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Books

  1. Kurdila, A., Zabarankin, M., Convex Functional Analysis, Vol. I (2005) Series: Systems and Control: Foundations and Applications, Birkhauser, Switzerland (ISBN: 3-7643-2198-9)

  2. Kurdila, A., Zabarankin, M. Convex Functional Analysis and Variational Principles, Vol. II, Series: Systems & Control: Foundations & Applications, Birkhauser, Switzerland, in revision

  3. 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)


Optimization under Risk

  1. Molyboha, A., Zabarankin, M., "Stochastic Optimization of Sensor Placement for Diver Detection," submitted

  2. Grechuk, B., Zabarankin, M., "Schur Convex Uncertainty Measures: Deviation, Risk and Error," submitted

  3. Grechuk, B., Molyboha, A., Zabarankin, M., "Cooperative Games with General Deviation Measures," submitted

  4. Grechuk, B., Molyboha, A., Zabarankin, M., "Mean-Deviation Analysis in the Theory of Choice," submitted

  5. Grechuk, B., Molyboha, A., Zabarankin, M., "Chebyshev's Inequalities with Law Invariant Deviation Measures," Probability in the Engineering and Informational Sciences, to appear

  6. 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

  7. 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

  8. Pashko, S., Molyboha, A., Zabarankin, M., Gorovyy, S. (2008) "Optimal Sensor Placement for Underwater Threat Detection," Naval Research Logistics, Vol. 55, Issue 7, pp. 684-699

  9. 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

  10. 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

  11. 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, Issue 11, pp. 3251-3268

  12. Zabarankin, M., Uryasev, S., Murphey, R. (2006) "Aircraft Routing under the Risk of Detection," Naval Research Logistics, Vol. 53, Issue 8, pp. 728-747 (DOI: 10.1002/nav.20165)

  13. 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

  14. 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)

  15. 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, Issue 2,  pp. 743-778 (presentation PDF, PS) (DOI: 10.1016/j.jbankfin.2005.04.004)

  16. 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)

  17. 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.

  18. 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.


Applied Mathematics
  1. Zabarankin, M., Nir, A. (2009) "A Deformable Spheroidal Drop in an Extensional Stokes Flow", submitted

  2. Zabarankin, M., A. Molyboha (2009) "Three-Dimensional Shape Optimization in Stokes Flow Problems," submitted

  3. Zabarankin, M. (2009) "Generalized Analytic Functions in Axially Symmetric Oseen Flows," submitted

  4. 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

  5. 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

  6. 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)

  7. Zabarankin, M. (2007) "Asymmetric Creeping Motion of a Rigid Spindle-shaped Body in a Viscous Fluid," SIAM Journal on Applied Mathematics, Vol. 68, Issue 2, pp. 461-485 (DOI: 10.1137/070679958)

  8. 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 )

  9. 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

  10. 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)

  11. Zabarankin M., "The Second Fundamental Boundary-value Problem of Elasticity for a Spindle" // Visnyk (bulletin) of Kyiv National Taras Shevchenko University in the field of Mathematics and Mechanics, issue 5, 2000, pp. 61-72 [in Ukrainian]

  12. Zabarankin M., "A Unified Approach for Solving the Generalized Cauchy-Riemann System of Equations" // Reports of National Academy of Sciences of Ukraine, No. 5, May 1999, pp. 30-33 [in Russian]

  13. Zabarankin M., "Classical Approach for Solving the Lame Equation for a Spindle" // Mashinoznavstvo, No. 3, March 1999, pp. 23-31 [in Ukrainian]

  14. Zabarankin M., "Classical Approach for Solving the Lame Equation for a Spindle in Axisymmetrical Case" // Bulletin of the University of Kiev, Series: Physics and Mathematics, No. 1, May 1999, pp. 14-18 [in Ukrainian]

  15. Zabarankin M., "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, issue 3, 1999, pp. 66-75 [in Ukrainian]

  16. Zabarankin M., and A.F. Ulitko, "The Stokes Flow about a Spindle in Axisymmetrical Case" // Visnyk (bulletin) of Kyiv National Taras Shevchenko University in the field of Mathematics and Mechanics, issue 3, 1999, pp. 58-66 [in Ukrainian]

  17. Zabarankin M., "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, 1998, pp. 150-154 [in Russian]

Last modified: Sunday, August 28, 2005

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