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Publications in Optimization
Bounding Contingent Claim Prices via Hedging Strategy With Coherent Risk Measures
Journal of Optimization Theory and Applications
Control
Management Science
Applied Mathematics
Optimization
Operations Research
The Worst Case for Real Options
Journal of Optimization Theory and Applications
Control
Management Science
Applied Mathematics
Optimization
Operations Research
A Multi-Objective Interpretation of Optimal Transport
Journal of Optimization Theory and Applications
Control
Management Science
Applied Mathematics
Optimization
Operations Research
An Approach for Analyzing the Global Rate of Convergence of Quasi-Newton and Truncated-Newton Methods
Journal of Optimization Theory and Applications
Control
Management Science
Applied Mathematics
Optimization
Operations Research
Optimality Conditions in Quasidifferentiable Vector Optimization
Journal of Optimization Theory and Applications
Control
Management Science
Applied Mathematics
Optimization
Operations Research
Template-Based Image Reconstruction From Sparse Tomographic Data
Applied Mathematics and Optimization
Control
Applied Mathematics
Optimization
Dynamic Non-Diagonal Regularization in Interior Point Methods for Linear and Convex Quadratic Programming
Journal of Optimization Theory and Applications
Control
Management Science
Applied Mathematics
Optimization
Operations Research
Second Order Sufficient Conditions for Optimal Control Problems With Non-Unique Minimizers: An Abstract Framework
Applied Mathematics and Optimization
Control
Applied Mathematics
Optimization
A Fenchel–Lagrange Duality Approach for a Bilevel Programming Problem With Extremal-Value Function
Journal of Optimization Theory and Applications
Control
Management Science
Applied Mathematics
Optimization
Operations Research
On Risk-Sensitive Piecewise Deterministic Markov Decision Processes
Applied Mathematics and Optimization
Control
Applied Mathematics
Optimization
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