Browse by Author
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Pichler, A.
(2016).
Time-inconsistent multistage stochastic programs: Martingale bounds.
European Journal of Operational Research 249 (1), 155-163. 10.1016/j.ejor.2015.02.033.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Pichler, A.
(2016).
Time-consistent decisions and temporal decomposition of coherent risk functionals.
Mathematics of Operations Research 41 (2), 682-699. 10.1287/moor.2015.0747.
Jongman, B., Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Feyen, L., Aerts, J.C.J.H., Mechler, R.
ORCID: https://orcid.org/0000-0003-2239-1578, Botzen, W.J.W., Bouwer, L.M., Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550, Rojas, R. & Ward, P.J.
(2014).
Reply to 'Statistics of flood risk'.
Nature Climate Change 4 (10), 844-845. 10.1038/nclimate2376.
Kovacevic, R.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2014).
Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches.
European Journal of Operational Research 237 (2), 389-403. 10.1016/j.ejor.2013.12.029.
Analui, B. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2014).
On distributionally robust multiperiod stochastic optimization.
Computational Management Science 11 (3), 197-220. 10.1007/s10287-014-0213-y.
Jongman, B., Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Feyen, L., Aerts, J.C.J.H., Mechler, R.
ORCID: https://orcid.org/0000-0003-2239-1578, Botzen, W.J.W., Bouwer, L.M., Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550, Rojas, R. & Ward, P.J.
(2014).
Increasing stress on disaster-risk finance due to large floods.
Nature Climate Change 4 (4), 264-268. 10.1038/nclimate2124.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Mechler, R.
ORCID: https://orcid.org/0000-0003-2239-1578, Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550 & Williges, K.
(2014).
Funding public adaptation to climate-related disasters. Estimates for a global fund.
Global Environmental Change 25, 87-96. 10.1016/j.gloenvcha.2014.01.011.
Kovacevic, R.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2014).
Are time consistent valuations information monotone?
International Journal of Theoretical and Applied Finance 17 (1) 10.1142/S0219024914500034.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, van der Velde, M., Fritz, S.
ORCID: https://orcid.org/0000-0003-0420-8549 & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2014).
Remote sensing data for managing climate risks: Index-based insurance and growth related applications for smallhold-farmers in Ethiopia.
Climate Risk Management 6, 27-38. 10.1016/j.crm.2014.09.002.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Wets, R.J.-B.
(2013).
Shape-restricted nonparametric regression with overall noisy measurements.
Journal of Nonparametric Statistics 25 (2), 323-338. 10.1080/10485252.2012.754890.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550 & Lugeri, N.
(2013).
Flood risk in a changing climate: A multilevel approach for risk management.
In:
Integrated Catastrophe Risk Modeling: Supporting Policy Processes.
Eds. Amendola, A, Ermolieva, T, Linnerooth-Bayer, J & Mechler, R
ORCID: https://orcid.org/0000-0003-2239-1578,
Dordrecht: Springer.
10.1007/978-94-007-2226-2_16.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Mechler, R.
ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2013).
Modeling macro scale disaster risk: The CATSIM model.
In:
Integrated Catastrophe Risk Modeling: Supporting Policy Processes.
Eds. Amendola, A, Ermolieva, T, Linnerooth-Bayer, J & Mechler, R
ORCID: https://orcid.org/0000-0003-2239-1578,
Dordrecht: Springer.
10.1007/978-94-007-2226-2_8.
Gross, P., Kovacevic, R.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2013).
Energy markets.
In:
Handbook of Risk Management in Energy Production and Trading.
Eds. Kovacevic, RM, Pflug, GC
ORCID: https://orcid.org/0000-0001-8215-3550 & Vespucci, MT,
pp. 3-24 USA: Springer.
10.1007/978-1-4614-9035-7_1.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Timonina, A.V., Williges, K., Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550 & Mechler, R.
ORCID: https://orcid.org/0000-0003-2239-1578
(2013).
Modelling the economic and fiscal risks from natural disasters: Insights based on the CatSim model.
Background paper prepared for the Global Assessment Report on Disaster Risk Reduction 2013, UNISDR, Geneva, Switzerland
Kovacevic, R.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2013).
Pricing of energy contracts: From replication pricing to swing options.
In:
Handbook of Risk Management in Energy Production and Trading.
Eds. Kovacevic, RM, Pflug, GC
ORCID: https://orcid.org/0000-0001-8215-3550 & Vespucci, MT,
pp. 387-411 USA: Springer.
