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Martin Glanzer
ORCID
Publication Activity (10 Years)
Years Active: 2019-2020
Publications (10 Years): 4
Top Topics
Statistical Distribution
Robust Optimization
Case Based Reasoning
Mathematical Programming
Top Venues
Comput. Manag. Sci.
Comput. Optim. Appl.
Math. Program.
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Publications
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Wim van Ackooij
,
Debora Daniela Escobar
,
Martin Glanzer
,
Georg Ch. Pflug
Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
Comput. Manag. Sci.
17 (3) (2020)
Martin Glanzer
,
Georg Ch. Pflug
Multiscale stochastic optimization: modeling aspects and scenario generation.
Comput. Optim. Appl.
75 (1) (2020)
Wim van Ackooij
,
Debora Daniela Escobar
,
Martin Glanzer
,
Georg Ch. Pflug
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
Comput. Manag. Sci.
17 (3) (2020)
Martin Glanzer
,
Georg Ch. Pflug
,
Alois Pichler
Incorporating statistical model error into the calculation of acceptability prices of contingent claims.
Math. Program.
174 (1-2) (2019)