Professoren
Prof. Dr. Yuriy Kaniovskyi

Prof. Dr. Yuriy Kaniovskyi

MAIN PUBLICATIONS

Limit Theorems for Stochastic Programming Processes, Monograph, Naukova Dumka, Kiev, 1980 (in
Russian, co-authored with P. S. Knopov and Z. V. Nekrylova)
On a Method for Controlling the Precision in the Method of Statistic Gradient, Kibernetika, 1978, No. 5
(in Russian, English translation in Cybernetics)
On a Stochastic Programming Method in a Hilbert Space, Kibernetika, 1978, No. 6 (in Russian, coauthored
with P. S. Knopov and Z. V. Nekrylova, English translation in Cybernetics)
On the Limit Behavior of the Random Processes Generated by the Robbins - Monro Procedure, Teoriya
Veroyatnostej I Matematicheskaya Statistika, 1978, No. 19 (in Russian, English translation in Theory of
Probability and Mathematical Statistics)
The Asymptotic Properties of Certain Stochastic Programming Methods with a Constant Step-Size,
Zhurnal Vychislitel´noj Matematiki i Matematicheskoj Fiziki, 1979, No. 2 (in Russian, co-authored with Y.
M. Ermoliev, English translation in U.S.S.R Computational Mathematics and Mathematical Physics)
The Asymptotic Properties of Certain Methods of the Stochastic Approximation Type, Kibernetika, 1979,
No. 5 (in Russian, co-authored with P. S. Knopov, English translation in Cybernetics)
Limit Theorems for Random Processes and Stochastic Markov Recurrent Procedures, Kibernetika,
1979, No. 6 (in Russian, English translation in Cybernetics)
On an Approach to Evaluating the Precision in the Direct Stochastic Programming Methods, Kibernetika,
1980, No. 5 (in Russian, English translation in Cybernetics)
An Estimate of the Error in Determining the Confidence Intervals in Certain Stochastic Programming
Methods, Kibernetika, 1981, No. 1 (in Russian, English translation in Cybernetics)
O a Method of Random Search, Zhurnal Vychislitel´noj Matematiki i Matematicheskoj Fiziki, 1981, No. 2
(in Russian, English translation in U.S.S.R. Computational Mathematics and Mathematical Physics)
A Limit Theorem for the Stochastic Optimization and Estimation Processes with a Constant Step-Size,
Doklady Akademii Nauk SSSR, 1981, Vol. 261, No. 1 (in Russian, English translation in Soviet
Mathematical Doklady)
On the Limit Behaviour of a Stochastic Two-Step Method, Zhurnal Vychislitel´noj Matematiki I
Matematicheskoj Fiziki, 1983, No. 1 (in Russian, English translation in U.S.S.R. Computational
Mathematics and Mathematical Physics)
The Generalized Urn Problem and Its Applications, Kibernetika, 1983, No. 1 (in Russian, co-authored
with W. B. Arthur and Y. M. Ermoliev, English translation in Cybernetics)
On Fabian`s Algorithm in the Theory of Self - Adjusting Systems, Avtomatika I Telemekhanika, 1984,
No. 11 (in Russian, English translation in Automation and Remote Control)
On the Stochastic Optimization Algorithms with a Slow Decreasing Step Multiplier, Kibernetika, 1984,
No. 4 (in Russian, English translation in Cybernetics)
Strong Law for a Class of Path-Dependent Stochastic Processes with Applications, Lecture Notes in
Control and Information Sciences, 1986, Vol. 81 (co-authored with W. B. Arthur and Y. M. Ermoliev)
Path-Dependent Processes and the Emergence of Micro-Structure, European Journal of Operational
Research, 1987, No. 2 (co-authored with W. B. Arthur and Y. M. Ermoliev)
Adaptive Growth Processes Modeled by Urn Schemes, Kibernetika, 1987, No. 6 (in Russian, coauthored
with W. B. Arthur and Y. M. Ermoliev, English translation in Cybernetics)
The Limit Behaviour of the Proportion of Balls in a Generalized Urn Scheme with Balls of Two Colours,
Teoriya Veroyatnostej I Matematicheskaya Statistika, 1988, No. 39 (in Russian, English translation in
