دنبال کردن
Alois Pichler
Alois Pichler
TU Chemnitz
ایمیل تأیید شده در math.tu-chemnitz.de - صفحهٔ اصلی
عنوان
نقل شده توسط
نقل شده توسط
سال
Multistage stochastic optimization‏
GC Pflug, A Pichler‏
Springer International Publishing, 2014‏
3822014
The 1/N investment strategy is optimal under high model ambiguity‏
GC Pflug, A Pichler, D Wozabal‏
Journal of Banking & Finance 36 (2), 410-417, 2012‏
2632012
A distance for multistage stochastic optimization models‏
GC Pflug, A Pichler‏
SIAM Journal on Optimization 22 (1), 1-23, 2012‏
2062012
Stochastic multi-objective optimization: a survey on non-scalarizing methods‏
WJ Gutjahr, A Pichler‏
Annals of Operations Research 236, 475-499, 2016‏
1872016
Dynamic generation of scenario trees‏
GC Pflug, A Pichler‏
Computational Optimization and Applications 62, 641-668, 2015‏
1172015
Approximations for probability distributions and stochastic optimization problems‏
GC Pflug, A Pichler‏
Stochastic optimization methods in finance and energy: New financial …, 2011‏
1002011
Stochastic short-term hydropower planning with inflow scenario trees‏
S Séguin, SE Fleten, P Côté, A Pichler, C Audet‏
European Journal of Operational Research 259 (3), 1156-1168, 2017‏
902017
Time-consistent decisions and temporal decomposition of coherent risk functionals‏
GC Pflug, A Pichler‏
Mathematics of Operations Research 41 (2), 682-699, 2016‏
862016
From empirical observations to tree models for stochastic optimization: convergence properties‏
GC Pflug, A Pichler‏
SIAM Journal on Optimization 26 (3), 1715-1740, 2016‏
712016
The natural Banach space for version independent risk measures‏
A Pichler‏
Insurance: Mathematics and Economics 53 (2), 405-415, 2013‏
702013
Time-inconsistent multistage stochastic programs: Martingale bounds‏
GC Pflug, A Pichler‏
European Journal of Operational Research 249 (1), 155-163, 2016‏
66*2016
Evaluations of risk measures for different probability measures‏
A Pichler‏
SIAM Journal on Optimization 23 (1), 530-551, 2013‏
532013
Quantitative stability analysis for minimax distributionally robust risk optimization‏
A Pichler, H Xu‏
Mathematical Programming 191 (1), 47-77, 2022‏
502022
Entropy based risk measures‏
A Pichler, R Schlotter‏
European Journal of Operational Research 285 (1), 223-236, 2020‏
492020
Tree approximation for discrete time stochastic processes: a process distance approach‏
RM Kovacevic, A Pichler‏
Annals of operations research 235 (1), 395-421, 2015‏
432015
A quantitative comparison of risk measures‏
A Pichler‏
Annals of Operations Research 254, 251-275, 2017‏
382017
Minimal representation of insurance prices (Uniqueness of Kusuoka representations)‏
A Pichler, A Shapiro‏
Insurance: Mathematics and Economics, 2015 62, 184–193, 2012‏
36*2012
Discrete approximation and quantification in distributionally robust optimization‏
Y Liu, A Pichler, H Xu‏
Mathematics of Operations Research 44 (1), 19-37, 2019‏
352019
Premiums and reserves, adjusted by distortions‏
A Pichler‏
Scandinavian Actuarial Journal 2015 (4), 332-351, 2015‏
332015
Mathematical foundations of distributionally robust multistage optimization‏
A Pichler, A Shapiro‏
SIAM Journal on Optimization 31 (4), 3044-3067, 2021‏
322021
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مقاله‌ها 1–20