Andrey Kibzun
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Andrey Kibzun

Associate Editor

Professor, doctor of sciences (Math.), vice-president of the Consortium of aerospace Russian universities, head of the Probability theory department at the Moscow Aviation Institute (National Research University), born July 31, 1951.

Professional Membership:

  • Editorial board member of the Automation and Remote Control journal;
  • Editorial board member of the Vestnik komp'iuternykh i informatsionnykh tekhnologii (Bulletin of computer and information technologies);
  • Editorial board member of the Applied Stochastic Models in Business and Industry journal;
  • Expert Council member of the Higher Attestation Commission for control, computer engineering, and computer science;
  • Member of the Scientific and Methodological Council for Mathematics at the Ministry of Education of the Russian Federation.
Publications: 290 scientific papers, of which 4 monographs and 8 textbooks and 102 articles in academic and international journals.

Awards and Honors:
  • Prize of the Russian Federation Government in the field of science and technology (2000).
  • Honorary Worker of Higher Professional Education of the Russian Federation (2013).
  • Medal in Commemoration of the 850th Anniversary of Moscow (1997).
  • Minor award of Science / Interperiodika International Academic Company for the best publication in its journals in 2013 (2015).
Field of Interest: A.I. Kibzun is a known expert in the field of applied mathematics and computer science (stochastic programming, stochastic control and estimation, mathematical modelling, financial mathematics). In addition, he was the editor of 12 thematic issues of the Automation and Remote Control journal on modern optimization problems. A.I. Kibzun is the head of the unique Russian scientific school on stochastic systems optimization with probabilistic criteria. He has supervised 5 doctoral and 15 candidate’s theses.

Personal page: http://www.mathnet.ru/eng/person37016

Selected Publications:
  • Kibzun, A.I., Kan, Yu.S. Stochastic programming problems with probability and quantile functions. - London, John Wiley & Sons, 1996.
  • Kibzun, A.I., Kan, Yu.S. Stochastic programming problems with probabilistic criteria. Moscow: Fizmatlit, 2009 [in Russian].
  • Kibzun, A.I. Goryainova, E.R., Naumov, A.V. Probability theory and mathematical statistics. Basic course with examples and tasks. Moscow: Fizmatlit, 2014 (the forth issue) [in Russian].
  • Kibzun, A. Comparison of two algorithms for solving a two-stage bilinear stochastic programming problem with quantile criterion. Applied Stochastic Models in Business and Industry, 2015, V. 31, No. 6, pp. 862-874.
  • Kibzun, A.I., Sobol', V.R. The modified sequential hedging strategy: Hedger's loss distribution. Automation and Remote Control, 2015, V. 76, No. 11, pp. 1931–1944.
  • Kibzun, A.I., Khromova, O.M. On Reduction of the Two-Stage Problem of Quantile Optimization to the Problem of Convex Programming. Automation and Remote Control, 2014, V. 75, No. 5, pp. 859–871.
  • Kibzun, A.I., Khromova, O.M. On reduction of the multistage problem of stochastic programming with quantile criterion to the problem of mixed integer linear programming. Automation and Remote Control, 2014, V. 75, No. 4, pp. 688–699.
  • Ignatov, A.N., Kibzun, A.I. On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component. Automation and Remote Control, 2014, V. 75, No. 3, pp. 481–495.
  • Norkin V.I., Kibzun A.I., Naumov A.V. Reducing Two-Stage Probabilistic Optimization Problems with Discrete Distribution of Random Data to Mixed-Integer Programming Problems. Cybernetics and Systems Analysis, 2014, V. 50, No. 5, pp. 679-692.
  • Kibzun, A.I., Inozemtsev, A.O. Using the maximum likelihood method to estimate test complexity levels. Automation and Remote Control, 2014, V. 75, No. 4, pp. 607–621.
  • Kibzun, A.I., Krasil'shchikov, M.N., Miroshkin, V.L., Sypalo, K.I. Trajectory control of a high altitude hypervelocity flying vehicle in the midcourse active phase of the flight. Journal of Computer and Systems Sciences International, 2013, V. 52, No. 4, pp. 628-636.
  • Kibzun, A.I., Naumov, A.V., Norkin, V.I. On Reducing a Quantile Optimization Problem with Discrete Distribution to a Mixed Integer Programming Problem. Automation and Remote Control, 2013, V. 73, No. 1, pp. 105–117.
  • Kibzun, A.I., Chernobrovov, A.I. Equivalence of the problems with quantile and integral quantile criteria. Automation and Remote Control, 2013, V. 74, No. 2, pp. 225–239.
  • Kibzun, A.I., Panarin, S.I. Generation of integral rating by statistical processing of the test results. Automation and Remote Control, 2012, V. 73, No. 6, pp. 1029–1045.
  • Kibzun, A.I., Chernobrovov, A.I. Stochastic quasigradient algorithm to minimize the function of integral quantile. Automation and Remote Control, 2012, V. 73, No. 2, pp. 247–264.
  • Kibzun A., Matveev E. Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm. Annals of Operations Research. 2012, V. 200, No. 1, pp. 183-198.
  • Kibzun, A.I., Chernobrovov, A.I. Algorithm to Solve the Generalized Markowitz Problem. Automation and Remote Control, 2011, V. 72, No. 2, pp. 289–304.

ICS RAS 2016