Pavlo A. Krokhmal

According to our database1, Pavlo A. Krokhmal authored at least 29 papers between 2005 and 2020.

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Bibliography

2020
Optimization Letters Best Paper Award for 2018.
Optim. Lett., 2020

2019
Optimization of Cascading Processes in Arbitrary Networks with Stochastic Interactions.
IEEE Trans. Netw. Sci. Eng., 2019

Optimization Letters Best Paper Award for 2017.
Optim. Lett., 2019

2018
Optimization Letters Best Paper Award for 2016.
Optim. Lett., 2018

Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights.
Ann. Oper. Res., 2018

2017
Optimization Letters Best Paper Award for 2015.
Optim. Lett., 2017

Detecting resilient structures in stochastic networks: A two-stage stochastic optimization approach.
Networks, 2017

Mixed integer programming with a class of nonlinear convex constraints.
Discret. Optim., 2017

Certainty equivalent measures of risk.
Ann. Oper. Res., 2017

2015
A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures.
INFORMS J. Comput., 2015

2014
On Risk-Averse Weighted k-Club Problems.
Proceedings of the Examining Robustness and Vulnerability of Networked Systems, 2014

Polyhedral approximations in <i>p</i>-order cone programming.
Optim. Methods Softw., 2014

Optimization Letters Best Paper Award.
Optim. Lett., 2014

On Valid Inequalities for Mixed Integer p-Order Cone Programming.
J. Optim. Theory Appl., 2014

On risk-averse maximum weighted subgraph problems.
J. Comb. Optim., 2014

2013
On finding k-cliques in k-partite graphs.
Optim. Lett., 2013

Editorial.
Optim. Lett., 2013

On p-norm linear discrimination.
Eur. J. Oper. Res., 2013

2012
Detection of temporal changes in psychophysiological data using statistical process control methods.
Comput. Methods Programs Biomed., 2012

2011
On optimality of a polynomial algorithm for random linear multidimensional assignment problem.
Optim. Lett., 2011

2010
On the Hamming distance in combinatorial optimization problems on hypergraph matchings.
Optim. Lett., 2010

Risk optimization with p-order conic constraints: A linear programming approach.
Eur. J. Oper. Res., 2010

An algorithm for online detection of temporal changes in operator cognitive state using real-time psychophysiological data.
Biomed. Signal Process. Control., 2010

2009
Asymptotic Properties of Random Multidimensional Assignment Problem.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Random assignment problems.
Eur. J. Oper. Res., 2009

2007
Asymptotic behavior of the expected optimal value of the multidimensional assignment problem.
Math. Program., 2007

On the number of local minima for the multidimensional assignment problem.
J. Comb. Optim., 2007

A sample-path approach to optimal position liquidation.
Ann. Oper. Res., 2007

2005
29. Numerical Comparison of Conditional Value-at-Risk and Conditional Drawdown-at-Risk Approaches: Application to Hedge Funds.
Proceedings of the Applications of Stochastic Programming, 2005


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