Nikolaus Schweizer

Orcid: 0000-0002-5807-7321

According to our database1, Nikolaus Schweizer authored at least 13 papers between 2017 and 2024.

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Bibliography

2024
Solving Maxmin Optimization Problems via Population Games.
J. Optim. Theory Appl., May, 2024

Robust decisions for heterogeneous agents via certainty equivalents.
Eur. J. Oper. Res., 2024

2023
Information Nudges and Self-Control.
Manag. Sci., April, 2023

Contingent Capital with Stock Price Triggers in Interbank Networks.
Math. Oper. Res., February, 2023

Comment on "A theoretical foundation of ambiguity measurement" [J. Econ. Theory 187 (2020) 105001].
J. Econ. Theory, January, 2023

2021
A Toolkit for Robust Risk Assessment Using <i>F</i>-Divergences.
Manag. Sci., 2021

Time-consistency of optimal investment under smooth ambiguity.
Eur. J. Oper. Res., 2021

2019
Technical Note - The Joint Impact of <i>F</i>-Divergences and Reference Models on the Contents of Uncertainty Sets.
Oper. Res., 2019

'Regression Anytime' with Brute-Force SVD Truncation.
CoRR, 2019

2018
Pathwise Dynamic Programming.
Math. Oper. Res., 2018

Optimal Revelation of Life-Changing Information.
Manag. Sci., 2018

2017
Iterative Improvement of Lower and Upper Bounds for Backward SDEs.
SIAM J. Sci. Comput., 2017

Revenues and welfare in auctions with information release.
J. Econ. Theory, 2017


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