Multiperiod Stochastic Optimization Problems with Time-Consistent Risk Constraints. - Martin Densing; János Mayer (OR, 2011)

Dispatch planning using newsvendor dual problems and occupation times: Application to hydropower. - Martin Densing (Eur. J. Oper. Res., 2013)

Stochastic Programming of Time-Consistent Extensions of AVaR. - Martin Densing (SIAM J. Optim., 2014)

The value of flexible selling: Power production with storage for spinning reserve provision. - Martin Densing (Eur. J. Oper. Res., 2020)