Publications

  • Robust Risk Management (with Michel Baes, and Hans-Jakob Lüthi), European Journal of Operational Research, 222(3), 663-672, November 2012 (doi: 10.1016/j.ejor.2012.03.036).
  • The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios (with Michel Baes, and Hans-Jakob Lüthi), Proceedings of the International Conference on Operations Research (OR 2011), 173-178, 2011.
  • Robust Optimization in Non-Linear Regression for Speech and Video Quality Prediction in Mobile Multimedia Networks (with Charalampos Pitas, Athanasios Panagopoulos, and Philip Constantinou), Proceedings of the International Conference on Operations Research (OR 2011), 381-386, 2011.
  • Robust Risk Management in Hydro-Electric Pumped Storage Plants (with Lukas Abegg), Proceedings of the International Conference on Operations Research (OR 2010), 99-104, 2010.
  • Approximate Parametric Dynamic Programming in Inventory Management (with Stefan Wörner, Marco Laumanns, Eleni Pratsini, and Rico Zenklusen), Proceedings of the INFORMS Manufacturing and Service Operations Management Society (MSOM) Annual Conference, 2010.
  • Dynamic Application Profiles using Neural Networks for Adaptive Quality of Service Support in the Internet (with Charilaos Tsetsekas, and Iakovos Venieris), Computer Communications, 29(15), 2985-2995, 2006.