Classes
- Computational Aspects of OptimisationNMEK436 | Faculty of Mathematics and Physics
- Introduction to Optimisation +1NMFM204 | 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
- Nonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers2016 | Faculty of Mathematics and Physics
- A chance constrained investment problem with portfolio variance and skewness criteria - solution technique based on the Successive Iterative Regularization2016 | Faculty of Mathematics and Physics
- Optimization approaches to multiplicative tariff of rates estimation in non-life insurance2014 | Faculty of Mathematics and Physics
- On relations between chance constrained and penalty function problems under discrete distributions2013 | Faculty of Mathematics and Physics
- Stochastic programming problems with generalized integrated chance constraints2012 | Faculty of Mathematics and Physics
- DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices2012 | Faculty of Mathematics and Physics
- Chance constrained problems: penalty reformulation and performance of sample approximation technique2012 | Faculty of Mathematics and Physics
- From stochastic dominance to DEA-risk models: portfolio efficiency analysis2012 | Faculty of Mathematics and Physics
- Local Stability and Differentiability of the Mean-Conditional Value at Risk Model Defined on the Mixed-Integer Loss Functions2010 | 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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