Publications
- Approximation and contamination bounds for probabilistic programs +12012 | Faculty of Mathematics and Physics
- Output analysis and stress testing for mean-variance efficient portfolios2012 | Faculty of Mathematics and Physics
- Notes on asymptotic properties of approximated stochastic programs2012 | Faculty of Mathematics and Physics
- Output analysis for approximated stochastic programs2001 | Faculty of Mathematics and Physics
- Stochastic programming: Approximation via scenarios1999 | Faculty of Mathematics and Physics
- Output analysis for approximated stochastic programsPublication without faculty affiliation
- SDDP for multistage stochastic programs: preprocessing via scenario reduction2017 | Faculty of Mathematics and Physics
- Structure of risk-averse multistage stochastic programs2015 | Faculty of Mathematics and Physics
- STRESS TESTING FOR RISK-AVERSE STOCHASTIC PROGRAMS2015 | Faculty of Mathematics and Physics
- A note on effect of errors in input parameters on mean-variance efficient portfolios2015 | Faculty of Mathematics and Physics
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