Apostolos Fertis

Publication Activity (10 Years)

Years Active: 2010-2015
Publications (10 Years): 1

Top Topics

Partially Observable

Approximate Dynamic Programming

Hamilton Jacobi Bellman

Top Venues

Eur. J. Oper. Res.

Publications

Stefan Wörner, Marco Laumanns, Rico Zenklusen, Apostolos Fertis
Approximate dynamic programming for stochastic linear control problems on compact state spaces. Eur. J. Oper. Res. 241 (1) (2015)
Apostolos Fertis, Michel Baes, Hans-Jakob Lüthi
Robust risk management. Eur. J. Oper. Res. 222 (3) (2012)
Apostolos Fertis, Michel Baes, Hans-Jakob Lüthi
The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios. OR (2011)
Apostolos Fertis, Lukas Abegg
Robust Risk Management in Hydro-Electric Pumped Storage Plants. OR (2010)