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Martin Glanzer

Orcid: 0000-0003-3314-0512

According to our database1, Martin Glanzer authored at least 4 papers between 2019 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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PhD thesis 
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Links

On csauthors.net:

Bibliography

2020
Multiscale stochastic optimization: modeling aspects and scenario generation.
[BibTeX]
[DOI]
Martin Glanzer
,
Georg Ch. Pflug
Comput. Optim. Appl., 2020

Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
[BibTeX]
[DOI]
Wim van Ackooij
,
Debora Daniela Escobar
,
Martin Glanzer
,
Georg Ch. Pflug
Comput. Manag. Sci., 2020

Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
[BibTeX]
[DOI]
Wim van Ackooij
,
Debora Daniela Escobar
,
Martin Glanzer
,
Georg Ch. Pflug
Comput. Manag. Sci., 2020

2019
Incorporating statistical model error into the calculation of acceptability prices of contingent claims.
[BibTeX]
[DOI]
Martin Glanzer
,
Georg Ch. Pflug
,
Alois Pichler
Math. Program., 2019


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