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Kerem Ugurlu
ORCID
Publication Activity (10 Years)
Years Active: 2016-2023
Publications (10 Years): 4
Top Topics
Risk Averse
Portfolio Optimization
Markov Decision Process
Infinite Horizon
Top Venues
J. Comput. Appl. Math.
Oper. Res. Lett.
Central Eur. J. Oper. Res.
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Publications
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Kerem Ugurlu
,
Tomasz Brzeczek
Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis.
Central Eur. J. Oper. Res.
31 (4) (2023)
Kerem Ugurlu
Robust optimal control using conditional risk mappings in infinite horizon.
J. Comput. Appl. Math.
344 (2018)
Kerem Ugurlu
Controlled Markov Decision Processes with AVaR criteria for unbounded costs.
J. Comput. Appl. Math.
319 (2017)
Alexander Shapiro
,
Kerem Ugurlu
Decomposability and time consistency of risk averse multistage programs.
Oper. Res. Lett.
44 (5) (2016)