PUBLIKATIONEN

Zeige Ergebnisse 1 - 25 von 128
Pflug, Georg. / Dependence Structures in Modeling Distaster Dynamics. Proceedings Dynamics of Disasters (DOD 2024). Springer, 2025. (Springer Optimization and Its Applications).
Pflug, Georg ; Glanzer, Martin ; Maier, Sebastian. / Guaranteed bounds for optimal stopping problems using kernel-based non-asymptotic uniform confidence bands. in: European Journal of Operational Research. 2025.
Pflug, Georg ; Norkin, Vladimir. / On the calculation of figures similarity measures by nonsmooth global optimization. Theory, Algorithms and Experiments in Applied Optimization; In Honor of Panos M. Pardalos 70th birthday. Hrsg. / D Goldengorin. Band SOIA 225 Springer, 2025. (Springer Optimization and Its Applications, Band 225).
Pflug, Georg ; Maggioni, Francesca ; Dabbene, Fabrizio. / Sampling methods for multistage robust optimization problems : Zufallsbasierte robuste mehrperioden Optimierung. in: Annals of Operations Research. 2025.
Pflug, Georg ; Chapagain, Dipesh ; Mechler, Reinhard et al. / Understanding the role of climate change in disaster mortality. in: Climate Risk Management. 2025 ; Band 46, Nr. 100669.
Pflug, Georg ; Lagutov, Viktor ; Kiparisov, Pavel. / Quantification of Loss of Access to Critical Services during Floods in Greater Jakarta: Integrating Social, Geospatial and Network Perspectives. in: Remote Sensing. 2023 ; Band 15, Nr. 21.
Pflug, Georg. / Multistage stochastic decision problems: Approximation by recursive structures and ambiguity modeling. in: European Journal of Operational Research. 2023 ; Band 306, Nr. 3. S. 1027-1039.
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. 2022 ; Band 42, Nr. 12. S. 2639-2655.
Bomze, Immanuel ; Gabl, Markus ; Maggioni, Francesca et al. / Two-stage stochastic standard quadratic optimization. in: European Journal of Operational Research. 2022 ; Band 299, Nr. 1. S. 21-34.
Geiersbach, Caroline ; Scarinci, Teresa. / Stochastic Proximal Gradient Methods for Nonconvex Problems in Hilbert Spaces. in: Computational Optimization and Applications: an international journal. 2021 ; Band 78, Nr. 3. S. 705-740.
Pflug, Georg ; Hochrainer, Stefan ; Canedo Rosso, Claudia et al. / 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 et al. / 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 et al. / Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. in: Computational Management Science. 2020 ; Band 17, Nr. 3. 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.
Escobar, Debora Daniela ; Pflug, Georg. / The distortion principle for insurance pricing: properties, identification and robustness. in: Annals of Operations Research. 2020 ; Band 292, Nr. 10. S. 771-794.
Pflug, Georg ; Maier, Sebastian ; Polak, John W. / Valuing Portfolios of Interdependent Real Options under Exogenous and Endogenous Uncertainties. in: European Journal of Operational Research. 2020 ; Band 285, Nr. 1. S. 133-147.
Pohl, Mathias ; Ristig, Alexander ; Schachermayer, Walter et al. / Theoretical and empirical analysis of trading activity. in: Mathematical Programming. 2020 ; Band 181, Nr. 2. S. 405–434.
Reschenhofer, Erhard ; Mangat, Manveer ; Zwatz, Christian et al. / Evaluation of current research on stock return predictability. in: Journal of Forecasting. 2020 ; Band 39 , Nr. 2. S. 334-351.
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.
Glanzer, Martin ; Pflug, Georg. / Multiscale stochastic optimization: modeling aspects and scenario generation. in: Computational Optimization and Applications: an international journal. 2020 ; Band 75, Nr. 1. 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.
Hochrainer, Stefan ; Pflug, Georg ; Colon, Célian et al. / Measuring, modeling and managing systemic risk: The missing aspect of human agency. in: Journal of Risk Research. 2020 ; Band 23, Nr. 10. S. 1301-1317.
Birghila, Corina ; Pflug, Georg. / Optimal XL-insurance under Wasserstein-type ambiguity. in: Insurance: Mathematics and Economics. 2019 ; Band 88. S. 30-43.
Zeige Ergebnisse 1 - 25 von 128
Nach oben