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Universitätsbibliographie

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Nr. Titel Autor Jahr
1 Conditional Distributionally Robust Functionals Shapiro, Alexander et al. 2023
2 Dynamic Programming For Data Independent Decision Sets Dommel, Paul et al. 2023
3 Expectiles In Risk Averse Stochastic Programming and Dynamic Optimization Lakshmanan, Rajmadan et al. 2023
4 Mortality in Germany during the COVID-19 Pandemic Pichler, Alois et al. 2023
5 Nonequispaced Fast Fourier Transform Boost for the Sinkhorn Algorithm Potts, Daniel et al. 2023
6 Soft Quantization Using Entropic Regularization Lakshmanan, Rajmadan* et al. 2023
7 Detection of Discomfort in Autonomous Driving via Stochastic Approximation Kretzschmar, Florian et al. 2022
8 Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019): discrete stochastic optimization in finance Consigli, Giorgio et al. 2022
9 Nonequispaced Fast Fourier Transform Boost for the Sinkhorn Algorithm Potts, Daniel et al. 2022
10 Quantification of risk in classical models of finance Pichler, Alois et al. 2022
11 Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures Pichler, Alois* et al. 2022
12 Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping Pichler, Alois et al. 2022
13 The nested Sinkhorn divergence to learn the nested distance Pichler, Alois* et al. 2022
14 Uniform Function Estimators in Reproducing Kernel Hilbert Spaces Dommel, Paul et al. 2022
15 Wasserstein Sensitivity of Risk and Uncertainty Propagation Ernst, Oliver G.* et al. 2022
16 Comparison of a Logistic and SVM Model to Detect Discomfort in Automated Driving Dommel, Paul* et al. 2021
17 Contributions to the theory of dynamic risk measures Schlotter, Ruben 2021
18 Convex Risk Measures Based On Divergence Dommel, Paul et al. 2021
19 Foundations of Multistage Stochastic Programming Dommel, Paul* et al. 2021
20 Mathematical Foundations of Distributionally Robust Multistage Optimization Pichler, Alois et al. 2021
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