Kerem Ugurlu

According to our database¹, Kerem Ugurlu authored at least 4 papers between 2016 and 2023.

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2023

Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis.

[BibT_eX]

[DOI]

Central Eur. J. Oper. Res., December, 2023

2018

Robust optimal control using conditional risk mappings in infinite horizon.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2018

2017

Controlled Markov Decision Processes with AVaR criteria for unbounded costs.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2017

2016

Decomposability and time consistency of risk averse multistage programs.

[BibT_eX]

[DOI]

Oper. Res. Lett., 2016