| Controlled Markov decision processes with AVaR criteria for unbounded costs K Uğurlu Journal of Computational and Applied Mathematics 319, 24-37, 2017 | 17 | 2017 |
| Decomposability and time consistency of risk averse multistage programs A Shapiro, K Ugurlu Operations Research Letters 44 (5), 663-665, 2016 | 16 | 2016 |
| Robust optimal control using conditional risk mappings in infinite horizon K Uğurlu Journal of Computational and Applied Mathematics 344, 275-287, 2018 | 12 | 2018 |
| A new coherent multivariate average-value-at-risk K Uğurlu Optimization 72 (2), 493-519, 2023 | 8 | 2023 |
| Refinements of Kusuoka representations on L∞ K Uğurlu Optimization 71 (11), 3351-3362, 2022 | 8 | 2022 |
| Dynamic optimal contract under parameter uncertainty with risk-averse agent and principal K UĞURLU Turkish Journal of Mathematics 42 (3), 977-992, 2018 | 8 | 2018 |
| Robust utility maximization of terminal wealth with drift and volatility uncertainty K Uğurlu Optimization 70 (10), 2081-2102, 2021 | 7 | 2021 |
| On the Galerkin approximation and strong norm bounds for the stochastic Navier-Stokes equations with multiplicative noise I Kukavica, K Ugurlu, M Ziane Differential Integral Equations 31 (3-4), 173-186, 2018 | 4 | 2018 |
| Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis K Uğurlu, T Brzeczek Central European Journal of Operations Research 31 (4), 1043-1060, 2023 | 2 | 2023 |
| Robust Merton problem with time varying nondominated priors K Uğurlu | 1 | 2017 |
| Terminal wealth maximization under drift uncertainty K Uğurlu Optimization, 1-19, 2024 | | 2024 |
| On the Galerkin approximation and strong norm bounds for the stochastic Navier-Stokes equations with multiplicative noise K Uğurlu, M Ziane, I Kukavica | | 2018 |
| Continuity of Cost Functional and Optimal Feedback Controls for the Stochastic Navier-Stokes Equation in 2D K Ugurlu Communications on Pure and Applied Analysis 16, 189- 207, 2016 | | 2016 |
Alexander ShapiroProfessor, Georgia Tech在 isye.gatech.edu 的电子邮件经过验证
