| Publication | Date of Publication | Type |
|---|
Ranking and contextual selection
Operations Research | 2025-11-11 | Paper |
Risk-averse multistage stochastic programs with expected conditional risk measures
Computers & Operations Research | 2025-05-26 | Paper |
Incorporating convex risk measures into multistage stochastic programming algorithms
Annals of Operations Research | 2025-05-20 | Paper |
Solving constrained consumption-investment problems by decomposition algorithms
European Journal of Operational Research | 2025-05-16 | Paper |
Stochastic decomposition for risk-averse two-stage stochastic linear programs
Journal of Global Optimization | 2025-01-20 | Paper |
A target-time-windows technique for project scheduling under uncertainty
European Journal of Operational Research | 2024-04-16 | Paper |
Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs
SIAM Journal on Optimization | 2023-09-06 | Paper |
What is the optimal cutoff surface for ore bodies with more than one mineral?
Operations Research Letters | 2022-03-11 | Paper |
Underground mine scheduling under uncertainty
European Journal of Operational Research | 2021-06-08 | Paper |
The effect of regularization in portfolio selection problems
Top | 2021-05-05 | Paper |
Partially observable multistage stochastic programming
Operations Research Letters | 2021-04-07 | Paper |
An ADMM algorithm for two-stage stochastic programming problems
Annals of Operations Research | 2020-05-11 | Paper |
An algorithm for binary linear chance-constrained problems using IIS
Computational Optimization and Applications | 2019-06-13 | Paper |
Can asset allocation limits determine portfolio risk-return profiles in DC pension schemes?
Insurance Mathematics & Economics | 2019-05-23 | Paper |
Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices
European Journal of Operational Research | 2018-10-30 | Paper |
The stochastic mitra-wan forestry model: risk neutral and risk averse cases
Journal of Economics | 2018-07-16 | Paper |
Scenario reduction for stochastic programs with conditional value-at-risk
Mathematical Programming. Series A. Series B | 2018-07-13 | Paper |
The optimal harvesting problem under price uncertainty: the risk averse case
Annals of Operations Research | 2017-12-15 | Paper |
Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
European Journal of Operational Research | 2016-10-07 | Paper |
Chance-constrained problems and rare events: an importance sampling approach
Mathematical Programming. Series A. Series B | 2016-06-06 | Paper |
The optimal harvesting problem under price uncertainty
Annals of Operations Research | 2015-01-22 | Paper |
A provisioning problem with stochastic payments
European Journal of Operational Research | 2012-12-29 | Paper |
| scientific article; zbMATH DE number 5837258 (Why is no real title available?) | 2011-01-15 | Paper |
Sample average approximation method for chance constrained programming: Theory and applications
Journal of Optimization Theory and Applications | 2009-11-04 | Paper |
Cournot equilibrium: modern techniques applied to an old problem
Journal of Interdisciplinary Mathematics | 2009-02-24 | Paper |
