Raimund M. Kovacevic

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Pflug GProfessor Statistics and ORPreverjeni e-poštni naslov na univie.ac.at
VeliovVienna University of TechnologyPreverjeni e-poštni naslov na tuwien.ac.at
Nikolaos I. StilianakisJoint Research Centre, European CommissionPreverjeni e-poštni naslov na ec.europa.eu
Alois PichlerTU ChemnitzPreverjeni e-poštni naslov na math.tu-chemnitz.de
David WozabalVrije Universiteit AmsterdamPreverjeni e-poštni naslov na vu.nl
VO Nhat VinhGREYC, University of CaenPreverjeni e-poštni naslov na unicaen.fr
Florentina ParaschivZeppelin UniversityPreverjeni e-poštni naslov na zu.de
Walter GutjahrProfessor, University of ViennaPreverjeni e-poštni naslov na univie.ac.at
Thomas BreuerFH VorarlbergPreverjeni e-poštni naslov na fhv.at
Gustav FeichtingerVienna University of TechnologyPreverjeni e-poštni naslov na eos.tuwien.ac.at
Bita AnaluiUniversity of California Irvine | Deltares USAPreverjeni e-poštni naslov na uci.edu
Warrren B PowellPrinceton UniversityPreverjeni e-poštni naslov na princeton.edu
Dario PacciarelliUniversità Roma TrePreverjeni e-poštni naslov na dia.uniroma3.it
Carlo MeloniSapienza Università di RomaPreverjeni e-poštni naslov na uniroma1.it
R. WetsProfessor Mathematics, University of California, DavisPreverjeni e-poštni naslov na ucdavis.edu
Doris A. BehrensUniversity for Continuing Education Krems; Aneurin Bevan University Health Board; Cardiff UniversityPreverjeni e-poštni naslov na wales.nhs.uk
Walter HyllUniversität für Weiterbildung KremsPreverjeni e-poštni naslov na donau-uni.ac.at
Michael SchürleSenior Researcher, University of St. GallenPreverjeni e-poštni naslov na unisg.ch

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Raimund M. Kovacevic

Department for Economy and Health, University for Continuing Education

Preverjeni e-poštni naslov na donau-uni.ac.at - Domača stran

optimization probability machine learning data science and statistics


Naslov Razvrsti po navedbah Razvrsti po letniku Razvrsti po naslovu	Navedeno Navedeno	Leto
Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches RM Kovacevic, GC Pflug European Journal of Operational Research 237 (2), 389-403, 2014	62	2014
Does Insurance Help to Escape the Poverty Trap?—A Ruin Theoretic Approach RM Kovacevic, GC Pflug Journal of Risk and Insurance 78 (4), 1003-1028, 2011	60	2011
Time consistency and information monotonicity of multiperiod acceptability functionals. No. 8 in Radon Series on Computational and Applied Mathematics R Kovacevic, GC Pflug de Gruyter, Berlin, 2009	58*	2009
Handbook of risk management in energy production and trading RM Kovacevic, GC Pflug, MT Vespucci Springer, 2013	56	2013
Tree Approximation for Discrete Time Stochastic Processes-A Process Distance Approach RM Kovacevic, A Pichler Annals of OR 235 (1), 395-421, 2015	43	2015
Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model P Grandits, R Kovacevic, V Veliov Journal of Mathematical Analysis and Applications, 2019	33	2019
MEDIUM-TERM PLANNING FOR THERMAL ELECTRICITY PRODUCTION R Kovacevic, F Paraschiv OR Spectrum, 2014	22	2014
A distributed optimal control model applied to COVID-19 pandemic RM Kovacevic, NI Stilianakis, VM Veliov SIAM Journal on Control and Optimization 60 (2), S221-S245, 2022	21*	2022
Optimal vaccination strategies using a distributed model applied to COVID-19 G Angelov, R Kovacevic, NI Stilianakis, VM Veliov Central European Journal of Operations Research 31 (2), 499-521, 2023	15*	2023
Poverty traps and disaster insurance in a bi-level decision framework RM Kovacevic, W Semmler Dynamic economic problems with regime switches, 57-83, 2021	15	2021
Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment RM Kovacevic Central European Journal of Operations Research 26 (2), 395-421, 2018	14	2018
ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE? RM KOVACEVIC, GCH PFLUG International Journal of Theoretical and Applied Finance, 2014	13	2014
Valuation and pricing of electricity delivery contracts: the producer’s view RM Kovacevic Annals of Operations Research, https://link.springer.com/article/10.1007 …, 2018	10	2018
Bilevel Approaches for Distributed DSM Using Internal Individualized Prices RM Kovacevic, NV Vo, J Haunschmied IEEE International Conference on Smart Grid Communications, 521-526, 2017	9	2017
A semiparametric model for electricity spot prices RM Kovacevic, D Wozabal IIE Transactions 46 (4), 344-356, 2014	9	2014
CONDITIONAL ACCEPTABILITY MAPPINGS AS BANACH-LATTICE VALUED MAPPINGS R KOVACEVIC Statistics and Risk Modeling 29 (1), 1-18, 2012	9*	2012
Dynamic economic problems with regime switches JL Haunschmied, RM Kovacevic, W Semmler, VM Veliov Springer, 2021	6	2021
Maximum-loss, minimum-win and the Esscher pricing principle RM Kovacevic IMA Journal of Management Mathematics, 2011	6	2011
Measuring Systemic Risk: Structural Approaches RM Kovacevic, GC Pflug Quantitative Financial Risk Management: Theory and Practice, 1-21, 2015	5	2015
Conditional acceptability mappings: Convex analysis in banach lattices R Kovacevic Dissertation, University of Vienna, 2008	5	2008

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