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Article

Glanzer, M. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 (2020). Multiscale stochastic optimization: modeling aspects and scenario generation. Computational Optimization and Applications 74, 1-34. 10.1007/s10589-019-00135-4.

van Ackooij, W., Escobar, D.D., Glanzer, M. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 (2019). Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. Computational Management Science 10.1007/s10287-019-00358-0.

Glanzer, M., Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 & Pichler, A. (2019). Incorporating statistical model error into the calculation of acceptability prices of contingent claims. Mathematical Programming 174 (1-2), 499-524. 10.1007/s10107-018-1352-7.

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