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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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Nonlinear stochastic programming : with a case study in continuous switching
Pichler, Alois; Tomasgard, Asgeir - In: European journal of operational research : EJOR 252 (2016) 2, pp. 487-501
Persistent link: https://www.econbiz.de/10011457699
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Stochastic multi-objective optimization : a survey on non-scalarizing methods
Gutjahr, Walter J.; Pichler, Alois - In: ORP3 - Operations Research Peripatetic Postgraduate …, (pp. 475-499). 2016
Persistent link: https://www.econbiz.de/10011484244
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Tree approximation for discrete time stochastic processes : a process distance approach
Kovacevic, Raimund; Pichler, Alois - 2015
Persistent link: https://www.econbiz.de/10011486987
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Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019) : discrete stochastic optimization in finance : editorial
Consigli, Giorgio; Kopa, Miloš; Pichler, Alois - In: Quantitative finance 22 (2022) 1, pp. 28-30
Persistent link: https://www.econbiz.de/10012872492
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Structural estimation of switching costs for peaking power plants
Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; … - In: European journal of operational research : EJOR 285 (2020) 1, pp. 23-33
Persistent link: https://www.econbiz.de/10012239464
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Entropy based risk measures
Pichler, Alois; Schlotter, Ruben - In: European journal of operational research : EJOR 285 (2020) 1, pp. 223-236
Persistent link: https://www.econbiz.de/10012239544
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Fractional risk process in insurance
Kumar, Arun; Leonenko, Nikolaj; Pichler, Alois - In: Mathematics and financial economics 14 (2020) 1, pp. 43-65
Persistent link: https://www.econbiz.de/10012239969
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Stochastic short-term hydropower planning with inflow scenario trees
Séguin, Sara; Fleten, Stein-Erik; Côté, Pascal; … - In: European journal of operational research : EJOR 259 (2017) 3, pp. 1156-1168
Persistent link: https://www.econbiz.de/10011696343
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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