10.1007/978-1-4614-9035-7_15.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171 & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2012).
Risk management against extremes in a changing environment: A risk-layer approach using copulas.
Environmetrics 23 (8), 663-672. 10.1002/env.2182.
Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Hochrainer-Stigler, S.
ORCID: https://orcid.org/0000-0002-9929-8171, Linnerooth-Bayer, J. & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2012).
Public sector financial vulnerability to disasters: The IIASA CATSIM model.
In:
Measuring Vulnerability to Natural Hazards: Towards Disaster Resilient Societies.
Eds. Birkmann, J,
Tokyo: United Nations University Press.
ISBN 9789280812022
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Pichler, A.
(2012).
A distance for multistage stochastic optimization models.
SIAM Journal on Optimization 22 (1), 1-23. 10.1137/110825054.
Kovacevic, R.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2011).
Does insurance help to escape the poverty trap? - A ruin theoretic approach.
Journal of Risk and Insurance 78 (4), 1003-1028. 10.1111/j.1539-6975.2010.01396.x.
Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Hochrainer-Stigler, S.
ORCID: https://orcid.org/0000-0002-9929-8171, Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550, Lotsch, A. & Williges, K.
(2010).
Assessing the Financial Vulnerability to Climate-related Natural Hazards.
Policy Research Working Paper 5232, The World Bank, Washington DC, USA
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2009).
Version-independence and nested distributions in multistage stochastic optimization.
SIAM Journal on Optimization 20 (3), 1406-1420. 10.1137/080718401.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Mechler, R.
ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2009).
Climate change and financial adaptation in Africa: Investigating the impact of climate change on the robustness of index-based microinsurance in Malawi.
Mitigation and Adaptation Strategies for Global Change 14 (3), 231-250. 10.1007/s11027-008-9162-5.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Mechler, R.
ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2009).
Climate change and climate insurance. The case of Malawi (Abstract).
[[IOP Conference Series: Earth and Environmental Science]], 6(42):422003 (1 February 2009)
10.1088/1755-1307/6/42/422003.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171 & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2009).
Natural disaster risk bearing ability of governments: Consequences of kinked utility.
Journal of Natural Disaster Science 31 (1), 11-21.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Mechler, R.
ORCID: https://orcid.org/0000-0003-2239-1578, Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550 & Lotsch, A.
(2008).
Investigating the Impact of Climate Change on the Robustness of Index-Based Microinsurance in Malawi.
The World Bank
, Washington, DC, USA.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Roemisch, W.
(2007).
Modeling, Measuring and Managing Risk.
London: World Scientific Publishing Company.
ISBN 9812707409
Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Hochrainer-Stigler, S.
ORCID: https://orcid.org/0000-0002-9929-8171, Linnerooth-Bayer, J. & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2007).
Public Sector Financing of Disaster Risk.
Final Report submitted to the Austrian National Bank
Cardenas, V., Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Mechler, R.
ORCID: https://orcid.org/0000-0003-2239-1578, Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550 & Linnerooth-Bayer, J.
(2007).
Sovereign financial disaster risk management: The case of Mexico.
Environmental Hazards 7 (1), 40-53. 10.1016/j.envhaz.2007.04.005.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2006).
Optimal management of life insurance with guarantee.
In:
Handbook of Assets and Liability Management.
Eds. Zenios, S.A. & Ziemba, W.T.,
Oxford: North Holland: Elsevier Science.
ISBN 9790444508751
Marti, K., Ermoliev, Y., Makowski, M. ORCID: https://orcid.org/0000-0002-6107-0972 & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2006).
Coping with Uncertainty. Modeling and Policy Issues.
Berlin: Springer-Verlag.
ISBN 10
Linnerooth-Bayer, J., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2005).
Refocusing disaster aid.
Science 309 (5737), 1044-1046. 10.1126/science.1116783.
Cardenas, V., Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Mechler, R.
ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2005).
Assessing the Financial Management of Public Sector Disaster Risk: The Mexican Case.
Presented at the IIASA-DPRI Conference, 14-18 September 2005, Beijing, China
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171 & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2005).
Optimizing Financial Strategies for Governments against the Economic Impacts of Natural Disasters in Developing Countries.
Paper presented at the IIASA-DPRI Conference, 14-18 September 2005, Beijing, China
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Mechler, R.
ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2004).
