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Georg Pflug
Emeritus Research Scholar
Systemic Risk and Resilience Research Group
Advancing Systems Analysis Program
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Publications
Pflug, G.C. (2003). Stochastic optimization and statistical inference. In: Handbook of Stochastic Optimization. Eds. Ruszczynski, A. & Shapiro, A., Amsterdam: Elsevier.
Ermoliev, Y. & Norkin, V.I. (2003). Stochastic optimization of risk function via parametric smoothing. In: Dynamic Stochastic Optimization. Eds. Marti, K., Ermoliev, Y., & Pflug, G. , Heidelberg: Springer-Verlag. ISBN 3-540-40506-2
Pflug, G.C. (2003). The value of perfect information as a risk measure. In: Dynamic Stochastic Optimization. Eds. Marti, K., Ermoliev, Y.M., & Pflug, G.C. , Heidelberg: Springer-Verlag.
Pflug, G.C. (2002). Coherent risk measures and convex combinations of the conditional value at risk. Austrian Journal of Statistics 31 (1) 73-75. 10.17713/ajs.v31i1.471.
Pflug, G.C. & Rubinstein, R. (2002). Inventory processes: Quasi regenerative property and sensitivity estimation. Stochastic Models 18 (3) 469-496.