Keyzer MA, Ermoliev Y, Norkin VI (2006)

General equilibrium models with discrete choices in a spatial continuum

In Coping with Uncertainty, Modeling and Policy Issues, K. Marti, Y. Ermoliev, M. Makowski, G. Pflug (eds)
Springer-Verlag, Berlin, Germany pp. 133-154 [2006] More

Ermoliev YM, Ermolieva TY, Norkin VI (2006)

Economic Growth Under Shocks: Path Dependencies and Stabilization
IIASA Reprint RP-06-001 (March 2006) More

Ermoliev Y, Ermolieva T, Norkin VI (2005)

Economic growth under shocks: path dependencies and stabilization

In Micro-Meso-Macro: Addressing Complex Systems Couplings, H. Liljenstroem, U. Svedin
World Scientific, London, UK pp. 289-304 [2005] More

Ermoliev Y, Norkin VI (2003)

Stochastic optimization of risk function via parametric smoothing

In Dynamic Stochastic Optimization, K. Marti, Y. Ermoliev, G. Pflug (eds)
Springer-Verlag, Heidelberg, Germany, pp. 225-249 [2003] More

Ermoliev YM, Norkin VI (2003)

Risk and Extended Expected Utility Functions: Optimization Approaches
IIASA Interim Report IR-03-033 (August 2003) More

Ermoliev YM, Keyzer MA, Norkin VI (2002)

Estimation of Econometric Models by Risk Minimization: A Stochastic Quasigradient Approach
IIASA Interim Report IR-02-021 (March 2002) More

Ermoliev Y, Ermolieva T, MacDonald GJ, Norkin VI (2001)

Problems of catastrophic risks insurance

Kibernetika i sistemnyi analiz, 2:99-110 [2001] More

Ermoliev YM, Ermolieva TY, MacDonald GJ, Norkin VI (2001)

Optimization of catastrophic risk processes

Cybernetics and Systems Analysis, 2:90-110 [2001] More

Ermoliev YM, Ermolieva TY, MacDonald GJ, Norkin VI (2001)

Catastrophic risk management and economic growth

New Management Trends in New Century, Proc. ICM'2001, 4th International Conference on Management, Xi Youmin, Huang Haijun, Liang Lei, Wang Kanliang (eds)
5-7 May 2001, Xi'an, China, China Higher Education Press Beijing (CHEP) and Springer-Verlag, pp. 881-890 [2001] More

Keyzer MA, Ermoliev YM, Norkin VI (2001)

General Equilibrium and Welfare Modeling in Spatial Continuum: A Practical Framework for Land Use Planning
IIASA Interim Report IR-01-033 (September 2001) More

Ermoliev YM, Ermolieva TY, MacDonald GJ, Norkin VI (2000)

Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks

Annals of Operations Research, 99:207-225 [2000] More

Ermoliev YM, Keyzer MA, Norkin VI (2000)

Global convergence of the stochastic tatonnement process

Mathematical Economics, 34:173-190 [2000] More

Ermoliev YM, Ermolieva TY, MacDonald GJ, Norkin VI, Amendola A (2000)

A systems approach to management of catastrophic risks

European Journal of Operational Research, 122(2):452-460 [2000] More

Ermoliev YM, Ermolieva TY, MacDonald GJ, Norkin VI (2000)

Insurability of catastrophic risks: The stochastic optimization model

Optimization, 47(3-4):251-265 [2000] More

Ermoliev YM, Ermolieva TY, MacDonald GJ, Norkin VI (2000)

Catastrophic risk management and economic growth

Proceedings of the EuroConference on Global Change and Catastrophe Risk Management: Earthquake Risks in Europe, A. Amendola, J. Linnerooth-Bayer (eds)
6-9 July 2000, IIASA, Laxenburg, Austria [2000] More

Ermoliev YM, Ermolieva TY, MacDonald GJ, Norkin VI (2000)

Catastrophic Risk Management and Economic Growth
IIASA Interim Report IR-00-058 (November 2000) More

Ermoliev YM, Ermolieva TY, MacDonald GJ, Norkin VI (2000)

Insurability of Catastrophic Risks: The Stochastic Optimization Model
IIASA Reprint RP-00-020 ( 2000) More

Ermoliev YM, Ermolieva TY, MacDonald GJ, Norkin VI, Amendola A (2000)

A Systems Approach to Management of Catastrophic Risks
IIASA Reprint RP-00-008 ( 2000) More

Ermoliev YM, Ermolieva TY, MacDonald GJ, Norkin VI (1999)

Optimization of catastrophic risk portfolios

Proceedings of the 24th Meeting of the EURO Working Group on Financial Modeling,
8-10 April 1999, Valencia, Spain, pp. 251-271 [1999] More

Ermoliev YM, Norkin VI (1998)

Monte Carlo optimization and path dependent nonstationary laws of large numbers

Kibernetika I Systemny Analiz, 4 [1998] More

Pflug GC, Norkin VI, Ruszczynski A (1998)

A branch and bound method for stochastic global optimization

Mathematical Programming, 83:425-450 [1998] More

Ermoliev YM, Norkin VI, Ruszczynski A (1998)

