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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
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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
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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
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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
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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