| Incorporating statistical model error into the calculation of acceptability prices of contingent claims M Glanzer, GC Pflug, A Pichler Mathematical Programming 174, 499-524, 2019 | 19 | 2019 |
| Multiscale stochastic optimization: modeling aspects and scenario generation M Glanzer, GC Pflug Computational Optimization and Applications 75 (1), 1-34, 2020 | 9 | 2020 |
| Distributionally robust optimization with multiple time scales: valuation of a thermal power plant W van Ackooij, DD Escobar, M Glanzer, GC Pflug Computational Management Science 17 (3), 357-385, 2020 | 5 | 2020 |
| Multiscale stochastic programming M Glanzer, GC Pflug Available on Optimization Online, 2019 | 2 | 2019 |
| Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant W van Ackooij, DD Escobar, M Glanzer, GC Pflug Computational Management Science 17, 387-387, 2020 | | 2020 |
| Nonparametric Distributional Robustness in Multistage Stochastic Optimization GC Pflug, A Pichler, D Wozabal, B Analui, M Glanzer, M Pohl | | 2018 |
