PUBLIKATIONEN

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.

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.

Hochrainer-Stigler, Stefan ; Pflug, Georg ; Dieckmann, Ulf et al. / 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 ; Pichler, Alois. / Systemic risk and copula models. in: Central European Journal of Operations Research. 2018 ; Band 26, Nr. 2. S. 465-483.

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. S. 3312-3335.

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.

Preininger, J. ; Scarinci, T. ; Veliov, V. M. / On the regularity of linear-quadratic optimal control problems with Bang-Bang solutions. Large-Scale Scientific Computing - 11th International Conference, LSSC 2017, Revised Selected Papers. Hrsg. / Ivan Lirkov ; Svetozar Margenov. Springer, 2018. S. 237-245 (Lecture Notes in Computer Science, Band 10665 LNCS).

Bomze, Immanuel ; Dörner, Karl Franz ; Hartl, Richard et al. / 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.

Birghila, Corina ; Pflug, Georg ; Hochrainer-Stigler, Stefan. / Risk layering under ambiguity: an application to farmers exposed to drought risk. 2018.

Boreiko, Dmitri ; Kaniovski, Serguei ; Kaniovski, Yuriy et al. / Identification of hidden Markov chains governing dependent credit-rating migrations. in: Communications in Statistics - Theory and Methods . 2017 ; Band 48, Nr. 1. S. 75-87 .

Boreiko, Dmitri ; Kaniovski, Serguei ; Kaniovski, Yuriy et al. / Traces of business cycles in credit-rating migrations. in: PLoS ONE. 2017 ; Band 12, Nr. 4.

Boreiko, Dmitri ; Kaniovski, Yuriy ; Pflug, Georg. / Numerical Modeling of Dependent Credit Rating Transitions with Asynchronously Moving Industries. in: Computational Economics. 2017 ; Band 49, Nr. 3. S. 499-516.

Pflug, Georg ; Timonina, Anna ; Hochrainer, Stefan. / Incorporating model uncertainty into optimal insurance contract design. in: Insurance: Mathematics and Economics. 2017 ; Band 73. S. 68-74.

Pflug, Georg ; Gaupp, Franziska ; Hochrainer, Stefan et al. / Dependency of Crop Production between Global Breadbaskets. in: Risk Analysis. 2017 ; Band 37, Nr. 11. S. 2212-2228.

Dörner, Karl F. (Herausgeber*in) ; Ljubic, Ivana (Herausgeber*in) ; Pflug, Georg (Herausgeber*in) et al. / Operations Research Proceedings 2015 : Selected Papers of the International Conference of the German, Austrian and Swiss Operations Research Societies (GOR, ÖGOR, SVOR/ASRO), University of Vienna, Austria, September 1-4, 2015. 1. Aufl. Cham : Springer, 2017. 721 S. (Operations Research Proceedings).

Aronna, Maria Soledad ; Tonon, Daniela ; Boccia, Andrea et al. / Optimality conditions (In Pontryagin form). in: Lecture Notes in Mathematics. 2017 ; Band 2180. S. 1-125.

Pohl, Mathias ; Ristig, Alexander ; Schachermayer, Walter et al. / The amazing power of dimensional analysis : Quantifying market impact. in: Market Microstructure and Liquidity. 2017 ; Band 3, Nr. 3&4.

Pflug, Georg ; Boreiko, Dmitri ; Kaniovskyi, Yuriy. / Modeling Dependent Credit Rating Transitions: A Comparison of Coupling Schemes and Empirical Evidence. in: Central European Journal of Operations Research. 2016 ; Band 24, Nr. 4. S. 989-1007.

Gross, Peter ; Pflug, Georg. / Behavioral pricing of energy swing options by stochastic bilevel optimization. in: Energy Systems. 2016 ; Band 7, Nr. 4. S. 637–662.

Pflug, Georg ; Pichler, Alois. / Time Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals. in: Mathematics of Operations Research. 2016 ; Band 41, Nr. 2. S. 682-699.

Heidergott, Bernd ; Haralambie, Leahu ; Löpker, Andreas et al. / PERTURBATION ANALYSIS OF INHOMOGENEOUS FINITE MARKOV CHAINS. in: Advances of Applied Probability. 2016 ; Band 48, Nr. 1. S. 255-273.