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Krzysztof Postek

  1. Distributionally robust optimization with polynomial densities: theory,\n models and algorithms
    2018/05/09 by Etienne de Klerk, Daniel Kühn, de Klerk, Etienne +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Market Dynamics and Volatility #Optimization and Control (math.OC) #Risk and Portfolio Optimization
  2. Machine Learning for K-adaptability in Two-stage Robust Optimization
    2022/10/20 by Esther Julien, Krzysztof Postek, Julien, Esther +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · Engineering · #Risk and Portfolio Optimization #Market Dynamics and Volatility #Reservoir Engineering and Simulation Methods