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A quantitative comparison of risk measures
Pichler, Alois - 2017
Persistent link: https://www.econbiz.de/10011711755
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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
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Stochastic multi-objective optimization : a survey on non-scalarizing methods
Gutjahr, Walter J.; Pichler, Alois - In: ORP3 - Operations Research Peripatetic Postgraduate …, (pp. 475-499). 2016
Persistent link: https://www.econbiz.de/10011484244
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Discrete approximation and quantification in distributionally robust optimization
Liu, Yongchao; Pichler, Alois; Xu, Huifu - In: Mathematics of operations research 44 (2019) 1, pp. 19-37
Persistent link: https://www.econbiz.de/10012001051
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Stochastic short-term hydropower planning with inflow scenario trees
Séguin, Sara; Fleten, Stein-Erik; Côté, Pascal; … - In: European journal of operational research : EJOR 259 (2017) 3, pp. 1156-1168
Persistent link: https://www.econbiz.de/10011696343
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Nonlinear stochastic programming : with a case study in continuous switching
Pichler, Alois; Tomasgard, Asgeir - In: European journal of operational research : EJOR 252 (2016) 2, pp. 487-501
Persistent link: https://www.econbiz.de/10011457699
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Uncertainty, economics and optimization : recent developments
Gutjahr, Walter J. (ed.); Pichler, Alois (ed.) - 2019
Persistent link: https://www.econbiz.de/10012126666
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Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019) : discrete stochastic optimization in finance : editorial
Consigli, Giorgio; Kopa, Miloš; Pichler, Alois - In: Quantitative finance 22 (2022) 1, pp. 28-30
Persistent link: https://www.econbiz.de/10012872492
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Conditional distributionally robust functionals
Shapiro, Alexander; Pichler, Alois - In: Operations research 72 (2024) 6, pp. 2745-2757
Persistent link: https://www.econbiz.de/10015371558
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Risk-averse stochastic programming : time consistency and optimal stopping
Pichler, Alois; Liu, Rui Peng; Shapiro, Alexander - In: Operations research 70 (2022) 4, pp. 2439-2455
Persistent link: https://www.econbiz.de/10013366477