Alois Pichler
Technische Universität Chemnitz
H-index: 24
Europe-Germany
Top articles of Alois Pichler
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
On the Approximation of Kernel functions | arXiv preprint arXiv:2403.06731 | Paul Dommel Alois Pichler | 2024/3/11 |
Higher order measures of risk and stochastic dominance | arXiv preprint arXiv:2402.15387 | Alois Pichler | 2024/2/23 |
Portfolio reshaping under 1st-order stochastic dominance constraints by the exact penalty function methods | Optimization | Vladimir Norkin Alois Pichler | 2024/2/9 |
UNCERTAINTY ANALYSIS FOR EVOLUTION EQUATIONS | International Journal for Uncertainty Quantification | Greta Marino Alois Pichler Jan-Frederik Pietschmann | 2024 |
Soft Quantization Using Entropic Regularization | Entropy | Rajmadan Lakshmanan Alois Pichler | 2023/10/10 |
Fast approximation of unbalanced optimal transport and maximum mean discrepancies | arXiv preprint arXiv:2306.13618 | Rajmadan Lakshmanan Alois Pichler | 2023/6/23 |
Constrained Global Optimization by Smoothing | arXiv preprint arXiv:2308.08422 | Vladimir Norkin Alois Pichler Anton Kozyriev | 2023/8/16 |
Expectiles in risk averse stochastic programming and dynamic optimization | arXiv preprint arXiv:2303.03522 | Rajmadan Lakshmanan Alois Pichler | 2023/3/6 |
Risk-averse optimal control in continuous time by nesting risk measures | Mathematics of Operations Research | Alois Pichler Ruben Schlotter | 2023/8 |
Dynamic programming for data independent decision sets | Journal of Convex Analysis | Paul Dommel Alois Pichler | 2023/1/1 |
Entropic Quantization and Causal Transport | Entropy Regularized Quantization Alois Pichler R Lakshmanan | 2023/7/27 | |
Conditional distributionally robust functionals | Operations Research | Alexander Shapiro Alois Pichler | 2023/6/29 |
Quantification of risk in classical models of finance | Quantitative Finance | Alois Pichler Ruben Schlotter | 2022/1/2 |
Risk-averse stochastic programming: Time consistency and optimal stopping | Operations Research | Alois Pichler Rui Peng Liu Alexander Shapiro | 2022/7 |
Quantitative stability analysis for minimax distributionally robust risk optimization | Mathematical Programming | Alois Pichler Huifu Xu | 2022/1 |
The nested Sinkhorn divergence to learn the nested distance | Computational Management Science | Alois Pichler Michael Weinhardt | 2022/6 |
Stochastic Optimization With Random Fields | Alois Pichler | 2022/5/23 | |
Nonequispaced fast Fourier transform boost for the Sinkhorn algorithm | arXiv preprint arXiv:2201.07524 | Rajmadan Lakshmanan Alois Pichler Daniel Potts | 2022/1/19 |
Wasserstein sensitivity of risk and uncertainty propagation | SIAM/ASA Journal on Uncertainty Quantification | Oliver G Ernst Alois Pichler Björn Sprungk | 2022/8/16 |
Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019): discrete stochastic optimization in finance | Giorgio Consigli Miloš Kopa Alois Pichler | 2022/1/2 |
Co-Authors
