Raimund M. Kovacevic

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Pflug GProfessor Statistics and ORAdresse e-mail validée de univie.ac.at
VeliovVienna University of TechnologyAdresse e-mail validée de tuwien.ac.at
Nikolaos I. StilianakisJoint Research Centre, European CommissionAdresse e-mail validée de ec.europa.eu
Alois PichlerTU ChemnitzAdresse e-mail validée de math.tu-chemnitz.de
David WozabalVrije Universiteit AmsterdamAdresse e-mail validée de vu.nl
Florentina ParaschivZeppelin UniversityAdresse e-mail validée de zu.de
VO Nhat VinhGREYC, University of CaenAdresse e-mail validée de unicaen.fr
Walter GutjahrProfessor, University of ViennaAdresse e-mail validée de univie.ac.at
Thomas BreuerFH VorarlbergAdresse e-mail validée de fhv.at
Gustav FeichtingerVienna University of TechnologyAdresse e-mail validée de eos.tuwien.ac.at
Bita AnaluiUniversity of California Irvine | Deltares USAAdresse e-mail validée de uci.edu
Warrren B PowellPrinceton UniversityAdresse e-mail validée de princeton.edu
Dario PacciarelliUniversità Roma TreAdresse e-mail validée de dia.uniroma3.it
Carlo MeloniSapienza Università di RomaAdresse e-mail validée de uniroma1.it
R. WetsProfessor Mathematics, University of California, DavisAdresse e-mail validée de ucdavis.edu
Michael SchürleSenior Researcher, University of St. GallenAdresse e-mail validée de unisg.ch

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Raimund M. Kovacevic

Department for Economy and Health, University for Continuing Education

Adresse e-mail validée de donau-uni.ac.at - Page d'accueil

Stochastic Optimization Stochastic Control Bilevel Optimization Data science and optimization


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches RM Kovacevic, GC Pflug European Journal of Operational Research 237 (2), 389-403, 2014	58	2014
Time consistency and information monotonicity of multiperiod acceptability functionals. No. 8 in Radon Series on Computational and Applied Mathematics R Kovacevic, GC Pflug de Gruyter, Berlin, 2009	58*	2009
Does Insurance Help to Escape the Poverty Trap?—A Ruin Theoretic Approach RM Kovacevic, GC Pflug Journal of Risk and Insurance 78 (4), 1003-1028, 2011	54	2011
Handbook of risk management in energy production and trading RM Kovacevic, GC Pflug, MT Vespucci Springer, 2013	53	2013
Tree Approximation for Discrete Time Stochastic Processes-A Process Distance Approach RM Kovacevic, A Pichler Annals of OR 235 (1), 395-421, 2015	39	2015
Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model P Grandits, R Kovacevic, V Veliov Journal of Mathematical Analysis and Applications, 2019	28	2019
MEDIUM-TERM PLANNING FOR THERMAL ELECTRICITY PRODUCTION R Kovacevic, F Paraschiv OR Spectrum, 2014	22	2014
A distributed optimal control model applied to COVID-19 pandemic RM Kovacevic, NI Stilianakis, VM Veliov SIAM Journal on Control and Optimization 60 (2), S221-S245, 2022	16*	2022
Poverty traps and disaster insurance in a bi-level decision framework RM Kovacevic, W Semmler Dynamic economic problems with regime switches, 57-83, 2021	14	2021
Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment RM Kovacevic Central European Journal of Operations Research 26 (2), 395-421, 2018	12	2018
ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE? RM KOVACEVIC, GCH PFLUG International Journal of Theoretical and Applied Finance, 2014	12	2014
Optimal vaccination strategies using a distributed model applied to COVID-19 G Angelov, R Kovacevic, NI Stilianakis, VM Veliov Central European Journal of Operations Research 31 (2), 499-521, 2023	11*	2023
Valuation and pricing of electricity delivery contracts: the producer’s view RM Kovacevic Annals of Operations Research, https://link.springer.com/article/10.1007 …, 2018	9	2018
CONDITIONAL ACCEPTABILITY MAPPINGS AS BANACH-LATTICE VALUED MAPPINGS R KOVACEVIC Statistics and Risk Modeling 29 (1), 1-18, 2012	9*	2012
Bilevel Approaches for Distributed DSM Using Internal Individualized Prices RM Kovacevic, NV Vo, J Haunschmied IEEE International Conference on Smart Grid Communications, 521-526, 2017	8	2017
A semiparametric model for electricity spot prices RM Kovacevic, D Wozabal IIE Transactions 46 (4), 344-356, 2014	8	2014
Measuring Systemic Risk: Structural Approaches RM Kovacevic, GC Pflug Quantitative Financial Risk Management: Theory and Practice, 1-21, 2015	6	2015
Maximum-loss, minimum-win and the Esscher pricing principle RM Kovacevic IMA Journal of Management Mathematics, 2011	6	2011
Dynamic economic problems with Regime Switches J Haunschmied, RM Kovacevic, W Semmler, VM Veliov Springer, 2021	5	2021
Conditional acceptability mappings: Convex analysis in banach lattices R Kovacevic Dissertation, University of Vienna, 2008	5	2008

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