Classes
- Computational Aspects of OptimisationNMEK436 | Faculty of Mathematics and Physics
- Introduction to Optimisation +1NMFM204 | Faculty of Mathematics and Physics
- Colloquium of the Department of Probability and Mathematical StatisticsNMSA600 | Faculty of Mathematics and Physics
- Advanced Topics of the FieldNMSA603 | Faculty of Mathematics and Physics
- Introduction to Optimisation (M)NMSA936 | Faculty of Mathematics and Physics
Publications
- A chance constrained investment problem with portfolio variance and skewness criteria - solution technique based on the Successive Iterative Regularization2016 | Faculty of Mathematics and Physics
- Sample approximation techniques for DEA-risk efficiency tests2014 | Faculty of Mathematics and Physics
- Influence of short sales and margin requirements on portfolio efficiency - a DEA-risk approach2014 | Faculty of Mathematics and Physics
- Solving real-life portfolio problem using stochastic programming and Monte-Carlo techniques2010 | Faculty of Mathematics and Physics
- Value at risk approach to producer's best response in an electricity market with uncertain demand2023 | Faculty of Mathematics and Physics
- Optimal Scheduling of Vehicle Loading/Unloading Operations in Depots2022 | Faculty of Mathematics and Physics
- Risk-aversion in data envelopment analysis models with diversification2021 | Faculty of Mathematics and Physics
- A shadow utility of portfolios efficient with respect to the second order stochastic dominance2021 | Faculty of Mathematics and Physics
- Solving joint chance constrained problems using regularization and Benders' decomposition2020 | Faculty of Mathematics and Physics
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization2018 | Faculty of Mathematics and Physics
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