Financial Natural Disaster Risk Management for Developing Countries.
Paper presented at the XIII Annual Conference of European Association of Environmental and Resource Economics, Budapest, Hungary [2004]
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2004).
Lotteries.
In:
Encyclopedia of Actuarial Sciences.
Eds. Teugels, J.,
Chicester: Wiley.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Ruszczynski, A.
(2004).
A risk measure for income processes.
In:
Risk Measures for the 21st Century.
Eds. Szegoe, G.,
John Wiley & Sons Inc..
ISBN 0-470-86154-1
Freeman, P.K., Martin, L.A., Linnerooth-Bayer, J., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550 & Warner-Merl, N.K.
(2003).
Disaster Risk Management: National Systems for the Comprehensive Management of Disaster Risk and Financial Strategies for Natural Disaster Reconstruction.
Report prepared for the Inter-American Development Bank; Washington DC, USA [2003]
Marti, K., Ermoliev, Y.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2003).
Dynamic Stochastic Optimization.
Heidelberg: Springer-Verlag.
ISBN 3-540-40506-2
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Mechler, R.
ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2003).
The IIASA model for the evaluation of financial disaster risk management instruments for developing countries.
In: Proceedings of the Third DPRI-IIASA International Symposium on Integrated Disaster Risk Management - Coping with Regional Vulnerability, 3-5 July 2003.
Freeman, P.K. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2003).
Infrastructure in developing and transition countries: Risk and protection.
Risk Analysis 23 (3), 601-610.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2003).
Stochastic optimization and statistical inference.
In:
Handbook of Stochastic Optimization.
Eds. Ruszczynski, A. & Shapiro, A.,
Amsterdam: Elsevier.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2003).
The value of perfect information as a risk measure.
In:
Dynamic Stochastic Optimization.
Eds. Marti, K., Ermoliev, Y.M. & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550,
Heidelberg: Springer-Verlag.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2002).
Coherent risk measures and convex combinations of the conditional value at risk.
Austrian Journal of Statistics 31 (1), 73-75. 10.17713/ajs.v31i1.471.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Rubinstein, R.
(2002).
Inventory processes: Quasi regenerative property and sensitivity estimation.
Stochastic Models 18 (3), 469-496.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2002).
Measures of downside risk.
In:
Encyclopedia of Financial Engineering and Risk Management.
London: Fitzroy Dearborn.
Freeman, P.K., Martin, L.A., Linnerooth-Bayer, J., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Saldana, S., Warner-Merl, N.K. & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(2002).
National Systems for Comprehensive Disaster Management: Financing Reconstruction.
Phase II Background Study for the Inter-American Development Bank Regional Policy Dialogue. Inter-American Development Bank, Washington, DC, USA [2002]
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2002).
Risk measures: An overview.
In:
Encyclopedia of Financial Engineering and Risk Management.
London: Fitzroy Dearborn.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2002).
Stochastic optimization and statistical inference.
In:
Handbook of Stochastic Optimization.
Amsterdam: Elsevier.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2002).
The score function method.
In:
Encyclopedia of Statistical Sciences.
Dordrecht: Kluwer Academic Publishers.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Mueller, A.
(2001).
Asymptotic ruin probabilities for dependent claims.
Insurance: Mathematics and Economics 28 (3), 381-392. 10.1016/S0167-6687(01)00063-4.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2001).
Derivatives of Markov processes and their simulation.
In:
Encyclopedia of Optimization.
Eds. Floudas, C.A. & Pardalos, P.M.,
Dordrecht: Kluwer Academic Publishers.
ISBN 0-7923-6932-7
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2001).
Derivatives of probability measures.
In:
Encyclopedia of Optimization.
Eds. Floudas, C.A. & Pardalos, P.M.,
Dordrecht: Kluwer Academic Publishers.
ISBN 0-7923-6932-7
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2001).
Discrete stochastic optimization.
In:
Encyclopedia of Optimization.
Eds. Floudas, C.A. & Pardalos, P.M.,
Dordrecht: Kluwer Academic Publishers.
ISBN 0-7923-6932-7
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2001).
Optimal scenario tree generation for multiperiod financial planning.
Mathematical Programming, Series B 89 (2), 251-271.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Swietanowski, A.
(2000).
Selected parallel optimization: Methods for financial management under uncertainty.
Parallel Computing 26 (1), 3-25. 10.1016/S0167-8191(99)00093-9.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Swietanowski, A., Dockner, E.J. & Moritsch, H.
