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Article

Kirui, K.B., Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 & Pichler, A. (2025). Tree approximation of scenario processes for multistage stochastic optimization: algorithms and fast implementations. Computational Management Science 22 (2), e14. 10.1007/s10287-025-00542-5.

Pichler, A., Poledna, S. & Thurner, S. (2021). Systemic-risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem. Journal of Financial Stability 52, e100809. 10.1016/j.jfs.2020.100809.

Diem, C., Pichler, A. & Thurner, S. (2020). What is the minimal systemic risk in financial exposure networks? Journal of Economic Dynamics and Control 116, e103900. 10.1016/j.jedc.2020.103900.

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.

Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 & Pichler, A. (2018). Systemic risk and copula models. Central European Journal of Operations Research 26 (2), 465-483. 10.1007/s10100-018-0525-z.

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.

Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 & Pichler, A. (2015). Dynamic generation of scenario trees. Computational Optimization and Applications 62 (3), 641-668. 10.1007/s10589-015-9758-0.

Pichler, A. & Striessnig, E. ORCID: https://orcid.org/0000-0001-5419-9498 (2013). Differential vulnerability to hurricanes in Cuba, Haiti, and the Dominican Republic: the contribution of education. Ecology and Society 18 (3), p. 31. 10.5751/ES-05774-180331.

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.

Posch, M., Pichler, A. & Sigmund, K. (1999). The efficiency of adapting aspiration levels. Proceedings of the Royal Society B: Biological Sciences 266 (1427), 1427-1435. 10.1098/rspb.1999.0797.

Monograph

Posch, M., Pichler, A. & Sigmund, K. (1998). The Efficiency of Adapting Aspiration Levels. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-98-103