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Kusuoka representation of higher order dual risk measures
Dentcheva, Darinka; Penev, Spiridon; Ruszczyński, … - 2010
Persistent link: https://www.econbiz.de/10008760335
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Two-stage portfolio optimization with higher-order conditional measures of risk
Gülten, Sıtkı; Ruszczyński, Andrzej P. - 2015
Persistent link: https://www.econbiz.de/10011284408
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Risk filtering and risk-averse control of Markovian systems subject to model uncertainty
Bielecki, Tomasz R.; Cialenco, Igor; Ruszczyński, … - In: Mathematical methods of operations research : ZOR 98 (2023) 2, pp. 231-268
Persistent link: https://www.econbiz.de/10014423851
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Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
Mahmutoğulları, Ali İrfan; Çavuş, Özlem; Aktürk, … - In: European journal of operational research : EJOR 266 (2018) 2, pp. 595-608
Persistent link: https://www.econbiz.de/10011811837
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Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad; Çavuş, Özlem - In: European journal of operational research : EJOR 312 (2024) 2, pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
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Shelter site location under multi-hazard scenarios
Ozbay, Eren; Çavuş, Özlem; Kara, Bahar Y. - In: Computers & operations research : and their … 106 (2019), pp. 102-118
Persistent link: https://www.econbiz.de/10012014374
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A risk-averse approach for the planning of a hybrid energy system with conventional hydropower
Çavuş, Özlem; Kocaman, Ayse Selin; Yılmaz, Özlem - In: Computers & operations research : and their … 126 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012425904
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A risk measure for income processes
Pflug, Georg Ch.; Ruszczyński, Andrzej - In: Risk measures for the 21st century, (pp. 249-269). 2004
Persistent link: https://www.econbiz.de/10002081543