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 | 26 | 2019 |
Multiscale stochastic optimization: modeling aspects and scenario generation M Glanzer, GC Pflug Computational Optimization and Applications 75 (1), 1-34, 2020 | 10 | 2020 |
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 | 5 | 2020 |
Multiscale stochastic programming M Glanzer, G Pflug Available on Optimization Online, 2019 | 3 | 2019 |
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 |