RAO - Risk Analytics and Optimization Chair
16:17Decision Rule Bounds for Stochastic Bilevel Programs, submitted to -, 2016.
20:56Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls, submitted to -, 2016.
12:36"Dice"-sion Making under Uncertainty: When Can a Random Decision Reduce Risk?, submitted to -, 2016.
12:47Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance, submitted to Operations Research Letters, 2016.
16:08Chebyshev Inequalities for Products of Random Variables, submitted to -, 2016.
13:27Reliable Averages and Risky Extremes. EGU 2016, Vienna, Austria, 17-22, 2016.
18:48An Efficient Method to Estimate the Suboptimality of Affine Controllers, in IEEE Transactions on Automatic Control, vol. 56, num. 12, p. 2841-2853, 2011.
10:38Using GIS data and satellite-derived irradiance to optimize siting of PV installations in Switzerland. EGU 2016, Vienna, Austria, 17-22, 2016.
19:22Data-Driven Inverse Optimization with Incomplete Information, submitted to -, 2015.
00:08Ambiguous Joint Chance Constraints under Mean and Dispersion Information, accepted in Operations Research, 2016.