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Citation

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Article

van Ackooij, Wim ; Escobar, Debora Daniela ; Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Pflug, Georg Ch. (2020) Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. Open Access Computational Management Science : CMS Berlin ; Heidelberg 17 3 357-385 [Article]
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Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Pflug, Georg Ch. (2020) Multiscale stochastic optimization: modeling aspects and scenario generation. Open Access Computational Optimization and Applications New York, NY [u.a.] 75 1 1-34 [Article]
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Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Pflug, Georg Ch. ; Pichler, Alois (2019) Incorporating statistical model error into the calculation of acceptability prices of contingent claims. Open Access Mathematical Programming : Series B Berlin ; Heidelberg 174 1/2 499-524 [Article]
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Book chapter

Barz, Christiane ; Glanzer, Martin ORCID: 0000-0003-3314-0512 (2022) Approximate dynamic programming: linear programming-based approaches. Pardalos, Panos M. ; Prokopyev, Oleg A. Encyclopedia of optimization Cham 1-6 [Book chapter]

Conference presentation

Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Maier, Sebastian ; Pflug, Georg Ch. Guaranteed bounds for optimal stopping problems using kernel-based non-asymptotic uniform confidence bands. (2024) EURO 2024, 33rd European Conference on Operational Research (Copenhagen, Denmark) [Conference presentation]

Caro, Felipe ; Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Rajaram, Kumar Sustainable management of a system of water reservoirs under climate uncertainty. (2024) OR 2024, International Conference on Operations Research (München, Germany) [Conference presentation]

Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Barz, Christiane Risk-averse network revenue management. (2023) INFORMS Revenue Management and Pricing (RMP) Section Conference (London, UK) [Conference presentation]

Caro, Felipe ; Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Rajaram, Kumar Sustainable management of a water reservoir system under climate uncertainty. (2023) 2023 POMS International Conference (Paris, France) [Conference presentation]

Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Barz, Christiane Risk-averse network revenue management. (2023) 5th Workshop of the EURO Working Group on Pricing and Revenue Management (Zürich, Switzerland) [Conference presentation]

Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Barz, Christiane Risk-averse network revenue management. (2023) OR 2023, International Conference on Operations Research (Hamburg, Germany) [Conference presentation]

This list was created automatically on Mon Jan 20 05:40:51 2025 CET