Alois Pichler

Available identifiers

zbMath Open pichler.aloisMaRDI QIDQ246506

List of research outcomes

Publication	Date of Publication	Type
Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures	2024-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q6083636	2023-12-08	Paper
https://portal.mardi4nfdi.de/entity/Q6137268	2023-09-01	Paper
Constrained Global Optimization by Smoothing	2023-08-16	Paper
Fast Approximation of Unbalanced Optimal Transport and Maximum Mean Discrepancies	2023-06-23	Paper
Nonequispaced fast Fourier transform boost for the Sinkhorn algorithm	2023-06-09	Paper
Portfolio reshaping under 1st order stochastic dominance constraints by the exact penalty function methods	2023-06-09	Paper
Expectiles In Risk Averse Stochastic Programming and Dynamic Optimization	2023-03-06	Paper
Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping	2022-09-19	Paper
Wasserstein Sensitivity of Risk and Uncertainty Propagation	2022-09-01	Paper
The nested Sinkhorn divergence to learn the nested distance	2022-07-15	Paper
Quantification of risk in classical models of finance	2022-04-05	Paper
Quantitative stability analysis for minimax distributionally robust risk optimization	2022-03-22	Paper
https://portal.mardi4nfdi.de/entity/Q5024957	2022-02-01	Paper
Mathematical Foundations of Distributionally Robust Multistage Optimization	2021-12-01	Paper
Uncertainty Analysis for Drift-Diffusion Equations	2021-05-13	Paper
Foundations of Multistage Stochastic Programming	2021-02-15	Paper
Nested Sinkhorn Divergence To Compute The Nested Distance	2021-02-10	Paper
Fundamental properties of process distances	2020-09-02	Paper
Martingale characterizations of risk-averse stochastic optimization problems	2020-06-15	Paper
Structural estimation of switching costs for peaking power plants	2020-05-26	Paper
Entropy based risk measures	2020-05-26	Paper
Discrete Approximation and Quantification in Distributionally Robust Optimization	2020-03-12	Paper
Fractional risk process in insurance	2020-02-21	Paper
Can commodities dominate stock and bond portfolios?	2020-01-20	Paper
Simultaneous identification of volatility and interest rate functions -- a two-parameter regularization approach	2019-08-30	Paper
Incorporating statistical model error into the calculation of acceptability prices of contingent claims	2019-04-24	Paper
Approximations for Probability Distributions and Stochastic Optimization Problems	2019-01-25	Paper
Geometry of the expected value set and the set-valued sample mean process	2019-01-16	Paper
Systemic risk and copula models	2018-10-05	Paper
On Banach spaces of vector-valued random variables and their duals motivated by risk measures	2018-10-02	Paper
Risk averse stochastic programming: time consistency and optimal stopping	2018-08-31	Paper
Premiums and reserves, adjusted by distortions	2018-07-10	Paper
Risk aversion in imperfect natural gas markets	2018-05-25	Paper
Stochastic short-term hydropower planning with inflow scenario trees	2018-05-25	Paper
An analytical study of norms and Banach spaces induced by the entropic value-at-risk	2017-12-29	Paper
A quantitative comparison of risk measures	2017-08-25	Paper
Time-inconsistent multistage stochastic programs: martingale bounds	2016-10-07	Paper
Nonlinear stochastic programming-with a case study in continuous switching	2016-10-07	Paper
From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties	2016-09-02	Paper
Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals	2016-05-19	Paper
Tree approximation for discrete time stochastic processes: a process distance approach	2016-03-09	Paper
Stochastic multi-objective optimization: a survey on non-scalarizing methods	2016-03-04	Paper
Insurance pricing under ambiguity	2016-01-22	Paper
Dynamic generation of scenario trees	2016-01-07	Paper
Minimal representation of insurance prices	2015-05-26	Paper
The natural Banach space for version independent risk measures	2015-01-28	Paper
Multistage Stochastic Optimization	2014-08-12	Paper
Evaluations of Risk Measures for Different Probability Measures	2013-06-27	Paper
On A Rapidly Converging Series For The Riemann Zeta Function	2012-12-14	Paper
Uniqueness of Kusuoka Representations	2012-10-26	Paper
A Distance For Multistage Stochastic Optimization Models	2012-08-22	Paper
Strategies To Evaluate The Riemann Zeta Function	2012-01-31	Paper
Anwartschaftsrenten	2007-10-30	Paper
Construction of life tables	1997-12-02	Paper

Research outcomes over time

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