Andrea Roznjik

Publication Activity (10 Years)

Years Active: 2011-2020
Publications (10 Years): 2

Top Topics

Dynamic Programming

Objective Function

Solving Optimization Problems

Top Venues

Numer. Algorithms

Publications

Natasa Krklec Jerinkic, Andrea Roznjik
Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation. Numer. Algorithms 83 (2) (2020)
Natasa Krejic, Natasa Krklec Jerinkic, Andrea Roznjik
Variable sample size method for equality constrained optimization problems. Optim. Lett. 12 (3) (2018)
Natasa Krejic, Miles Kumaresan, Andrea Roznjik
VaR optimal portfolio with transaction costs. Appl. Math. Comput. 218 (8) (2011)