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The value of perfect information as a risk measure
Pflug, Georg - In: Dynamic stochastic optimization : [this volume includes …, (pp. 275-291). 2004
Persistent link: https://www.econbiz.de/10003488178
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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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Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg; Pichler, Alois - In: European journal of operational research : EJOR 249 (2016) 1, pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
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Stochastic vs deterministic programming in water management : the value of flexibility
Muhammad, Yousaf Shad; Pflug, Georg - 2014
Persistent link: https://www.econbiz.de/10010471940
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Two-stage stochastic standard quadratic optimization
Bomze, Immanuel M.; Gabl, Markus; Maggioni, Francesca; … - In: European journal of operational research : EJOR 299 (2022) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10013206946
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Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian; Pflug, Georg; Polak, John W. - In: European journal of operational research : EJOR 285 (2020) 1, pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
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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
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Systemic risk and copula models
Pflug, Georg; Pichler, Alois - In: Central European journal of operations research : CEJOR … 26 (2018) 2, pp. 465-483
Persistent link: https://www.econbiz.de/10011866135
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Dynamic Stochastic Optimization
Marti, Kurt (ed.); Ermol'ev, Jurij M. (ed.);  … - 2004
I. Dynamic Decision Problems under Uncertainty: Modeling Aspects -- Reflections on Output Analysis for Multistage Stochastic Linear Programs -- Modeling Support for Multistage Recourse Problems -- Optimal Solutions for Undiscounted Variance Penalized Markov Decision Chains -- Approximation and...
Persistent link: https://www.econbiz.de/10014019985