Alois Pichler

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Pflug GProfessor Statistics and ORPreverjeni e-poštni naslov na univie.ac.at
Stein-Erik FletenProfessor, Norwegian University of Science and TechnologyPreverjeni e-poštni naslov na iot.ntnu.no
Alexander ShapiroProfessor, Georgia TechPreverjeni e-poštni naslov na isye.gatech.edu
David WozabalVrije Universiteit AmsterdamPreverjeni e-poštni naslov na vu.nl
Walter GutjahrProfessor, University of ViennaPreverjeni e-poštni naslov na univie.ac.at
Raimund M. KovacevicDepartment for Economy and Health, University for Continuing EducationPreverjeni e-poštni naslov na donau-uni.ac.at
Erik HaugomInland Norway University of Applied SciencesPreverjeni e-poštni naslov na inn.no
Asgeir TomasgardNorwegian University of Science and TechnologyPreverjeni e-poštni naslov na iot.ntnu.no
Sara SéguinAssociate professor - Université du Québec à ChicoutimiPreverjeni e-poštni naslov na uqac.ca
Charles AudetPolytechnique Montreal and GERADPreverjeni e-poštni naslov na gerad.ca
Julio Backhoff VeraguasUniversity of ViennaPreverjeni e-poštni naslov na univie.ac.at
Mathias BeiglböckUniversität WienPreverjeni e-poštni naslov na univie.ac.at
Jussi KeppoProfessor, NUS Business SchoolPreverjeni e-poštni naslov na nus.edu.sg
Nikolai LeonenkoCardiff UniversityPreverjeni e-poštni naslov na Cardiff.ac.uk
sjur westgaardProfessor Finance and Managerial Economics NTNUPreverjeni e-poštni naslov na iot.ntnu.no
Matthias BeggiatoWissenschaftlicher Mitarbeiter / Researcher, TU ChemnitzPreverjeni e-poštni naslov na psychologie.tu-chemnitz.de
Thomas KalmesProfessor of Mathematics, Chemnitz University of TechnologyPreverjeni e-poštni naslov na mathematik.tu-chemnitz.de

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Alois Pichler

TU Chemnitz

Preverjeni e-poštni naslov na math.tu-chemnitz.de - Domača stran

Operations Research stochastic Optimization data science actuarial science


Naslov Razvrsti po navedbah Razvrsti po letniku Razvrsti po naslovu	Navedeno Navedeno	Leto
Multistage stochastic optimization GC Pflug, A Pichler Springer International Publishing, 2014	382	2014
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	264	2012
A distance for multistage stochastic optimization models GC Pflug, A Pichler SIAM Journal on Optimization 22 (1), 1-23, 2012	207	2012
Stochastic multi-objective optimization: a survey on non-scalarizing methods WJ Gutjahr, A Pichler Annals of Operations Research 236, 475-499, 2016	187	2016
Dynamic generation of scenario trees GC Pflug, A Pichler Computational Optimization and Applications 62, 641-668, 2015	118	2015
Approximations for probability distributions and stochastic optimization problems GC Pflug, A Pichler Stochastic optimization methods in finance and energy: New financial …, 2011	100	2011
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	90	2017
Time-consistent decisions and temporal decomposition of coherent risk functionals GC Pflug, A Pichler Mathematics of Operations Research 41 (2), 682-699, 2016	86	2016
From empirical observations to tree models for stochastic optimization: convergence properties GC Pflug, A Pichler SIAM Journal on Optimization 26 (3), 1715-1740, 2016	71	2016
The natural Banach space for version independent risk measures A Pichler Insurance: Mathematics and Economics 53 (2), 405-415, 2013	70	2013
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	53	2013
Quantitative stability analysis for minimax distributionally robust risk optimization A Pichler, H Xu Mathematical Programming 191 (1), 47-77, 2022	50	2022
Entropy based risk measures A Pichler, R Schlotter European Journal of Operational Research 285 (1), 223-236, 2020	49	2020
Tree approximation for discrete time stochastic processes: a process distance approach RM Kovacevic, A Pichler Annals of operations research 235 (1), 395-421, 2015	43	2015
A quantitative comparison of risk measures A Pichler Annals of Operations Research 254, 251-275, 2017	38	2017
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	35	2019
Premiums and reserves, adjusted by distortions A Pichler Scandinavian Actuarial Journal 2015 (4), 332-351, 2015	33	2015
Mathematical foundations of distributionally robust multistage optimization A Pichler, A Shapiro SIAM Journal on Optimization 31 (4), 3044-3067, 2021	32	2021

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