Ari-Pekka Perkkiö

According to our database, Ari-Pekka Perkkiö authored at least 9 papers between 2012 and 2026.

Collaborative distances:

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

2026

Optimal operation and valuation of electricity storage systems in intraday markets.

Jean-Philippe Chancelier, Michel De Lara, Tanguy Lindegaard, François Pacaud, Teemu Pennanen, Ari-Pekka Perkkiö

Comput. Manag. Sci., June, 2026

Dynamic programming and dimensionality in convex stochastic optimization and control.

Teemu Pennanen, Ari-Pekka Perkkiö

Optim. Lett., March, 2026

Duality in convex stochastic optimization.

Teemu Pennanen, Ari-Pekka Perkkiö

Math. Program., January, 2026

2025

Dual Solutions in Convex Stochastic Optimization.

Teemu Pennanen, Ari-Pekka Perkkiö

Math. Oper. Res., 2025

2018

Shadow price of information in discrete time stochastic optimization.

Teemu Pennanen, Ari-Pekka Perkkiö

Math. Program., 2018

Convex duality in optimal investment and contingent claim valuation in illiquid markets.

Teemu Pennanen, Ari-Pekka Perkkiö

Finance Stochastics, 2018

2017

The scaling limit of superreplication prices with small transaction costs in the multivariate case.

Peter Bank, Yan Dolinsky, Ari-Pekka Perkkiö

Finance Stochastics, 2017

2014

Duality in Convex Problems of Bolza over Functions of Bounded Variation.

Teemu Pennanen, Ari-Pekka Perkkiö

SIAM J. Control. Optim., 2014

2012

Stochastic programs without duality gaps.

Teemu Pennanen, Ari-Pekka Perkkiö

Math. Program., 2012