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
- Local Stability and Differentiability of the Mean-Conditional Value at Risk Model Defined on the Mixed-Integer Loss Functions2010 | Faculty of Mathematics and Physics
- Stability Analysis of Mean-CVaR Investment Model with Transaction Costs and Integer Allocations2009 | Faculty of Mathematics and Physics
- Qualitative stability of stochastic programs with third-degree stochastic dominance constraint induced by mixed-integer linear recourse2009 | Faculty of Mathematics and Physics
- Nonconvex stochastic programming problems - formulations, sample approximations and stabilityPublication without faculty affiliation
- Value at risk approach to producer's best response in an electricity market with uncertain demand2023 | Faculty of Mathematics and Physics
- Optimal Scheduling of Vehicle Loading/Unloading Operations in Depots2022 | Faculty of Mathematics and Physics
- Risk-aversion in data envelopment analysis models with diversification2021 | Faculty of Mathematics and Physics
- A shadow utility of portfolios efficient with respect to the second order stochastic dominance2021 | Faculty of Mathematics and Physics
- Solving joint chance constrained problems using regularization and Benders' decomposition2020 | Faculty of Mathematics and Physics
- 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
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