János Mayer

According to our database, János Mayer authored at least 7 papers between 1996 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry.

Maximilian Adelmann, Lucio Fernandez-Arjona, János Mayer, Karl Schmedders

Oper. Res., 2021

2011

Multiperiod Stochastic Optimization Problems with Time-Consistent Risk Constraints.

Martin Densing, János Mayer

Proceedings of the Operations Research Proceedings 2011, Selected Papers of the International Conference on Operations Research (OR 2011), August 30, 2011

2006

Computational aspects of minimizing conditional value-at-risk.

Alexandra Künzi-Bay, János Mayer

Comput. Manag. Sci., 2006

Some insights into the solution algorithms for SLP problems.

Peter Kall, János Mayer

Ann. Oper. Res., 2006

2005

On the Numerical Solution of Stochastic Optimization Problems.

János Mayer

Proceedings of the System Modeling and Optimization, 2005

6. Building and Solving Stochastic Linear Programming Models with SLP-IOR.

Peter Kall, János Mayer

Proceedings of the Applications of Stochastic Programming, 2005

1996

SLP-IOR: An interactive model management system for stochastic linear programs.

Peter Kall, János Mayer

Math. Program., 1996