Optimization of Value-at-Risk: computational aspects of MIP formulations
Pavlikov, Konstantin, Veremyev, Alexander, Pasiliao, Eduardo L.
Published in The Journal of the Operational Research Society (04.05.2018)
Published in The Journal of the Operational Research Society (04.05.2018)
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Journal Article
Capital Asset Pricing Model (CAPM) with drawdown measure
Zabarankin, Michael, Pavlikov, Konstantin, Uryasev, Stan
Published in European journal of operational research (16.04.2014)
Published in European journal of operational research (16.04.2014)
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Journal Article
Exact separation of the rounded capacity inequalities for the capacitated vehicle routingproblem
Pavlikov, Konstantin, Petersen, Niels Christian, Sørensen, Jon Lilholt
Published in Networks (01.01.2024)
Published in Networks (01.01.2024)
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Journal Article
Weapon-target assignment problem: exact and approximate solution algorithms
Andersen, Alexandre Colaers, Pavlikov, Konstantin, Toffolo, Túlio A. M.
Published in Annals of operations research (01.05.2022)
Published in Annals of operations research (01.05.2022)
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Journal Article
Exact separation of the rounded capacity inequalities for the capacitated vehicle routing problem
Pavlikov, Konstantin, Petersen, Niels Christian, Sørensen, Jon Lilholt
Published in Networks (01.01.2024)
Published in Networks (01.01.2024)
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Journal Article
Algorithms and Software for the Golf Director Problem
Benincasa, Giacomo, Pavlikov, Konstantin, Hearn, Donald
Published in Journal of sports analytics (17.09.2020)
Published in Journal of sports analytics (17.09.2020)
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Journal Article
Estimation of Truncated Data Samples in Operational Risk Modeling
Ergashev, Bakhodir, Pavlikov, Konstantin, Uryasev, Stan, Sekeris, Evangelos
Published in The Journal of risk and insurance (01.09.2016)
Published in The Journal of risk and insurance (01.09.2016)
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Journal Article