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Stochastic contagion models without immunity : their long term behaviour and the optimal level of treatment

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Arbitrage conditions for electricity markets with production and storage

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Valuation and pricing of electricity delivery contracts : the producer's view

Kovacevic, Raimund - 2019

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Connection between higher order measures of risk and stochastic dominance

Pichler, Alois - In: Computational management science 21 (2024) 2, pp. 1-28

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Medium-term planning for thermal electricity production

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Are time consistent valuations information monotone?

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Medium-term planning for thermal electricity production

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Control systems and mathematical methods in economics : essays in honor of Vladimir M. Veliov

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Guest editorial to the featured cluster "advances in stochastic optimization"

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Control Systems and Mathematical Methods in Economics : Essays in Honor of Vladimir M. Veliov

Feichtinger, Gustav (ed.); Kovacevic, Raimund (ed.); … - 2018

Since the days of Lev Pontryagin and his associates, the discipline of Optimal Control has enjoyed a tremendous upswing - not only in terms of its mathematical foundations, but also with regard to numerous fields of application, which have given rise to highly active research areas. Few...

Persistent link: https://www.econbiz.de/10012396761