Theory of Probability and Mathematical Statistics)
Sufficient Conditions for Convergence of a Successive Approximations Method with Discontinuous
Functions, Zhurnal Vychislitel'noj Matematiki I Matematicheskoj Fiziki, 1988, No. 3 (in Russian, English
translation in U.S.S.R. Computational Mathematics and Mathematical Physics)
Limit Theorems for Stochastic Approximation Processes When the Regression Function Has Several
Roots, Kibernetika, 1988, No.1 (in Russian, English translation in Cybernetics)
On the Limit Distribution of Processes of the Stochastic Approximation Type When the Regression
Function Has Several Roots, Doklady Akademii Nauk SSSR, 1988, Vol. 301, No. 6 (in Russian, English translation in Soviet Mathematical Doklady)
On the Asymptotic Distribution of Successive Approximations of Fabian's Modification of the Robbins-
Monro Algorithm in the Case of Several Roots, Avtomatika I Telemekanika, 1989, No. 4 (in Russian,
English translation in Automation and Remote Control)
Generalized Urn Schemes and Technological Dynamics, Journal of Mathematical Economics, 1994, Vol.
23 (co-authored with G. Dosi and Y.M. Ermoliev)
On "Badly Behaved" Dynamics. Some Applications of Generalized Urn Schemes to Technological and
Economic Change, Journal of Evolutionary Economics, 1994, Vol. 4 (co-authored with G. Dosi)
Probabilistic Bounds (via Large Deviations) for the Solutions of Stochastic Programming Problems,
Annals of Operations Research, 1995, Vol. 56 (co-authored with A. J. King and R. J-B Wets)
Non-standard Limit Theorems for Urn Models and Stochastic Approximation Procedures, Stochastic
Models, 1995, Vol. 11 (co-authored with G. Ch. Pflug)
Learning Dynamics in Games with Stochastic Perturbations, Games and Economic Behavior, 1995, Vol.
11 (co-authored with H. P. Young)
Limit Theorems for Stationary Distributions of Birth- and Death Processes, Stochastic Models, 1999,
Vol. 15 (co-authored with G. Ch. Pflug)
Modelling Industrial Dynamics with Innovative Entrants, Structural Change and Economic Dynamics,
1999, Vol. 10 (co-authored with G. Dosi and S. G. Winter)
Adaptive Dynamics in Games Played by Heterogeneous Populations, Games and Economic Behavior,
2000, Vol. 16 (co-authored with A. V. Kryazhimskii and H. P. Young)
A Comparison of Diffusion Approximations and Actual Limits in Birth and Death Processes of Noisy
Evolution, Journal of Evolutionary Economics, 2000, Vol. 10
A book review of: F. Gardes, G. Prat (eds.): Price Expectations in Goods and Financial Markets - New
Development in Theory and Empirical Research, Journal of Evolutionary Economics, 2001, Vol. 11
Price Expectations and Cobwebs Under Uncertainty, Annals of Operations Research, 2002, Vol. 114
(co-authored with S. D. Flåm)
On bubbling dynamics generated by a stochastic model of herd behaviour, Journal of Evolutionary
Economics, 2002, Vol. 12 (co-authored with L. Gaio and E. Zaninotto)
A baseline model of industry evolution, Journal of Evolutionary Economics, 2003, Vol. 13 (co-authored
with S. G. Winter and G. Dosi)
A Market model of perfect competition under uncertainty, in. Entrepreneurship, Growth, and Innovation:
the Dynamics of Firms and Industries, Ed. E. Santarelli, Springer, New York, 2006 (Vol. 12 of the Series
International Studies in Entrepreneurship directed by Z. Acs and D. Audretsch)
Risk assessment for credit portfolios: a coupled Markov chain model, Journal of Banking and Finance,
2007, Vol. 31 (co-authored with G. Ch. Pflug)
Editorial Introduction, Journal of Banking and Finance, 2007, Vol. 31 (co-authored with G. Ch. Pflug and
M. Murgia)
Editorial, Statistics & Decisions, 2008, Vol. 26 (co-authored with G. Ch. Pflug)

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