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~subject:"Mathematische Optimierung"
~subject:"Decision under uncertainty"
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Search: person:"Pflug, Georg Ch"
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Mathematische Optimierung
Decision under uncertainty
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11
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Pflug, Georg
22
Pichler, Alois
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Analui, Bita
1
Birghila, Corina
1
Bomze, Immanuel M.
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Hung, Mao-Wei
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1
Pflug, Georg Ch.
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5
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3
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2
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2
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Czechoslovak journal for operations research : CSJOR
1
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.)
1
Journal of banking & finance
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
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Modelling and decisions in economics : essays in honor of Franz Ferschl ; with 31 tables
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ECONIS (ZBW)
22
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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
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:
7
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:
8
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:
9
On distributionally robust multiperiod stochastic optimization
Analui, Bita
;
Pflug, Georg
- In:
Computational Management Science : CMS
11
(
2014
)
3
,
pp. 197-220
Persistent link: https://www.econbiz.de/10010385634
Saved in:
10
Modeling, measuring and managing risk
Pflug, Georg Ch.
;
Römisch, Werner
-
2007
Persistent link: https://www.econbiz.de/10003466993
Saved in:
1
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