Publications
- Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints2013 | Faculty of Mathematics and Physics
- Approximation and contamination bounds for probabilistic programs +12012 | Faculty of Mathematics and Physics
- Robustness in stochastic programs with risk constraints2012 | Faculty of Mathematics and Physics
- Notes on asymptotic properties of approximated stochastic programs2012 | Faculty of Mathematics and Physics
- Uncertainties in minimax stochastic programs2011 | Faculty of Mathematics and Physics
- Bond portfolio management via stochastic programming +12006 | Faculty of Mathematics and Physics
- Melt Control: Charge Optimization via Stochastic Programming +12005 | Faculty of Mathematics and Physics
- Bond portfolio management via stochastic programming: Computational results on scenario tree reduction, construction and contamination2004 | Faculty of Mathematics and Physics
- Scenario reduction in stochastic programming: An approach using probability metrics2003 | Faculty of Mathematics and Physics
- Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study2001 | Faculty of Mathematics and Physics
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