI:
10.1137/050632403)
-
Rockafellar, R.T., Uryasev,
S., Zabarankin, M. (2006) Optimality
Conditions
in
Portfolio
Analysis
with
General
Deviation
Measures, Mathematical
Programming, Ser. B,
Vol. 108, No. 2-3, pp. 515-540
-
Rockafellar, R.T., Uryasev,
S., Zabarankin, M. (2006) Generalized
Deviations in Risk Analysis,
Finance and Stochastics,
Vol.
10,
No.
1,
pp.
51-74
(DOI:
10.1007/s00780-005-0165-8)
-
Rockafellar, R.T., Uryasev,
S., Zabarankin, M. (2006) Master
Funds
in
Portfolio
Analysis
with
General
Deviation
Measures, The Journal of Banking
and Finance, Vol. 30, No. 2, pp. 743-778 (presentation PDF, PS) (DOI:
10.1016/j.jbankfin.2005.04.004)
-
Chekhlov, A., Uryasev, S.,
and M. Zabarankin (2005) Drawdown
Measure
in
Portfolio
Optimization, International
Journal
of
Theoretical and Applied Finance, Vol. 8, No. 1, pp.
1-46 (DOI: 10.1142/S0219024905002767)
-
Zabarankin M. (2000) Exact
solution
of
the
displacement
boundary-value
problem
of
elasticity
for
a
spindle, Zeitschrift für Angewandte Mathematik und Mechanik
(ZAMM), Vol. 80, No. S2, pp. 413-414 (DOI: 10.1002/zamm.20000801478)
-
Zabarankin M. (1999) A Unified
Approach to Solving the
Generalized Cauchy-Riemann System of Equations, Reports of
National Academy of Sciences of Ukraine, No. 5, May, pp. 30-33
[in Russian]
-
Zabarankin M. (1999) Classical
Approach to Solving the Lame
Equation for a Spindle, Mashinoznavstvo, No. 3, March,
pp. 23-31 [in Ukrainian]
-
Zabarankin M. (1999) Classical
Approach to Solving the Lame
Equation for a Spindle in Axisymmetrical Case, Bulletin of the
University of Kiev, Series: Physics and Mathematics, No. 1, May,
pp. 14-18 [in Ukrainian]
-
Zabarankin M. (1999) The
Second
Fundamental Axisymmetrical
Boundary-value Problem of Elasticity for a Spindle // Visnyk
(bulletin) of Kyiv National Taras Shevchenko University in the field of
Mathematics and Mechanics, No. 3, pp. 66-75 [in Ukrainian]
-
Zabarankin M., and A.F.
Ulitko (1999) The Stokes Flow about a
Spindle in Axisymmetrical Case, Visnyk (bulletin) of Kyiv
National Taras Shevchenko University in the field of Mathematics and
Mechanics, No. 3, pp. 58-66 [in Ukrainian]
- Grechuk, B., Molyboha, A.,
Zabarankin, M. (2008) Network
Algorithms
for
the
Dual
of
the
Constrained
Shortest
Path
Problem,
Cooperative Networks: Control and Optimization (D. Grundel et al. Eds.)
Edward Elgar Publishing, pp. 127-159
-
Zabarankin, M., Kurdila A.,
Prokopyev O., Goel A., Causey
R., and Pardalos P. (2008) Optimization
Approaches
to
Vision-Based
Trajectory
Planning
for
Autonomous
Micro-Air
Vehicles,
Cooperative
Networks:
Control and Optimization (D. Grundel et al. Eds.), Edward
Elgar Publishing,
pp. 325-356
-
Chekhlov, A., Uryasev, S., and
M. Zabarankin (2003) Portfolio
Optimization
with
Drawdown
Constraints, Asset and Liability
Management Tools (B. Scherer ed.), Risk Books, London, pp.
263-278
-
Zabarankin, M., Uryasev, S.,
Pardalos, P. (2002) Optimal
Risk Path Algorithms, Cooperative Control and Optimization
(R.
Murphey and P. Pardalos ed.), Kluwer Academic Publishers,
pp. 271-303
-
Zabarankin M. (1998) Schwartz
Formulas for x-Analytic
Functions in Bipolar Co-ordinates, Proceedings of IV
International Conference Modern Problems of Continuum Mechanics,
Vol. 1, Rostov-Don, Russia, pp. 150-154 [in Russian]
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