Martin Glanzer

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Guaranteed bounds for optimal stopping problems using kernel-based non-asymptotic uniform confidence bands
European Journal of Operational Research
2025-12-02Paper
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
Computational Management Science
2021-02-02Paper
Correction to: ``Distributionally robust optimization with multiple time scales: valuation of a thermal power plant''
Computational Management Science
2021-02-02Paper
Multiscale stochastic optimization: modeling aspects and scenario generation
Computational Optimization and Applications
2020-02-28Paper
Incorporating statistical model error into the calculation of acceptability prices of contingent claims
Mathematical Programming. Series A. Series B
2019-04-24Paper


Research outcomes over time


This page was built for person: Martin Glanzer