Dipl.-Ing. Martin Glanzer

PRAE DOC UNIVERSITY ASSISTANT

Institut für Statistik und Operations Research
Fakultät für Wirtschaftswissenschaften
Universität Wien
Büro 6.341
Oskar-Morgenstern-Platz 1
1090 Wien, Austria

martin.glanzer@univie.ac.at
+43 1 4277 38639
Persönliche Website

Sprechstunde:
nach Vereinbarung / upon request

CURRICULUM VITAE

LEHRVERANSTALTUNGEN

FORSCHUNGSSCHWERPUNKTE

Stochastic optimization
Quantitative Finance

PUBLIKATIONEN

Pflug, G, Glanzer, M & Maier, S 2025, 'Guaranteed bounds for optimal stopping problems using kernel-based non-asymptotic uniform confidence bands', European Journal of Operational Research, Jg. 327, Nr. 1, S. 162-173. https://doi.org/10.1016/j.ejor.2025.05.028

van Ackooij, W, Escobar Luna-Barrera, DD, Glanzer, M & Pflug, G 2020, 'Distributionally robust optimization with multiple time scales: valuation of a thermal power plant', Computational Management Science, Jg. 17, Nr. 3, S. 357–385. https://doi.org/10.1007/s10287-019-00358-0

Glanzer, M & Pflug, G 2020, 'Multiscale stochastic optimization: modeling aspects and scenario generation', Computational Optimization and Applications: an international journal, Jg. 75, Nr. 1, S. 1-34. https://doi.org/10.1007/s10589-019-00135-4

Glanzer, M, Pflug, G & Pichler, A 2019, 'Incorporating statistical model error into the calculation of acceptability prices of contingent claims', Mathematical Programming, Jg. 174, Nr. 1-2, S. 499-524. https://doi.org/10.1007/s10107-018-1352-7