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Mario Sikic
Publication Activity (10 Years)
Years Active: 2018-2022
Publications (10 Years): 3
Top Topics
Chance Constrained
Robust Optimization
Sample Path
Mathematical Programming
Top Venues
CoRR
Math. Methods Oper. Res.
SIAM J. Control. Optim.
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Publications
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Ariel Neufeld
,
Julian Sester
,
Mario Sikic
Markov Decision Processes under Model Uncertainty.
CoRR
(2022)
Ariel Neufeld
,
Mario Sikic
Nonconcave robust optimization with discrete strategies under Knightian uncertainty.
Math. Methods Oper. Res.
90 (2) (2019)
Ariel Neufeld
,
Mario Sikic
Robust Utility Maximization in Discrete-Time Markets with Friction.
SIAM J. Control. Optim.
56 (3) (2018)