Classes
- Introduction to Optimisation +1NMFM204 | Faculty of Mathematics and Physics
- Computational Aspects of OptimisationNMEK436 | Faculty of Mathematics and Physics
- Colloquium of the Department of Probability and Mathematical StatisticsNMSA600 | Faculty of Mathematics and Physics
- Advanced Topics of the FieldNMSA603 | Faculty of Mathematics and Physics
- Introduction to Optimisation (M)NMSA936 | Faculty of Mathematics and Physics
Publications
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization2018 | Faculty of Mathematics and Physics
- DEA models equivalent to general Nth order stochastic dominance efficiency tests2016 | Faculty of Mathematics and Physics
- Optimization approaches to multiplicative tariff of rates estimation in non-life insurance2014 | Faculty of Mathematics and Physics
- Exact Penalization in Stochastic Programming - Calmness and Constraint Qualification2014 | Faculty of Mathematics and Physics
- Diversification-consistent data envelopment analysis with general deviation measures2013 | Faculty of Mathematics and Physics
- Diversification-consistent DEA-risk tests - solution techniques and an empirical comparison2013 | Faculty of Mathematics and Physics
- Stochastic programming problems with generalized integrated chance constraints2012 | Faculty of Mathematics and Physics
- Chance constrained problems: penalty reformulation and performance of sample approximation technique2012 | Faculty of Mathematics and Physics
- Underwriting risk control in non-life insurance via generalized linear models and stochastic programming2012 | Faculty of Mathematics and Physics
- Solving real-life portfolio problem using stochastic programming and Monte-Carlo techniques2010 | Faculty of Mathematics and Physics
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