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~source:"econis"
~subject:"Correlation"
~subject:"Decision under uncertainty"
~subject:"Mathematische Optimierung"
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Decision under uncertainty
Mathematische Optimierung
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Pflug, Georg
24
Boreiko, D. V.
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Pichler, Alois
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Wozabal, David
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Ackooij, Wim van
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Analui, Bita
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Hung, Mao-Wei
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Kilianová, Soňa
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Maggioni, Francesca
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Maier, Sebastian
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Pflug, Georg Ch.
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5
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2
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2
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
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Czechoslovak journal for operations research : CSJOR
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Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
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Modelling and decisions in economics : essays in honor of Franz Ferschl ; with 31 tables
1
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1
Multistage stochastic decision problems : approximation by recursive structures and ambiguity modeling
Pflug, Georg
- In:
European journal of operational research : EJOR
306
(
2023
)
3
,
pp. 1027-1039
Persistent link: https://www.econbiz.de/10014279689
Saved in:
2
Two-stage stochastic standard quadratic optimization
Bomze, Immanuel M.
;
Gabl, Markus
;
Maggioni, Francesca
; …
- In:
European journal of operational research : EJOR
299
(
2022
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10013206946
Saved in:
3
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian
;
Pflug, Georg
;
Polak, John W.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
Saved in:
4
Distributionally robust optimization with multiple time scales : valuation of a thermal power plant
Ackooij, Wim van
;
Escobar, Debora Daniela
;
Glanzer, Martin
- In:
Computational management science
17
(
2020
)
3
,
pp. 357-385
Persistent link: https://www.econbiz.de/10012308484
Saved in:
5
Optimal XL-insurance under Wasserstein-type ambiguity
Birghila, Corina
;
Pflug, Georg
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 30-43
Persistent link: https://www.econbiz.de/10012105357
Saved in:
6
Numerical modeling of dependent credit rating transitions with asynchronously moving industries
Boreiko, D. V.
;
Kaniovski, Yuri M.
;
Pflug, Georg
- In:
Computational economics
49
(
2017
)
3
,
pp. 499-516
Persistent link: https://www.econbiz.de/10011762130
Saved in:
7
Incorporating model uncertainty into optimal insurance contract design
Pflug, Georg
;
Hung, Mao-Wei
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 68-74
Persistent link: https://www.econbiz.de/10011702048
Saved in:
8
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
9
Modeling dependent credit rating transitions : a comparison of coupling schemes and empirical evidence
Boreiko, D. V.
;
Kaniovski, Yuri M.
;
Pflug, Georg
- In:
Central European journal of operations research : CEJOR …
24
(
2016
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10011694781
Saved in:
10
Electricity swing option pricing by stochastic bilevel optimization : a survey and new approaches
Kovacevic, Raimund
;
Pflug, Georg
- In:
European journal of operational research : EJOR
237
(
2014
)
2
,
pp. 389-403
Persistent link: https://www.econbiz.de/10010380026
Saved in:
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