Andrea Roznjik

According to our database, Andrea Roznjik authored at least 3 papers between 2011 and 2020.

Collaborative distances:

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

2020

Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation.

Natasa Krklec Jerinkic, Andrea Roznjik

Numer. Algorithms, 2020

2018

Variable sample size method for equality constrained optimization problems.

Natasa Krejic, Natasa Krklec Jerinkic, Andrea Roznjik

Optim. Lett., 2018

2011

VaR optimal portfolio with transaction costs.

Natasa Krejic, Miles Kumaresan, Andrea Roznjik

Appl. Math. Comput., 2011