Stavros A. Zenios
Orcid: 0000-0001-7576-4898
According to our database1,
Stavros A. Zenios
authored at least 79 papers
between 1986 and 2024.
Collaborative distances:
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Bibliography
2024
2021
2020
Eur. J. Oper. Res., 2020
2019
Ann. Oper. Res., 2019
2018
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances.
Eur. J. Oper. Res., 2018
Ann. Oper. Res., 2018
2009
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009
2008
Eur. J. Oper. Res., 2008
Eur. J. Oper. Res., 2008
2007
Ann. Oper. Res., 2007
2005
On the simulation of portfolios of interest rate and credit risk sensitive securities.
Eur. J. Oper. Res., 2005
Eur. J. Oper. Res., 2005
Proceedings of the Applications of Stochastic Programming, 2005
2004
Computation of feasible portfolio controlstrategies for an insurance company using a discrete time asset/liability model.
Math. Comput. Model., 2004
2001
Integrated simulation and optimization models for tracking international fixed income indices.
Math. Program., 2001
1999
Parallel Comput., 1999
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models.
Oper. Res., 1999
Ann. Oper. Res., 1999
Ann. Oper. Res., 1999
1998
An interior point method with Bregman functions for the variational inequality problem with paramonotone operators.
Math. Program., 1998
1997
Parallel Comput., 1997
A Scalable Parallel Interior Point Algorithm for Stochastic Linear Programming and Robust Optimization.
Comput. Optim. Appl., 1997
1996
Math. Program., 1996
Math. Program., 1996
Proceedings of the Applications on Advanced Architecture Computers, 1996
1995
SIAM J. Optim., 1995
Parallelization Strategies of a Row-action Method for Multicommodity Network Flow Problems.
Parallel Algorithms Appl., 1995
The Productivity of Financial Intermediation and the Technology of Financial Product Management.
Oper. Res., 1995
Ann. Oper. Res., 1995
1994
A data-level parallel linear-quadratic penalty algorithm for multicommodity network flows.
ACM Trans. Math. Softw., 1994
SIAM J. Optim., 1994
SIAM J. Optim., 1994
On the Scalability of Data-Parallel Decomposition Algorithms for Stochastic Programs.
J. Parallel Distributed Comput., 1994
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities.
Oper. Res., 1994
Comput. Optim. Appl., 1994
1993
Parallel Algorithms Appl., 1993
Oper. Res., 1993
Massively Parallel Proximal Algorithms for Solving Linear Stochastic Network Programs.
Int. J. High Perform. Comput. Appl., 1993
Proximal minimizations with <i>D</i>-functions and the massively parallel solution of linear network programs.
Comput. Optim. Appl., 1993
Ann. Oper. Res., 1993
Ann. Oper. Res., 1993
1992
SIAM J. Sci. Comput., 1992
Parallel Comput., 1992
Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm.
INFORMS J. Comput., 1992
INFORMS J. Comput., 1992
Proceedings of the Computer Science and Operations Research, 1992
Proceedings of the Computer Science and Operations Research, 1992
1991
SIAM J. Optim., 1991
SIAM J. Optim., 1991
Synchronous and asynchronous implementations of relaxation algorithms for nonlinear network optimization.
Parallel Comput., 1991
J. Parallel Distributed Comput., 1991
Int. J. High Perform. Comput. Appl., 1991
An Investigation of the Effect of Problem Structure on Stochastic Programming Algorithms.
Proceedings of the Fifth SIAM Conference on Parallel Processing for Scientific Computing, 1991
On a Massively Parallel e-Relaxization Algorithm for Linear Transformation Problems.
Proceedings of the International Conference on Parallel Processing, 1991
Proceedings of the Network Flows And Matching, 1991
1990
ACM Trans. Math. Softw., 1990
INFORMS J. Comput., 1990
1989
Networks, 1989
Oper. Res., 1989
INFORMS J. Comput., 1989
An Optimal Parallel Implementation of a Quadratic Transportation Algorithm.
Proceedings of the Fourth SIAM Conference on Parallel Processing for Scientific Computing, 1989
1988
Parallel Comput., 1988
Math. Program., 1988
Proceedings of the 2nd international conference on Supercomputing, 1988
1987
1986
Oper. Res., 1986
Proceedings of the 14th ACM Annual Conference on Computer Science, 1986