# Pavlo A. Krokhmal

According to our database

Collaborative distances:

^{1}, Pavlo A. Krokhmal authored at least 29 papers between 2005 and 2020.Collaborative distances:

## Timeline

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Book In proceedings Article PhD thesis Other## Links

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## Bibliography

2020

Optim. Lett., 2020

2019

Optimization of Cascading Processes in Arbitrary Networks with Stochastic Interactions.

IEEE Trans. Netw. Sci. Eng., 2019

Optim. Lett., 2019

2018

Optim. Lett., 2018

Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights.

Ann. Oper. Res., 2018

2017

Optim. Lett., 2017

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

Networks, 2017

Discret. Optim., 2017

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

Proceedings of the Examining Robustness and Vulnerability of Networked Systems, 2014

Optim. Methods Softw., 2014

Optim. Lett., 2014

J. Optim. Theory Appl., 2014

J. Comb. Optim., 2014

2013

Optim. Lett., 2013

Optim. Lett., 2013

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

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

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Eur. J. Oper. Res., 2009

2007

Asymptotic behavior of the expected optimal value of the multidimensional assignment problem.

Math. Program., 2007

J. Comb. Optim., 2007

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