PUBLIKATIONEN

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. 2019.

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.

Glanzer, Martin ; Pflug, Georg. / Multiscale stochastic optimization: modeling aspects and scenario generation. in: Computational Optimization and Applications: an international journal. 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.

Geiersbach, Caroline ; Pflug, Georg. / Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces. in: SIAM Journal on Optimization. 2019.

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 ; Wollner, Winnifried. / A Stochastic Gradient Method with Mesh Refinement for PDE Constrained Optimization under Uncertainty. in: arXiv. 2019.

Pflug, Georg ; Guzmics, Sandor. / Modelling cascading effects for systemic risk: Properties of the Freund copula. in: Dependence Modeling. 2019 ; Band 7. S. 24-44.

Eckstein, Stephan ; Kupper, Michael ; Pohl, Mathias. / Robust risk aggregation with neural networks. in: arXiv. 2019 ; Nr. 1811.00304.

Hochrainer-Stigler, Stefan ; Pflug, Georg ; Dieckmann, Ulf ; Rovenskaya, Elena ; Thurner, Stefan ; Poledna, Sebastian ; Boza, Gergely ; Linnerooth-Bayer, Joanne ; Brännström, Ake. / Integrating Systemic Risk and Risk Analysis Using Copulas. in: International Journal of Disaster Risk Science. 2018 ; Band 9, Nr. 4. S. 561-567.

Pflug, Georg ; Pohl, Mathias. / A review on ambiguity in stochastic portfolio optimization. in: Set-Valued and Variational Analysis. 2018 ; Band 26, Nr. 4. S. 733-757.

Pflug, Georg ; Maggioni, Francesca. / Guaranteed Bounds for General Non-Discrete Multistage Risk-Averse Stochastic Optimization Programs. in: SIAM Journal on Optimization. 2018 ; Band 29, Nr. 1. S. 454-483.

Pohl, Mathias ; Ristig, Alexander ; Schachermayer, Walter ; Tangpi Ndounkeu, Ludovic. / Theoretical and empirical analysis of trading activity. in: Mathematical Programming. 2018.

Pohl, Mathias ; Ristig, Alexander ; Schachermayer, Walter ; Tangpi, Ludovic. / The amazing power of dimensional analysis : Quantifying market impact. in: Market Microstructure and Liquidity. 2018 ; Band 3, Nr. 3&4.

Scarinci, T. ; Veliov, V. M. / Higher-order numerical scheme for linear quadratic problems with bang–bang controls. in: Computational Optimization and Applications. 2018 ; Band 69, Nr. 2. S. 403–422.

Albano, Paolo ; Cannarsa, Piermarco ; Scarinci, Teresa. / Sur la régularité partielle des solutions de l'équation eikonale sous-elliptique. in: Comptes Rendus Mathematique. 2018 ; Band 356, Nr. 2. S. 172-176.

Bomze, Immanuel ; Dörner, Karl Franz ; Hartl, Richard ; Leopold-Wildburger, Ulrike ; Pflug, Georg ; Rauner, Marion ; Stummer, Christian ; Tragler, Gernot ; Wakolbinger, Tina. / Emerging and innovative OR applications: a special issue in honor of Walter J. Gutjahr. in: Central European Journal of Operations Research. 2018 ; Band 26, Nr. 2. S. 259 - 263.

Pietrus, Alain ; Scarinci, Teresa ; Veliov, Vladimir. / High Order Discrete Approximations to Mayer's Problems for Linear Systems. in: SIAM Journal on Control and Optimization. 2018 ; Band 56, Nr. 1. S. 102-119.

Albano, Paolo ; Cannarsa, Piermarco ; Scarinci, Teresa. / Partial regularity for solutions to subelliptic eikonal equations. in: Comptes Rendus Mathematique. 2018 ; Band 356, Nr. 2. S. 172-176.

Albano, Paolo ; Cannarsa, Piermarco ; Scarinci, Teresa. / Regularity results for the minimum time function with Hörmander vector fields. in: Journal of Differential Equations. 2018 ; Band 264, Nr. 5.