Georg Pflug
Emeritus Research Scholar
Systemic Risk and Resilience Research Group
Advancing Systems Analysis Program
Publications
Gross, P. & Pflug, G. (2016). Behavioral pricing of energy swing options by stochastic bilevel optimization. Energy Systems 1-26. 10.1007/s12667-016-0190-z.
Pflug, G.C. & Pichler, A. (2016). Time-inconsistent multistage stochastic programs: Martingale bounds. European Journal of Operational Research 249 (1) 155-163. 10.1016/j.ejor.2015.02.033.
Pflug, G.C. & Pichler, A. (2016). Time-consistent decisions and temporal decomposition of coherent risk functionals. Mathematics of Operations Research 41 (2) 682-699. 10.1287/moor.2015.0747.
Hochrainer-Stigler, S., Lorant, A., Petrescu, E.-C., Timonina, A., Pflug, G. , Ioncica, M., Jongman, B., & Rodrigues, R. (2016). Flood Risk: The EUSF and Romania. In: Novel Multi-Sector Partnerships in Disaster Risk Management. Results of the ENHANCE project. Eds. Aerts, Jeroen & Mysiak, Jaroslav, pp. 251-265 Brussels, Belgium: EU FP7 project ENHANCE.
Pflug, G. & Pichler, A. (2015). Dynamic generation of scenario trees. Computational Optimization and Applications 62 (3) 641-668. 10.1007/s10589-015-9758-0.