Georg Pflug
Emeritus Research Scholar
Systemic Risk and Resilience Research Group
Advancing Systems Analysis Program
Publications
Pflug, G.C. & Swietanowski, A. (2000). Selected parallel optimization: Methods for financial management under uncertainty. Parallel Computing 26 (1) 3-25. 10.1016/S0167-8191(99)00093-9.
Pflug, G.C. , Swietanowski, A., Dockner, E.J., & Moritsch, H. (2000). The AURORA financial management system: Model and parallel implementation design. Annals of Operations Research 99 (1) 189-206. 10.1023/A:1019297118383.
Pflug, G.C. , Moritsch, H., & Siomak, M. (2000). Asynchronous nested optimization algorithms and their parallel implementation. In: Proceedings of the International Symposium on Parallel Algorithms, Architectures and Networks, 10-15 December 2000.
Pflug, G.C. (2000). Scenario tree generation for multiperiod financial optimization by optimal discretization. Mathematical Programming, Series B 30 (4) 127-139.
Pflug, G.C. (2000). Some remarks on the value-at-risk and the conditional value-at-risk. In: Probabilistic Constrained Optimization: Methodology and Applications. Eds. Uryasev, S.P., Dordrecht: Kluwer Academic Publishers. ISBN 0-7923-6644-1