Raimund M. Kovacevic

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!

Publication	Date of Publication	Type
An immuno-epidemiological model with waning immunity after infection or vaccination Journal of Mathematical Biology	2024-05-13	Paper
Optimal vaccination strategies using a distributed model applied to COVID-19 CEJOR. Central European Journal of Operations Research	2023-06-27	Paper
A distributed optimal control model applied to COVID-19 pandemic SIAM Journal on Control and Optimization	2022-05-03	Paper
Poverty traps and disaster insurance in a bi-level decision framework	2021-12-07	Paper
Arbitrage conditions for electricity markets with production and storage Computational Management Science	2019-11-27	Paper
Valuation and pricing of electricity delivery contracts: the producer's view Annals of Operations Research	2019-10-15	Paper
Optimal control and the value of information for a stochastic epidemiological SIS-model Journal of Mathematical Analysis and Applications	2019-05-10	Paper
Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment CEJOR. Central European Journal of Operations Research	2018-10-05	Paper
Tree approximation for discrete time stochastic processes: a process distance approach Annals of Operations Research	2016-03-09	Paper
Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches European Journal of Operational Research	2015-02-04	Paper
Medium-term planning for thermal electricity production OR Spectrum	2014-12-11	Paper
Are time consistent valuations information monotone? International Journal of Theoretical and Applied Finance	2014-04-25	Paper
Maximum-loss, minimum-win and the Esscher pricing principle IMA Journal of Management Mathematics	2012-10-29	Paper
Conditional risk and acceptability mappings as Banach-lattice valued mappings Statistics & Risk Modeling	2012-03-29	Paper
Time consistency and information monotonicity of multiperiod acceptability functionals	2010-01-13	Paper

Research outcomes over time

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