Georg Pflug profile picture

Georg Pflug

Emeritus Research Scholar

Systemic Risk and Resilience Research Group

Advancing Systems Analysis Program

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. & Rubinstein, R. (2002). Inventory processes: Quasi regenerative property and sensitivity estimation. Stochastic Models 18 (3) 469-496.