Konstantin Pavlikov

According to our database1, Konstantin Pavlikov authored at least 6 papers between 2014 and 2019.

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Bibliography

2019
Critical nodes in interdependent networks with deterministic and probabilistic cascading failures.
J. Glob. Optim., 2019

2018
Optimization of Value-at-Risk: computational aspects of MIP formulations.
J. Oper. Res. Soc., 2018

Improved formulations for minimum connectivity network interdiction problems.
Comput. Oper. Res., 2018

CVaR distance between univariate probability distributions and approximation problems.
Ann. Oper. Res., 2018

2014
CVaR norm and applications in optimization.
Optim. Lett., 2014

Capital Asset Pricing Model (CAPM) with drawdown measure.
Eur. J. Oper. Res., 2014


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