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Martin Glanzer
Martin Glanzer
在 univie.ac.at 的电子邮件经过验证
标题
引用次数
引用次数
年份
Incorporating statistical model error into the calculation of acceptability prices of contingent claims
M Glanzer, GC Pflug, A Pichler
Mathematical Programming 174, 499-524, 2019
262019
Multiscale stochastic optimization: modeling aspects and scenario generation
M Glanzer, GC Pflug
Computational Optimization and Applications 75 (1), 1-34, 2020
102020
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
W van Ackooij, DD Escobar, M Glanzer, GC Pflug
Computational Management Science 17 (3), 357-385, 2020
52020
Multiscale stochastic programming
M Glanzer, G Pflug
Available on Optimization Online, 2019
32019
Sustainable Management of a Water Reservoir System Facing Climate Uncertainty
F Caro, M Glanzer, K Rajaram
Available at SSRN 5008922, 2024
2024
Guaranteed bounds for optimal stopping problems using kernel-based non-asymptotic uniform confidence bands
M Glanzer, S Maier, GC Pflug
2024
Sustainable management of a system of water reservoirs under climate uncertainty
F Caro, M Glanzer, K Rajaram
2024
Risk-averse network revenue management
M Glanzer, C Barz
2023
Sustainable management of a water reservoir system under climate uncertainty
F Caro, M Glanzer, K Rajaram
2023
Approximate Dynamic Programming: Linear Programming-Based Approaches
C Barz, M Glanzer
Encyclopedia of Optimization, 1-6, 2022
2022
Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
W van Ackooij, DD Escobar, M Glanzer, GC Pflug
Computational Management Science 17, 387-387, 2020
2020
Nonparametric Distributional Robustness in Multistage Stochastic Optimization
GC Pflug, A Pichler, D Wozabal, B Analui, M Glanzer, M Pohl
2018
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