(2000).
The AURORA financial management system: Model and parallel implementation design.
Annals of Operations Research 99 (1), 189-206. 10.1023/A:1019297118383.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Moritsch, H. & Siomak, M.
(2000).
Asynchronous nested optimization algorithms and their parallel implementation.
In: Proceedings of the International Symposium on Parallel Algorithms, Architectures and Networks, 10-15 December 2000.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2000).
Scenario tree generation for multiperiod financial optimization by optimal discretization.
Mathematical Programming, Series B 30 (4), 127-139.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2000).
Some remarks on the value-at-risk and the conditional value-at-risk.
In:
Probabilistic Constrained Optimization: Methodology and Applications.
Eds. Uryasev, S.P.,
Dordrecht: Kluwer Academic Publishers.
ISBN 0-7923-6644-1
Anisimov, A. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(2000).
Z-theorems: Limits of stochastic equations.
Bernoulli 6 (5), 917-938.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Swietanowski, A.
(1999).
Asset-liability optimization for pension fund management.
In: Operations Research Proceedings 1999, Selected Papers of the Symposium on Operations Research (SOR 99), 1-3 September 1999.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Swietanowski, A.
(1999).
Dynamic asset allocation under uncertainty for pension fund management.
Control and Cybernetics 28 (4), 755-777.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1999).
How to measure risk.
In:
Modelling and Decisions in Economics: Essays in Honor of Franz Ferschl.
Eds. Leopold-Wildburger, U., Feichtinger, G. & Kistner, K.-P.,
pp. 39-59 Heidelberg: Physica-Verlag.
ISBN 978-3-662-12519-9 10.1007/978-3-662-12519-9_3.
Freeman, P.K. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1999).
Infrastructure in developing countries: Risk and protection.
In: Proceedings of the EuroConference on Global Change and Catastrophe Risk Management: Flood Risks in Europe, 6-9 June 1999.
Gutjahr, W., Hellmayr, A. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1999).
Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound.
European Journal of Operational Research 117 (2), 396-413. 10.1016/S0377-2217(98)00279-3.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Futschik, A.
(1998).
The likelihood-ratio test for simple tree order: A useful asymptotic expansion.
Journal of Statistical Planning and Inference 70 (1), 57-68. 10.1016/S0378-3758(97)00170-5.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Kaniovski, Y.M.
(1998).
Limit theorems for stationary distributions of birth-and-death processes.
Stochastic Models 15 (1), 103-113.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Ruszczynski, A. & Schultz, R.
(1998).
On the Glivenko-Cantelli problem in stochastic programming: Linear recourse and extension.
Mathematics of Operations Research 23 (1), 204-220.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Ruszczynski, A. & Schultz, R.
(1998).
On the Glivenko-Cantelli problem in stochastic programming: Mixed integer linear recourse.
Mathematical Methods of Operations Research, 39-49.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1998).
Risk-reshaping contracts and stochastic optimization.
Central European Journal of Operations Research 5 (3), 205-230.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1998).
Stochastic programs and statistical data.
Annals of Operations Research 85, 59-78. 10.1023/A:1018982129937.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Norkin, V.I. & Ruszczynski, A.
(1998).
A branch and bound method for stochastic global optimization.
Mathematical Programming, 425-450. 10.1007/BF02680569.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Futschik, A.
(1997).
Optimal allocation of simulation experiments in discrete stochastic optimization.
European Journal of Operations Research 101 (2), 245-260. 10.1016/S0377-2217(96)00396-7.
Kaniovski, Y.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1997).
Limit Theorems for Stationary Distributions of Birth-and-Death Processes.
IIASA Interim Report.
IIASA, Laxenburg, Austria: IR-97-041
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1997).
Coupling, ergodicity and sensitivity of Markov processes.
Lecture Notes of the American Mathematical Society, 219-233.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1997).
Stochastic approximation with multiple roots.
In: Proceedings of Conference on System Identification - SYSID.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1996).
Risk-Reshaping Contracts and Stochastic Optimization.
IIASA Working Paper.
IIASA, Laxenburg, Austria: WP-96-142
Norkin, V.I., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Ruszczynski, A.
(1996).
A Branch and Bound Method for Stochastic Global Optimization.
IIASA Working Paper.
IIASA, Laxenburg, Austria: WP-96-065
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1996).
