| Publication | Date of Publication | Type |
|---|
| A Nash equilibrium based model of agents coordination through revenue sharing and applications to telecommunications | 2025-08-07 | Paper |
| How the market power of electricity suppliers and a carbon price together affect the restructured electricity markets | 2025-08-07 | Paper |
| Optimization of simulation models and other complex problems with stochastic gradient methods | 2025-08-07 | Paper |
Stochastic programming bilevel models for service provision with a balancing coordinator
IMA Journal of Management Mathematics | 2019-06-18 | Paper |
Models of the optimal resource allocation for the critical infrastructure protection
Cybernetics and Systems Analysis | 2019-01-17 | Paper |
Stochastic programming perspective on the agency problems under uncertainty
Lecture Notes in Economics and Mathematical Systems | 2018-11-30 | Paper |
Risk-balanced dimensioning and pricing of end-to-end differentiated services
European Journal of Operational Research | 2016-10-07 | Paper |
Mathematical modeling of distributed catastrophic and terrorist risks
Cybernetics and Systems Analysis | 2015-11-26 | Paper |
Stochastic optimization on social networks with application to service pricing
Computational Management Science | 2015-07-21 | Paper |
| Stochastic frequency assignment problem | 2014-05-19 | Paper |
Stochastic optimization for real time service capacity allocation under random service demand
Annals of Operations Research | 2013-01-15 | Paper |
Cost/risk balanced management of scarce resources using stochastic programming
European Journal of Operational Research | 2012-05-14 | Paper |
Knapsack problem with probability constraints
Journal of Global Optimization | 2011-03-14 | Paper |
On-line portfolio selection using stochastic programming
Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
Modeling financial reinsurance in the casualty insurance business via stochastic programming
Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
| Stochastic optimization in telecommunications | 2007-07-23 | Paper |
Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector
Annals of Operations Research | 2006-10-11 | Paper |
| SQG: software for solving stochastic programming problems with stochastic quasi-gradient methods | 2006-02-20 | Paper |
| scientific article; zbMATH DE number 5007572 (Why is no real title available?) | 2006-02-20 | Paper |
Optimal portfolio selection and dynamic benchmark tracking
European Journal of Operational Research | 2005-01-12 | Paper |
| Statutory regulation of casualty insurance companies: An example from Norway with stochastic programming analysis | 2002-05-14 | Paper |
An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules
Annals of Operations Research | 2001-06-14 | Paper |
Stochastic nonstationary optimization for finding universal portfolios
Annals of Operations Research | 2001-06-14 | Paper |
Stochastic optimization on Bayesian nets
European Journal of Operational Research | 2000-01-18 | Paper |
Stochastic optimization with structured distributions: The case of Bayesian nets
Annals of Operations Research | 1998-09-27 | Paper |
| scientific article; zbMATH DE number 1086913 (Why is no real title available?) | 1997-11-13 | Paper |
A statistical generalized programming algorithm for stochastic optimization problems
Annals of Operations Research | 1996-05-12 | Paper |
A stochastic optimization approach for robot scheduling
Annals of Operations Research | 1996-02-18 | Paper |
| scientific article; zbMATH DE number 764403 (Why is no real title available?) | 1995-11-23 | Paper |
| scientific article; zbMATH DE number 686923 (Why is no real title available?) | 1994-11-10 | Paper |
Guaranteed approximation of Markov chains with applications to multiplexer engineering in ATM networks
Annals of Operations Research | 1994-05-09 | Paper |
Sensitivity analysis and optimization of stochastic Petri nets
Discrete Event Dynamic Systems | 1993-08-17 | Paper |
Stochastic quasigradient methods for optimization of discrete event systems
Annals of Operations Research | 1993-05-16 | Paper |
Augmented infinitesimal perturbation analysis: An alternate explanation
Discrete Event Dynamic Systems | 1993-01-17 | Paper |
| scientific article; zbMATH DE number 4118164 (Why is no real title available?) | 1988-01-01 | Paper |
Linearization methods for optimization of functionals which depend on probability measures
Mathematical Programming Studies | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3980965 (Why is no real title available?) | 1986-01-01 | Paper |
Stochastic Optimization Problems with Incomplete Information on Distribution Functions
SIAM Journal on Control and Optimization | 1985-01-01 | Paper |
