| Publication | Date of Publication | Type |
|---|
A Lagrangian relaxation algorithm for stochastic fixed interval scheduling problem with non-identical machines and job classes
Computers & Operations Research | 2024-06-06 | Paper |
Value at risk approach to producer's best response in an electricity market with uncertain demand
Optimization | 2023-11-06 | Paper |
Solving joint chance constrained problems using regularization and Benders' decomposition
Annals of Operations Research | 2021-01-06 | Paper |
| Machine learning approach to chance-constrained problems: An algorithm based on the stochastic gradient descent | 2019-05-27 | Paper |
| Special issue: mathematical methods in economy and industry 2017. | 2019-03-01 | Paper |
Machine learning approach to chance-constrained problems: An algorithm based on the stochastic gradient descent
(available as arXiv preprint) | 2019-01-01 | Paper |
Flow-based formulations for operational fixed interval scheduling problems with random delays
Computational Management Science | 2018-10-10 | Paper |
DEA models equivalent to general $N$th order stochastic dominance efficiency tests
Operations Research Letters | 2018-10-01 | Paper |
Distributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing times
Computers & Operations Research | 2018-07-12 | Paper |
Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
Computational Optimization and Applications | 2018-06-13 | Paper |
Downstream logistics optimization at EWOS Norway
Mathematics for Application | 2018-03-29 | Paper |
Nonlinear chance constrained problems: optimality conditions, regularization and solvers
Journal of Optimization Theory and Applications | 2016-08-31 | Paper |
On relations between DEA-risk models and stochastic dominance efficiency tests
CEJOR. Central European Journal of Operations Research | 2016-06-29 | Paper |
Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour
4OR | 2016-03-29 | Paper |
Exact penalization in stochastic programming -- calmness and constraint qualification
Advances in Decision Sciences | 2015-03-11 | Paper |
Optimization approaches to multiplicative tariff of rates estimation in non-life insurance
Asia-Pacific Journal of Operational Research | 2014-11-24 | Paper |
Diversification-consistent data envelopment analysis with general deviation measures
European Journal of Operational Research | 2014-07-27 | Paper |
Reformulations of input-output oriented DEA tests with diversification
Operations Research Letters | 2014-05-15 | Paper |
Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints
Optimization Letters | 2014-04-30 | Paper |
On relations between chance constrained and penalty function problems under discrete distributions
Mathematical Methods of Operations Research | 2013-08-02 | Paper |
Approximation and contamination bounds for probabilistic programs
Annals of Operations Research | 2013-01-15 | Paper |
Stochastic programming problems with generalized integrated chance constraints
Optimization | 2012-10-19 | Paper |
Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
Operations Research Letters | 2012-08-17 | Paper |
Chance constrained problems: penalty reformulation and performance of sample approximation technique
Kybernetika | 2012-06-26 | Paper |
Chance constrained problems: penalty reformulation and performance of sample approximation technique
Kybernetika | 2012-06-26 | Paper |
| Local stability and differentiability of the mean-conditional value at risk model defined on the mixed-integer loss functions | 2010-08-20 | Paper |
| Local stability and differentiability of the mean-conditional value at risk model defined on the mixed-integer loss functions | 2010-08-20 | Paper |