On optimal allocation of indivisibles under uncertainty

Operations Research, 46(4):381-395 [1998] More

Ermoliev YM, Norkin VI (1998)

On nonstationary law of large numbers for dependent random variables and its application in stochastic optimization

Cybernetics and Systems Analysis, 34(4) [1998] More

Ermoliev YM, Norkin VI (1998)

Stochastic generalized gradient method for solving nonconvex nonsmooth stochastic optimization problems

Cybernetics and Systems Analysis, 34(2) [1998] More

Norkin VI (1998)

Global optimization of probabilities by the stochastic branch and bound method

In Stochastic Programming and Technical Applications, K. Marti, P. Kall (eds)
Springer-Verlag, Heidelberg, Germany pp.186-201 [1998] More

Ermoliev YM, Norkin VI (1998)

Constrained optimization of discontinuous systems

In Stochastic Programming and Technical Applications, K. Marti, P. Kall (eds)
Springer-Verlag, Heidelberg, Germany, pp. 128-142 [1998] More

Ermoliev YM, Ermolieva TY, MacDonald GJ, Norkin VI (1998)

On the Design of Catastrophic Risk Portfolios
IIASA Interim Report IR-98-056 (August 1998) More

Ermoliev YM, Norkin VI (1998)

Monte Carlo Optimization and Path Dependent Nonstationary Laws of Large Numbers
IIASA Interim Report IR-98-009 (March 1998) More

Ermoliev YM, Norkin VI (1997)

On nonsmooth and discontinuous problems of stochastic systems optimization

European Journal of Operational Research, 101:230-244 [1997] More

Ermoliev YM, Fischer G, Norkin VI (1997)

On convergence of the sequential joint maximization method for applied equilibrium problems

Cybernetics and Systems Analysis, 33(6) [1997] More

Ermoliev YM, Keyzer MA, Norkin VI (1997)

Global Convergence of the Stochastic Tatonnement Process

Centre for World Food Studies, Department of Economics and Econometrics, Free University, Amsterdam, Netherlands. SOW-WP-97-04 [1997] More

Ermolieva TY, Ermoliev YM, Norkin VI (1997)

On the role of advanced modeling in managing catastrophic risks

Proceedings of the 1997 Annual Meeting of the Society for Risk Analysis - Europe: New Risk Frontiers,
15-18 June 1997, Stockholm, Sweden [1997] More

Ermolieva TY, Ermoliev YM, Norkin VI (1997)

Spatial Stochastic Model for Optimization Capacity of Insurance Networks Under Dependent Catastrophic Risks: Numerical Experiments
IIASA Interim Report IR-97-028 (June 1997) More

Ermoliev YM, Norkin VI (1997)

Stochastic Generalized Gradient Method with Application to Insurance Risk Management
IIASA Interim Report IR-97-021 (April 1997) More

Ermoliev YM, Norkin VI (1996)

On constrained discontinuous optimization

Proceedings of Workshop on Stochastic Optimization: Numerical Methods and Technical Applications,
17-20 June 1996, Munich, Germany [1996] More

Ermoliev YM, Fischer G, Norkin VI (1996)

On Convergence of the Sequential Joint Maximization Method for Applied Equilibrium Problems
IIASA Working Paper WP-96-118 (October 1996) More

Ermoliev YM, Norkin VI (1996)

Constrained Optimization of Discontinuous Systems
IIASA Working Paper WP-96-078 (July 1996) More

Norkin VI, Pflug GC, Ruszczynski A (1996)

A Branch and Bound Method for Stochastic Global Optimization
IIASA Working Paper WP-96-065 (June 1996) More

Ermoliev YM, Norkin VI, Wets RJ-B (1995)

The minimization of semicontinuous functions: Mollifier subgradients

SIAM Journal of Control Optimization, 33(1):149-167 [1995] More

Ermoliev YM, Norkin VI (1995)

On Nonsmooth Problems of Stochastic Systems Optimization
IIASA Working Paper WP-95-096 (December 1995) More

Norkin VI, Ermoliev YM, Ruszczynski A (1994)

On Optimal Allocation of Indivisibles Under Uncertainty
IIASA Working Paper WP-94-021 (April 1994) More

Norkin VI (1993)

The Analysis and Optimization of Probability Functions
IIASA Working Paper WP-93-006 (January 1993) More

Ermoliev YM, Norkin VI, Wets RJ-B (1992)

The Minimization of Discontinuous Functions: Mollifier Subgradients
IIASA Working Paper WP-92-073 (September 1992) More

Ermoliev Y, Norkin VI (1991)

Normalized convergence in stochastic optimization

Annals of Operations Research, 30(1):187-198 [1991] More

Ermoliev Y, Norkin VI (1990)

Normalized convergence of random variables and its applications

Cybernetics and Systems Analysis, 26(6):912-918 [1990] More

Ermoliev YM, Norkin VI (1989)

Normalized Convergence in Stochastic Optimization
IIASA Working Paper WP-89-091 (November 1989) More