Publications
- Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints2013 | Faculty of Mathematics and Physics
- Output analysis and stress testing for mean-variance efficient portfolios2012 | Faculty of Mathematics and Physics
- Melt Control: Charge Optimization via Stochastic Programming +12005 | Faculty of Mathematics and Physics
- Reflections on output analysis for multistage stochastic linear programs2004 | Faculty of Mathematics and Physics
- Portfolio optimization via stochastic programming: Methods of output analysis1999 | Faculty of Mathematics and Physics
- Reflections on robust optimization1998 | Faculty of Mathematics and Physics
- 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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