Bomze, Immanuel ; Gabl, Markus ; Maggioni, Francesca ; Pflug, Georg. / Two-stage stochastic standard quadratic optimization. in: European Journal of Operational Research. 2022 ; Band 299, Nr. 1. S. 21-34.
Pflug, Georg. / Multistage stochastic decision problems: Approximation by recursive structures and ambiguity modeling. in: European Journal of Operational Research. 2022.
Pflug, Georg ; Hochrainer, Stefan ; Birghila, Corina. / Risk-layering and Optimal Insurance Uptake under Ambiguity : With an application to farmers exposed to drought risk in Austria. in: Risk Analysis: an international journal. 2022.
Pflug, Georg ; Hochrainer, Stefan ; Canedo Rosso, Claudia ; Berndtsson, Ronny ; Condori, Bruno. / Drought impact in the Bolivian Altiplano agriculture associated with El Niño Southern Oscillation using satellite imagery data. in: Natural Hazards and Earth System Sciences. 2021 ; Band 21, Nr. 3. S. 995-1010.
Liu, Huan ; Tatano, Hirokazu ; Pflug, Georg ; Hochrainer, Stefan. / Post-disaster Recovery in Industrial Sectors: A Markov Process Analysis of Multiple Lifeline Disruptions. in: Reliability Engineering and System Safety. 2021 ; Band 206.
Geiersbach, Caroline ; Loayza-Romero, Estefania ; Welker, Kathrin. / Stochastic approximation for optimization in shape spaces. in: SIAM Journal on Optimization. 2021 ; Band 31, Nr. 1. S. 348-376.
van Ackooij, Wim ; Escobar Luna-Barrera, Debora Daniela ; Glanzer, Martin ; Pflug, Georg. / Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. in: Computational Management Science. 2020 ; Band 17. S. 357–385.
Eckstein, Stephan ; Kupper, Michael ; Pohl, Mathias. / Robust risk aggregation with neural networks. in: Mathematical Finance: an international journal of mathematics, statistics and financial economics. 2020 ; Band 30, Nr. 4. S. 1229-1272.
Pflug, Georg ; Pichler, Alois ; Kirui, Kipngeno Benard . / ScenTrees.jl: A Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Programming. in: Journal of Open Source Software. 2020 ; Band 5, Nr. 46.
Geiersbach, Caroline ; Scarinci, Teresa. / Stochastic Proximal Gradient Methods for Nonconvex Problems in Hilbert Spaces. arXiv.org, 2020.
Glanzer, Martin ; Pflug, Georg. / Multiscale stochastic optimization: modeling aspects and scenario generation. in: Computational Optimization and Applications: an international journal. 2020 ; Nr. 75. S. 1-34.
Geiersbach, Caroline ; Wollner, Winnifried. / A Stochastic Gradient Method with Mesh Refinement for PDE Constrained Optimization under Uncertainty. in: SIAM Journal on Scientific Computing. 2020 ; Band 42, Nr. 5. S. A2750–A2772.
Pflug, Georg ; Kaniovski, Yuriy ; Kaniovskyi, Yuriy. / Analysis of credit-rating migrations with genetic algorithms. in: International Journal of Bio-Inspired Computation. 2020 ; Band 16, Nr. 4. S. 264-274.
Reschenhofer, Erhard ; Mangat, Manveer ; Zwatz, Christian ; Guzmics, Sandor. / Evaluation of current research on stock return predictability. in: Journal of Forecasting. 2020 ; Band 39 , Nr. 2. S. 334-351.
Pohl, Mathias ; Ristig, Alexander ; Schachermayer, Walter ; Tangpi Ndounkeu, Ludovic. / Theoretical and empirical analysis of trading activity. in: Mathematical Programming. 2020 ; Band 181. S. 405–434.
Hochrainer, Stefan ; Pflug, Georg ; Colon, Célian ; Poledna, Sebastian ; Boza, Gergely ; Linnerooth-Bayer, Joanne ; Brännström, Ake. / Measuring, modeling and managing systemic risk: The missing aspect of human agency. in: Journal of Risk Research. 2019.
Cooper, Matthew W. ; Brown, Molly E. ; Hochrainer-Stigler, Stefan ; Pflug, Georg ; McCallum, Ian ; Fritz, Steffen ; Silva, Julie ; Zvoleff, Alexander. / Mapping the effects of drought on child stunting. in: Proceedings of the National Academy of Sciences of the United States of America (PNAS). 2019 ; Band 116, Nr. 35. S. 17219-17224.
Preininger, J. ; Scarinci, T. ; Veliov, V. M. / Metric Regularity Properties in Bang-Bang Type Linear-Quadratic Optimal Control Problems. in: Set-Valued and Variational Analysis. 2019 ; Band 27, Nr. 2. S. 381-404.
Glanzer, Martin ; Pflug, Georg ; Pichler, Alois. / Incorporating statistical model error into the calculation of acceptability prices of contingent claims. in: Mathematical Programming. 2019 ; Band 174, Nr. 1. S. 499-524.
Geiersbach, Caroline ; Welker, Kathrin ; Loayza, Estefania. / Computational Aspects for Interface Identification Problems with Stochastic Modelling. TBD. 2019.
Pflug, Georg ; Maggioni, Francesca. / Guaranteed Bounds for General Non-Discrete Multistage Risk-Averse Stochastic Optimization Programs. in: SIAM Journal on Optimization. 2019 ; Band 29, Nr. 1. S. 454-483.
Guzmics, Sandor ; Pflug, Georg. / Modelling cascading effects for systemic risk: Properties of the Freund copula. in: Dependence Modeling. 2019 ; Band 7, Nr. 1. S. 24-44.
Birghila, Corina ; Pflug, Georg. / Optimal XL-insurance under Wasserstein-type ambiguity. in: Insurance: Mathematics and Economics. 2019 ; Band 88. S. 30-43.
Geiersbach, Caroline ; Pflug, Georg. / Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces. in: SIAM Journal on Optimization. 2019 ; Band 29, Nr. 3. S. 2079–2099.
Birghila, Corina ; Engelke, Sebastian. / Robust bounds for tail index. 2019.
