Alexei Gaivoronski
Alexei Gaivoronski
Professor, NTNU
Verified email at
Cited by
Cited by
Value-at-risk in portfolio optimization: properties and computational approach
AA Gaivoronski, G Pflug
Journal of risk 7 (2), 1-31, 2005
Optimal portfolio selection and dynamic benchmark tracking
AA Gaivoronski, S Krylov, N Van der Wijst
European Journal of operational research 163 (1), 115-131, 2005
Stochastic programming in water management: A case study and a comparison of solution techniques
J Dupačová, A Gaivoronski, Z Kos, T Szántai
European Journal of Operational Research 52 (1), 28-44, 1991
Stochastic optimization problems with incomplete information on distribution functions
Y Ermoliev, A Gaivoronski, C Nedeva
SIAM Journal on Control and Optimization 23 (5), 697-716, 1985
Stochastic nonstationary optimization for finding universal portfolios
AA Gaivoronski, F Stella
Annals of Operations Research 100, 165-188, 2000
Stochastic quasigradient methods and their implementation
A Gaivoronski
Numerical techniques for stochastic optimization 10, 313-351, 1988
Convergence properties of backpropagation for neural nets via theory of stochastic gradient methods. Part 1
AA Gaivoronski
Optimization methods and Software 4 (2), 117-134, 1994
Implementation of stochastic quasigradient methods
A Gaivoronski
Numerical techniques for stochastic optimization, 313-352, 1988
Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector
JA Audestad, AA Gaivoronski, A Werner
Annals of Operations Research 142, 19-39, 2006
Knapsack problem with probability constraints
AA Gaivoronski, A Lisser, R Lopez, H Xu
Journal of Global Optimization 49, 397-413, 2011
On-line portfolio selection using stochastic programming
AA Gaivoronski, F Stella
Journal of Economic Dynamics and Control 27 (6), 1013-1043, 2003
Stochastic quasigradient methods for optimization of discrete event systems
YM Ermoliev, AA Gaivoronski
Annals of Operations Research 39, 1-39, 1992
Finding optimal portfolios with constraints on value at risk
AA Gaivoronski, G Pflug
Proceedings III Stockholm seminar on risk behavior and risk management, 1999
Linearization methods for optimization of functionals which depend on probability measures
A Gaivoronski
Stochastic Programming 84 Part II, 157-181, 1986
Cost/risk balanced management of scarce resources using stochastic programming
A Gaivoronski, GM Sechi, P Zuddas
European Journal of Operational Research 216 (1), 214-224, 2012
Balancing cost-risk in management optimization of water resource systems under uncertainty
AA Gaivoronski, GM Sechi, P Zuddas
Physics and Chemistry of the Earth, Parts A/B/C 42, 98-107, 2012
Augmented infinitesimal perturbation analysis: An alternate explanation
AA Gaivoronski, LY Shi, RS Sreenivas
Discrete Event Dynamic Systems 2 (2), 121-138, 1992
Convergence analysis of parallel backpropagation algorithm for neural networks
AA Gaivoronski
Optimization Methods and Software 4, 117-134, 1994
Assessment and optimisation of business opportunities for telecom operators in the cloud value network
PJ Nesse, SW Svaet, D Strasunskas, AA Gaivoronski
Transactions on emerging telecommunications technologies 24 (5), 503-516, 2013
Evaluation and design of business models for collaborative provision of advanced mobile data services: a portfolio theory approach
AA Gaivoronski, J Zoric
Telecommunications Modeling, Policy, and Technology, 353-386, 2008
The system can't perform the operation now. Try again later.
Articles 1–20