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| Elulookirjeldus (CV) | ||
| 1. | Eesnimi | Riho |
| 2. | Perekonnanimi | Lepp |
| 3. | Töökoht | TTÜ Küberneetika Instituut |
| 4. | Ametikoht | vanemteadur |
| 5. | Sünniaeg | 23.01.1947 (päev.kuu.aasta) |
| 6. | Haridus | Tartu Riiklik Ülikool, matemaatika, 1970 |
| 7. | Teenistuskäik | 1970-1972 Küberneetika Instituut, insener ja vaneminsener 1972-1975 Küberneetika Instituut, aspirant 1976-1981 Küberneetika Instituut, nooremteadur 1982- Küberneetika Instituut, vanemteadur 1993-1994 Zürichi Ülikool, postdoktorant/assistent 1998-2002 TTÜ, professor |
| 8. | Teaduskraad | füüsika-matemaatikakandidaat |
| 9. | Teaduskraadi välja andnud asutus, aasta |
Ukraina TA Küberneetika Instituut, 1981 |
| 10. | Tunnustused | |
| 11. | Teadusorganisatsiooniline ja –administratiivne tegevus |
|
| 12. | Juhendamisel kaitstud väitekirjad |
|
| 13. | Teadustöö põhisuunad | stohhastiline ja determineeritud planeerimine, optimaalne juhtimine |
| 14. | Jooksvad grandid | |
| 15. | Teaduspublikatsioonid |
Lepp, R. Approximation of the quantile minimization problem with decision rules. Optim. Methods Softw. 17 (2002), no. 3, 505-522. Lepp, R. Discrete approximation of extremum problems with chance constraints. Stochastic optimization techniques (Neubiberg/Munich, 2000), 21-33, Lecture Notes in Econom. and Math. Systems, 513, Springer, Berlin, 2002. Kibzun, A., Lepp, R. Discrete approximation in quantile problem of portfolio selection. Stochastic optimization: algorithms and applications (Gainesville, FL, 2000), 121-135, Appl. Optim., 54, Kluwer Acad. Publ., Dordrecht, 2001 Lepp, R. Approximation of extremum problems with probability functionals. In: Encyclopedia of Optimization. Kluwer, 2000. Lepp, R. Approximation of value-at-risk problems with decision rules. - In: Probabilistic Constrained Optimization. Methodology and Applications / Ed. S. P. Uryasev. Kluwer, 2000, 192-203 Lepp, R. Approximation of value-at-risk problems with decision rules. Probabilistic constrained optimization, 186-197, Nonconvex Optim. Appl., 49, Kluwer Acad. Publ., Dordrecht, 2000. Lepp, R. Extremum problems with probability functions: kernel-type solution methods. - In: Encyclopedia of Optimization. Kluwer, 2000 Lepp, R. Discrete approximation of Hammerstein integral equations with discontinuous kernels. - Numer. Funct. Anal. Optimiz., 1998, 19, 835-846. Lepp R. Discretization of regularized integral equations in L.- J. Inverse Ill-Posed Problems, 1997, 5, 4, 353-362 |
viimati muudetud: 22.09.2005
| Curriculum Vitae (CV) | ||
| 1. | First Name | Riho |
| 2. | Surname | Lepp |
| 3. | Institution | Institute of Cybernetics at Tallinn UT |
| 4. | Position | senior researcher |
| 5. | Date of birth | 23.01.1947 (day.month.year) |
| 6. | Education | Tartu State University, mathematics, 1970 |
| 7. | Research and professional experience |
1970-1972 Institute of Cybernetics, engineer and senior engineer 1972-1975 Institute of Cybernetics, postgraduate student 1976-1981 Institute of Cybernetics, junior researcher 1982- Institute of Cybernetics, senior researcher 1993-1994 Zürich Univesrity, postdoctoral fellow 1998-2002 TUT, professor |
| 8. | Academic degree | candidate of physics and mathematics |
| 9. | Dates and sites of earning the degrees |
Institute of Cybernetics of Ukranian Acad. Sci., 1981 |
| 10. | Honours/awards | |
| 11. | Research-administrative experience |
|
| 12. | Supervised dissertations | |
| 13. | Current research program | stochastic and determined programming, optimal control |
| 14. | Current grant funding | |
| 15. | List of most important publications |
Lepp, R. Approximation of the quantile minimization problem with decision rules. Optim. Methods Softw. 17 (2002), no. 3, 505-522. Lepp, R. Discrete approximation of extremum problems with chance constraints. Stochastic optimization techniques (Neubiberg/Munich, 2000), 21-33, Lecture Notes in Econom. and Math. Systems, 513, Springer, Berlin, 2002. Kibzun, A., Lepp, R. Discrete approximation in quantile problem of portfolio selection. Stochastic optimization: algorithms and applications (Gainesville, FL, 2000), 121-135, Appl. Optim., 54, Kluwer Acad. Publ., Dordrecht, 2001 Lepp, R. Approximation of extremum problems with probability functionals. In: Encyclopedia of Optimization. Kluwer, 2000. Lepp, R. Approximation of value-at-risk problems with decision rules. - In: Probabilistic Constrained Optimization. Methodology and Applications / Ed. S. P. Uryasev. Kluwer, 2000, 192-203 Lepp, R. Approximation of value-at-risk problems with decision rules. Probabilistic constrained optimization, 186-197, Nonconvex Optim. Appl., 49, Kluwer Acad. Publ., Dordrecht, 2000. Lepp, R. Extremum problems with probability functions: kernel-type solution methods. - In: Encyclopedia of Optimization. Kluwer, 2000 Lepp, R. Discrete approximation of Hammerstein integral equations with discontinuous kernels. - Numer. Funct. Anal. Optimiz., 1998, 19, 835-846. Lepp R. Discretization of regularized integral equations in L.- J. Inverse Ill-Posed Problems, 1997, 5, 4, 353-362 |
last updated: 22.09.2005
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