Decomposability and time consistency of risk averse multistage programs. - Alexander Shapiro 001; Kerem Ugurlu (Oper. Res. Lett., 2016)

Controlled Markov Decision Processes with AVaR criteria for unbounded costs. - Kerem Ugurlu (J. Comput. Appl. Math., 2017)

Robust optimal control using conditional risk mappings in infinite horizon. - Kerem Ugurlu (J. Comput. Appl. Math., 2018)

Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis. - Kerem Ugurlu; Tomasz Brzeczek (Central Eur. J. Oper. Res., 2023)