Incorporating statistical model error into the calculation of acceptability prices of contingent claims. - Martin Glanzer; Georg Ch. Pflug; Alois Pichler (Math. Program., 2019)

Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. - Wim van Ackooij; Debora Daniela Escobar; Martin Glanzer; Georg Ch. Pflug (Comput. Manag. Sci., 2020)

Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. - Wim van Ackooij; Debora Daniela Escobar; Martin Glanzer; Georg Ch. Pflug (Comput. Manag. Sci., 2020)

Multiscale stochastic optimization: modeling aspects and scenario generation. - Martin Glanzer; Georg Ch. Pflug (Comput. Optim. Appl., 2020)