Metric Entropy and Nonasymptotic Confidence Bands in Stochastic Programming.
IIASA Working Paper.
IIASA, Laxenburg, Austria: WP-96-034
Futschik, A. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1996).
Asymptotically Optimal Allocation of Simulation Experiments in Discrete Stochastic Optimization.
IIASA Working Paper.
IIASA, Laxenburg, Austria: WP-96-023
Gutjahr, W., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Ruszczynski, A.
(1996).
Configurations of series-parallel networks with maximum reliability.
Microelectronics and Reliability 36 (2), 247-253. 10.1016/0026-2714(95)00004-L.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Ruszczynski, A. & Schultz, R.
(1996).
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions.
IIASA Working Paper.
IIASA, Laxenburg, Austria: WP-96-020
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1996).
Derivatives.
In:
Optimization of Stochastic Models.
pp. 143-209 USA: Springer Verlag.
ISBN 978-1-4613-1449-3 10.1007/978-1-4613-1449-3_3.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1996).
Discrete—Event processes.
In:
Optimization of Stochastic Models.
pp. 55-141 USA: Springer Verlag.
ISBN 978-1-4613-1449-3 10.1007/978-1-4613-1449-3_2.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1996).
Optimization.
In:
Optimization of Stochastic Models.
pp. 1-54 USA: Springer Verlag.
ISBN 978-1-4613-1449-3
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1996).
Optimization of Stochastic Models.
USA: Springer Verlag.
ISBN 978-1-4613-1449-3
Gutjahr, W. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1996).
Simulated annealing for noisy cost functions.
Journal of Global Optimization, 1-13.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1996).
Simulation and sensitivity estimation.
In:
Optimization of Stochastic Models.
pp. 211-279 USA: Springer Verlag.
10.1007/978-1-4613-1449-3_4.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1996).
Stochastic approximation.
In:
Optimization of Stochastic Models.
pp. 281-322 USA: Springer Verlag.
ISBN 978-1-4613-1449-3 10.1007/978-1-4613-1449-3_5.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Ruszczynski, A. & Schultz, R.
(1995).
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse.
IIASA Working Paper.
IIASA, Laxenburg, Austria: WP-95-003
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1995).
Asymptotic stochastic programs.
Mathematics of Operations Research 20 (4), 769-789.
Futschik, A. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1995).
Confidence sets for discrete stochastic optimization.
Annals of Operations Research 56 (1), 95-108. 10.1007/BF02031702.
Kaniovski, Y.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1995).
Non-Standard Limit Theorems for Urn Models and Stochastic Approximation Procedures.
IIASA Research Report (Reprint).
IIASA, Laxenburg, Austria: RR-95-008. Reprinted from Stochastic Models, 11(1):79-102 [1995].
Kaniovski, Y.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1995).
Non-standard limit theorems for urn models and stochastic approximation procedures.
Stochastic Models 11 (1), 79-102. 10.1080/15326349508807332.
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1995).
Random planar shapes and their statistical recognition.
Annals of Mathematics and Artificial Intelligence 13 (3), 267-279. 10.1007/BF01530831.
Goldstein, J.R., Lutz, W. ORCID: https://orcid.org/0000-0001-7975-8145 & Pflug, G.C.
ORCID: https://orcid.org/0000-0001-8215-3550
(1994).
Estimating the Uncertainty in Population Projections by Resampling Methods.
IIASA Working Paper.
IIASA, Laxenburg, Austria: WP-94-106
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1994).
Adaptive Design in Discrete Stochastic Optimization.
IIASA Working Paper.
IIASA, Laxenburg, Austria: WP-94-059
Gutjahr, W., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Ruszczynski, A.
(1993).
Configurations of Series-Parallel Networks with Maximum Reliability.
IIASA Working Paper.
IIASA, Laxenburg, Austria: WP-93-060
Kaniovski, Y.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1992).
Non-standard Limit Theorems for Stochastic Approximation Procedures and Their Applications for Urn Schemes.
IIASA Working Paper.
IIASA, Laxenburg, Austria: WP-92-025
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1991).
Asymptotic Dominance and Confidence for Solutions of Stochastic Programs.
IIASA Working Paper.
IIASA, Laxenburg, Austria: WP-91-048
Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550
(1983).
On the Determination of the Step Size in Stochastic Quasigradient Methods.
IIASA Collaborative Paper.
IIASA, Laxenburg, Austria: CP-83-025